HAA - 7-24
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HAA - 7-24, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Nov 7, 2014, corresponding to the inception date of PDBC
Returns By Period
As of Dec 24, 2024, the HAA - 7-24 returned 9.26% Year-To-Date and 6.52% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
| HAA - 7-24 | 9.26% | -1.92% | 0.95% | 9.95% | 7.97% | 6.52% |
| Portfolio components: | ||||||
VWO Vanguard FTSE Emerging Markets ETF | 11.97% | 0.56% | 4.59% | 14.31% | 3.17% | 4.11% |
VEA Vanguard FTSE Developed Markets ETF | 3.21% | -1.88% | -1.79% | 4.06% | 4.81% | 5.28% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -4.21% | -6.53% | -9.06% | -5.00% | 6.88% | 1.94% |
VOO Vanguard S&P 500 ETF | 26.92% | 0.27% | 9.97% | 27.36% | 14.84% | 13.12% |
Monthly Returns
The table below presents the monthly returns of HAA - 7-24, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.35% | 2.37% | 3.37% | -1.19% | 2.81% | 0.97% | 0.55% | 1.13% | 2.84% | -1.79% | 0.61% | 9.26% | |
| 2023 | 6.18% | -4.36% | 2.24% | 0.84% | -3.16% | 4.67% | 5.25% | -2.92% | -2.32% | -2.65% | 5.69% | 2.66% | 11.88% |
| 2022 | -0.22% | -0.47% | 2.88% | -3.93% | 1.84% | -7.13% | 2.87% | -3.04% | -9.02% | 4.08% | 8.31% | -3.16% | -8.02% |
| 2021 | 1.15% | 4.32% | 1.37% | 4.56% | 2.47% | 1.62% | -0.37% | 1.17% | -1.58% | 4.16% | -4.18% | 4.27% | 20.23% |
| 2020 | -4.29% | -6.48% | -15.23% | 6.17% | 5.21% | 4.14% | 5.47% | 4.91% | -2.65% | -1.99% | 10.81% | 5.17% | 8.60% |
| 2019 | 8.08% | 2.02% | 1.16% | 2.56% | -5.99% | 5.46% | -0.81% | -2.90% | 1.80% | 2.79% | 1.34% | 4.82% | 21.43% |
| 2018 | 5.51% | -4.39% | -0.24% | 0.63% | 0.25% | -1.85% | 1.83% | -0.49% | 0.81% | -7.14% | -0.97% | -5.45% | -11.50% |
| 2017 | 2.68% | 1.76% | 0.81% | 0.57% | 1.05% | 0.35% | 3.61% | 0.92% | 1.55% | 2.54% | 1.14% | 2.40% | 21.10% |
| 2016 | -5.30% | -0.93% | 7.69% | 3.42% | -0.22% | 1.97% | 1.55% | 0.56% | 1.86% | -1.01% | -0.11% | 2.05% | 11.59% |
| 2015 | -1.87% | 5.10% | -2.70% | 4.81% | -1.52% | -1.78% | -3.11% | -6.37% | -3.14% | 5.33% | -2.07% | -3.17% | -10.72% |
| 2014 | -0.60% | -4.39% | -4.97% |
Expense Ratio
HAA - 7-24 has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HAA - 7-24 is 17, meaning it’s performing worse than 83% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 0.94 | 1.39 | 1.18 | 0.59 | 3.79 |
VEA Vanguard FTSE Developed Markets ETF | 0.34 | 0.54 | 1.07 | 0.46 | 1.28 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.37 | -0.42 | 0.95 | -0.19 | -1.02 |
VOO Vanguard S&P 500 ETF | 2.22 | 2.95 | 1.42 | 3.27 | 14.57 |
Dividends
Dividend yield
HAA - 7-24 provided a 1.93% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.93% | 3.09% | 5.44% | 14.47% | 1.37% | 2.39% | 2.32% | 2.67% | 3.52% | 2.07% | 2.10% | 1.79% |
| Portfolio components: | ||||||||||||
VWO Vanguard FTSE Emerging Markets ETF | 3.16% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
VEA Vanguard FTSE Developed Markets ETF | 3.35% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 0.00% | 4.21% | 13.04% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.50% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the HAA - 7-24. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the HAA - 7-24 was 32.70%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current HAA - 7-24 drawdown is 4.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.7% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -25.55% | May 18, 2015 | 171 | Jan 20, 2016 | 332 | May 15, 2017 | 503 |
| -20.14% | Jan 29, 2018 | 229 | Dec 24, 2018 | 253 | Dec 26, 2019 | 482 |
| -19.28% | Apr 5, 2022 | 124 | Sep 30, 2022 | 348 | Feb 21, 2024 | 472 |
| -9.25% | Nov 28, 2014 | 26 | Jan 6, 2015 | 90 | May 15, 2015 | 116 |
Volatility
Volatility Chart
The current HAA - 7-24 volatility is 2.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| PDBC | VOO | VWO | VEA | |
|---|---|---|---|---|
| PDBC | 1.00 | 0.29 | 0.36 | 0.36 |
| VOO | 0.29 | 1.00 | 0.68 | 0.81 |
| VWO | 0.36 | 0.68 | 1.00 | 0.80 |
| VEA | 0.36 | 0.81 | 0.80 | 1.00 |