Dr Dan 60/40 bond
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 40% |
PFF iShares Preferred and Income Securities ETF | Preferred Stock/Convertible Bonds | 0% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 9, 2025, the Dr Dan 60/40 bond returned -1.68% Year-To-Date and 9.95% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Dr Dan 60/40 bond | -1.68% | 9.41% | -2.47% | 9.19% | 9.94% | 9.95% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.28% | 13.71% | -4.52% | 10.70% | 15.89% | 12.40% |
QQQ Invesco QQQ | -4.34% | 17.36% | -4.62% | 11.64% | 17.57% | 17.21% |
VGT Vanguard Information Technology ETF | -8.02% | 21.43% | -8.47% | 11.41% | 18.79% | 19.31% |
PFF iShares Preferred and Income Securities ETF | -2.00% | 4.50% | -5.64% | 2.60% | 3.08% | 3.01% |
BND Vanguard Total Bond Market ETF | 2.13% | 0.32% | 1.30% | 5.43% | -0.86% | 1.49% |
Monthly Returns
The table below presents the monthly returns of Dr Dan 60/40 bond, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.40% | -0.36% | -4.05% | 0.32% | 1.09% | -1.68% | |||||||
| 2024 | 0.98% | 2.58% | 1.76% | -3.60% | 4.19% | 3.54% | 0.80% | 1.63% | 1.93% | -1.51% | 3.98% | -1.26% | 15.75% |
| 2023 | 6.31% | -1.81% | 5.14% | 0.79% | 2.11% | 3.82% | 2.01% | -1.28% | -4.10% | -1.84% | 8.06% | 4.43% | 25.43% |
| 2022 | -4.93% | -2.64% | 1.17% | -8.10% | -0.03% | -5.74% | 7.53% | -3.98% | -7.79% | 3.49% | 4.79% | -4.74% | -20.25% |
| 2021 | -0.67% | 0.33% | 1.32% | 3.64% | -0.11% | 3.06% | 2.11% | 2.02% | -3.56% | 4.52% | 0.59% | 1.72% | 15.74% |
| 2020 | 1.77% | -3.70% | -6.53% | 9.35% | 3.92% | 2.87% | 4.43% | 5.17% | -2.98% | -2.03% | 7.23% | 2.75% | 23.16% |
| 2019 | 5.43% | 2.34% | 2.55% | 2.95% | -3.84% | 4.93% | 1.32% | -0.01% | 0.67% | 2.04% | 2.48% | 2.10% | 25.16% |
| 2018 | 3.67% | -1.79% | -1.69% | -0.13% | 2.86% | 0.38% | 1.88% | 3.31% | -0.07% | -4.96% | 0.63% | -4.26% | -0.61% |
| 2017 | 2.06% | 2.80% | 0.68% | 1.41% | 1.94% | -0.53% | 2.01% | 1.16% | 0.44% | 2.35% | 1.40% | 0.75% | 17.70% |
| 2016 | -2.94% | -0.09% | 4.52% | -0.84% | 1.89% | 0.23% | 3.54% | 0.38% | 0.76% | -1.26% | 0.23% | 1.14% | 7.59% |
| 2015 | -0.65% | 3.31% | -0.98% | 0.68% | 0.88% | -1.93% | 2.15% | -3.92% | -0.92% | 5.91% | 0.24% | -1.20% | 3.24% |
| 2014 | -1.06% | 3.04% | -0.38% | 0.39% | 2.35% | 1.61% | -0.24% | 3.08% | -0.93% | 1.73% | 2.58% | -0.65% | 11.98% |
Expense Ratio
Dr Dan 60/40 bond has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dr Dan 60/40 bond is 57, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.56 | 0.92 | 1.13 | 0.58 | 2.25 |
QQQ Invesco QQQ | 0.47 | 0.81 | 1.11 | 0.51 | 1.67 |
VGT Vanguard Information Technology ETF | 0.39 | 0.71 | 1.10 | 0.41 | 1.34 |
PFF iShares Preferred and Income Securities ETF | 0.29 | 0.28 | 1.03 | 0.13 | 0.39 |
BND Vanguard Total Bond Market ETF | 1.03 | 1.48 | 1.18 | 0.43 | 2.60 |
Dividends
Dividend yield
Dr Dan 60/40 bond provided a 2.08% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.08% | 2.01% | 1.86% | 1.80% | 1.31% | 1.54% | 1.91% | 2.06% | 1.82% | 1.95% | 1.99% | 2.06% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VGT Vanguard Information Technology ETF | 0.56% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
PFF iShares Preferred and Income Securities ETF | 6.69% | 6.31% | 6.63% | 5.55% | 4.45% | 4.79% | 5.31% | 6.31% | 5.59% | 5.85% | 5.77% | 6.32% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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 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. Recovery took 316 trading sessions.
The current Dr Dan 60/40 bond drawdown is 4.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.29% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -20.09% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -12.94% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current Dr Dan 60/40 bond volatility is 7.73%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.33, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BND | PFF | VGT | QQQ | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.10 | 0.55 | 0.89 | 0.90 | 1.00 | 0.94 |
| BND | -0.10 | 1.00 | 0.22 | -0.07 | -0.06 | -0.10 | 0.08 |
| PFF | 0.55 | 0.22 | 1.00 | 0.48 | 0.49 | 0.55 | 0.57 |
| VGT | 0.89 | -0.07 | 0.48 | 1.00 | 0.96 | 0.89 | 0.95 |
| QQQ | 0.90 | -0.06 | 0.49 | 0.96 | 1.00 | 0.90 | 0.96 |
| VOO | 1.00 | -0.10 | 0.55 | 0.89 | 0.90 | 1.00 | 0.95 |
| Portfolio | 0.94 | 0.08 | 0.57 | 0.95 | 0.96 | 0.95 | 1.00 |