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Dr Dan 60/40 bond
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 40%VOO 30%QQQ 20%VGT 10%BondBondEquityEquityPreferred StockPreferred Stock
PositionCategory/SectorWeight
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 Quarterly


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
10.49%
12.24%
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 By Period

As of Oct 10, 2024, the Dr Dan 60/40 bond returned 14.48% Year-To-Date and 10.90% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
21.43%5.87%12.23%32.90%14.34%11.78%
Dr Dan 60/40 bond14.48%3.84%10.49%25.20%11.73%10.90%
VOO
Vanguard S&P 500 ETF
22.64%5.95%12.98%34.74%16.16%13.81%
QQQ
Invesco QQQ
20.94%8.67%12.83%34.71%21.74%18.97%
VGT
Vanguard Information Technology ETF
24.22%10.85%16.67%40.84%23.42%21.65%
PFF
iShares Preferred and Income Securities ETF
11.23%2.10%8.42%21.10%3.13%4.01%
BND
Vanguard Total Bond Market ETF
3.13%-1.45%5.85%10.23%0.03%1.55%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.98%2.58%1.76%-3.60%4.19%3.54%0.80%1.63%1.93%14.48%
20236.31%-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%-4.75%-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%
20201.77%-3.70%-6.53%9.35%3.92%2.87%4.43%5.17%-2.98%-2.03%7.23%2.75%23.16%
20195.43%2.34%2.55%2.95%-3.84%4.93%1.32%-0.01%0.67%2.04%2.48%2.10%25.16%
20183.67%-1.79%-1.69%-0.13%2.86%0.38%1.88%3.31%-0.07%-4.96%0.63%-4.26%-0.61%
20172.06%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%0.22%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%
20132.05%0.74%2.04%1.60%1.08%-1.91%3.55%-1.40%2.86%3.04%1.87%1.61%18.37%

Expense Ratio

Dr Dan 60/40 bond has an expense ratio of 0.07%, 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.


Expense ratio chart for PFF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dr Dan 60/40 bond is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Dr Dan 60/40 bond is 5555
Dr Dan 60/40 bond
The Sharpe Ratio Rank of Dr Dan 60/40 bond is 5858Sharpe Ratio Rank
The Sortino Ratio Rank of Dr Dan 60/40 bond is 6363Sortino Ratio Rank
The Omega Ratio Rank of Dr Dan 60/40 bond is 5858Omega Ratio Rank
The Calmar Ratio Rank of Dr Dan 60/40 bond is 3939Calmar Ratio Rank
The Martin Ratio Rank of Dr Dan 60/40 bond is 5555Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Dr Dan 60/40 bond
Sharpe ratio
The chart of Sharpe ratio for Dr Dan 60/40 bond, currently valued at 2.59, compared to the broader market0.002.004.002.59
Sortino ratio
The chart of Sortino ratio for Dr Dan 60/40 bond, currently valued at 3.65, compared to the broader market-2.000.002.004.006.003.65
Omega ratio
The chart of Omega ratio for Dr Dan 60/40 bond, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for Dr Dan 60/40 bond, currently valued at 2.00, compared to the broader market0.002.004.006.008.0010.0012.002.00
Martin ratio
The chart of Martin ratio for Dr Dan 60/40 bond, currently valued at 15.34, compared to the broader market0.0010.0020.0030.0040.0050.0015.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market0.0010.0020.0030.0040.0050.0016.37

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.843.791.523.0517.66
QQQ
Invesco QQQ
2.022.661.352.569.27
VGT
Vanguard Information Technology ETF
1.982.561.342.719.54
PFF
iShares Preferred and Income Securities ETF
2.503.621.471.0514.32
BND
Vanguard Total Bond Market ETF
1.662.431.290.566.94

Sharpe Ratio

The current Dr Dan 60/40 bond Sharpe ratio is 2.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.16 to 2.86, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Dr Dan 60/40 bond with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.50MayJuneJulyAugustSeptemberOctober
2.59
2.68
Dr Dan 60/40 bond
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dr Dan 60/40 bond granted a 1.96% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dr Dan 60/40 bond1.96%1.86%1.80%1.31%1.54%1.91%2.06%1.82%1.95%1.99%2.06%1.97%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
QQQ
Invesco QQQ
0.62%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
PFF
iShares Preferred and Income Securities ETF
6.10%6.63%5.55%4.45%4.79%5.31%6.32%5.59%5.85%5.76%6.32%6.60%
BND
Vanguard Total Bond Market ETF
3.48%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
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. Recovery took 316 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.29%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-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

Volatility Chart

The current Dr Dan 60/40 bond volatility is 2.26%, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.26%
2.94%
Dr Dan 60/40 bond
Benchmark (^GSPC)
Portfolio components

Diversification

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
BND1.000.21-0.07-0.08-0.11
PFF0.211.000.490.490.55
QQQ-0.070.491.000.960.90
VGT-0.080.490.961.000.89
VOO-0.110.550.900.891.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010