Dr Dan 60/40 bond
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 40% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in Dr Dan 60/40 bond, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns
As of Dec 7, 2023, the Dr Dan 60/40 bond returned 20.29% Year-To-Date and 9.75% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Dr Dan 60/40 bond | 20.29% | 3.92% | 5.30% | 16.73% | 10.93% | 9.73% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.35% | 4.41% | 7.42% | 17.36% | 13.49% | 11.76% |
QQQ Invesco QQQ | 45.24% | 4.29% | 10.70% | 37.62% | 19.88% | 17.24% |
VGT Vanguard Information Technology ETF | 44.34% | 6.65% | 10.53% | 38.72% | 22.66% | 19.48% |
PFF iShares Preferred and Income Securities ETF | 6.84% | 3.54% | 2.82% | 3.80% | 3.07% | 3.81% |
BND Vanguard Total Bond Market ETF | 3.40% | 4.16% | 1.45% | 1.78% | 0.82% | 1.50% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.11% | 3.82% | 2.01% | -1.28% | -4.10% | -1.84% | 8.05% |
Dividend yield
Dr Dan 60/40 bond granted a 1.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dr Dan 60/40 bond | 1.87% | 1.80% | 1.31% | 1.54% | 1.91% | 2.06% | 1.82% | 1.95% | 1.99% | 2.06% | 1.97% | 2.32% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.49% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | 2.18% |
QQQ Invesco QQQ | 0.56% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% | 1.26% |
VGT Vanguard Information Technology ETF | 0.70% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% | 1.21% |
PFF iShares Preferred and Income Securities ETF | 6.88% | 6.01% | 4.45% | 4.79% | 5.31% | 6.32% | 5.59% | 5.85% | 5.76% | 6.32% | 6.60% | 6.01% |
BND Vanguard Total Bond Market ETF | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% | 3.24% |
Expense Ratio
The Dr Dan 60/40 bond has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.15 | ||||
QQQ Invesco QQQ | 1.85 | ||||
VGT Vanguard Information Technology ETF | 1.79 | ||||
PFF iShares Preferred and Income Securities ETF | 0.28 | ||||
BND Vanguard Total Bond Market ETF | 0.29 |
Asset Correlations Table
| BND | PFF | QQQ | VGT | VOO | |
|---|---|---|---|---|---|
| BND | 1.00 | 0.17 | -0.08 | -0.10 | -0.14 |
| PFF | 0.17 | 1.00 | 0.50 | 0.50 | 0.56 |
| QQQ | -0.08 | 0.50 | 1.00 | 0.96 | 0.89 |
| VGT | -0.10 | 0.50 | 0.96 | 1.00 | 0.89 |
| VOO | -0.14 | 0.56 | 0.89 | 0.89 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dr Dan 60/40 bond. 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 Dr Dan 60/40 bond was 24.29%, occurring on Oct 14, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.29% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -20.09% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -12.21% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -8.99% | Jul 25, 2011 | 11 | Aug 8, 2011 | 107 | Jan 10, 2012 | 118 |
| -8.04% | Dec 2, 2015 | 49 | Feb 11, 2016 | 42 | Apr 13, 2016 | 91 |
Volatility Chart
The current Dr Dan 60/40 bond volatility is 2.63%, 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.