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Dr Dan 60/40 bond

Last updated Dec 7, 2023

Asset Allocation


BND 40%VOO 30%QQQ 20%VGT 10%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market40%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities30%
QQQ
Invesco QQQ
Large Cap Blend Equities20%
VGT
Vanguard Information Technology ETF
Technology Equities10%

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.30%
5.95%
Dr Dan 60/40 bond
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Dr Dan 60/40 bond20.29%3.92%5.30%16.73%10.93%9.73%
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


JanFebMarAprMayJunJulAugSepOctNovDec
20232.11%3.82%2.01%-1.28%-4.10%-1.84%8.05%

Sharpe Ratio

The current Dr Dan 60/40 bond Sharpe ratio is 1.48. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.48

The Sharpe ratio of Dr Dan 60/40 bond lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.48
1.00
Dr Dan 60/40 bond
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dr Dan 60/40 bond granted a 1.87% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dr Dan 60/40 bond1.87%1.80%1.31%1.54%1.91%2.06%1.82%1.95%1.99%2.06%1.97%2.32%
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.


0.46%
0.00%2.15%
0.20%
0.00%2.15%
0.10%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDPFFQQQVGTVOO
BND1.000.17-0.08-0.10-0.14
PFF0.171.000.500.500.56
QQQ-0.080.501.000.960.89
VGT-0.100.500.961.000.89
VOO-0.140.560.890.891.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-4.72%
-5.15%
Dr Dan 60/40 bond
Benchmark (^GSPC)
Portfolio components

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, 2021202Oct 14, 2022
-20.09%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-12.21%Aug 30, 201880Dec 24, 201855Mar 15, 2019135
-8.99%Jul 25, 201111Aug 8, 2011107Jan 10, 2012118
-8.04%Dec 2, 201549Feb 11, 201642Apr 13, 201691

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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.63%
2.92%
Dr Dan 60/40 bond
Benchmark (^GSPC)
Portfolio components
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