PortfoliosLab logoPortfoliosLab logo
2024 - Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 2024 - Portfolio

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Transactions


DateTypeSymbolQuantityPrice
Apr 29, 2024BuyFidelity Fund1.807$150.00
Apr 29, 2024BuyFidelity 500 Index Fund0.847$150.53
Apr 23, 2024BuyiShares Semiconductor ETF1.24$251.84
Apr 22, 2024BuyVanEck Semiconductor ETF1.034$211.44
Apr 4, 2024BuyNVIDIA Corporation6.03$648.74
Aug 27, 2021BuyWestern Digital Corporation6$382.13
Feb 4, 2021BuyFidelity Environment and Alternative Energy Fund17.112$427.65

1–7 of 7

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2024 - Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading charts...

Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
2024 - Portfolio
1.60%-1.86%34.18%40.55%84.39%65.30%6.10%
FFIDX
Fidelity Fund
1.17%-1.34%1.42%2.47%19.24%20.25%12.27%15.27%
FSLEX
Fidelity Environment and Alternative Energy Fund
2.90%1.27%13.30%12.05%30.90%21.66%11.78%14.20%
FXAIX
Fidelity 500 Index Fund
1.76%-0.09%8.59%8.94%25.18%21.06%13.34%15.44%
NVDA
NVIDIA Corporation
0.16%-8.83%10.16%17.38%44.72%71.13%63.13%67.95%
SMH
VanEck Semiconductor ETF
1.72%7.20%72.15%75.62%141.99%60.05%38.42%37.49%
SOXX
iShares Semiconductor ETF
1.59%12.49%98.11%99.51%171.57%53.00%33.69%35.55%
WDC
Western Digital Corporation
6.35%16.82%227.01%219.46%913.38%164.18%58.50%33.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 4, 2021, 2024 - Portfolio's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2024 with a return of +23.9%, while the worst month was Feb 2021 at -93.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 2024 - Portfolio closed higher 53% of trading days. The best single day was Apr 4, 2024 with a return of +25.2%, while the worst single day was Feb 4, 2021 at -92.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.04%-3.65%-2.47%22.07%9.65%-0.33%34.18%
2025-7.83%2.30%-12.34%0.75%21.36%15.95%11.51%-1.38%9.20%9.23%-9.48%4.73%45.73%
20241.82%5.43%6.94%23.94%21.69%10.33%-4.69%1.54%1.99%6.50%4.48%-3.37%102.74%
202314.49%-3.82%1.35%-4.17%4.40%5.46%4.63%0.56%-2.89%-6.70%13.56%6.13%35.28%
2022-14.13%-2.00%2.65%-4.48%4.47%-15.12%11.05%-8.07%-12.96%3.68%6.86%-8.95%-34.40%
2021-92.95%6.80%4.59%0.98%-1.06%3.48%-64.81%-7.65%6.06%2.96%4.46%-96.98%

Benchmark Metrics

2024 - Portfolio has an annualized alpha of -13.87%, beta of 1.33, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since February 04, 2021.

  • This portfolio participated in 228.49% of S&P 500 Index downside but only 71.03% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.14 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-13.87%
Beta
1.33
0.14
Upside Capture
71.03%
Downside Capture
228.49%

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

2024 - Portfolio ranks 78 for risk / return — better than 78% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


2024 - Portfolio Risk / Return Rank: 7878
Overall Rank
2024 - Portfolio Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
2024 - Portfolio Sortino Ratio Rank: 7070
Sortino Ratio Rank
2024 - Portfolio Omega Ratio Rank: 6666
Omega Ratio Rank
2024 - Portfolio Calmar Ratio Rank: 9191
Calmar Ratio Rank
2024 - Portfolio Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2024 - Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.53

1.86

+0.67

Sortino ratioReturn per unit of downside risk

3.04

2.53

+0.51

Omega ratioGain probability vs. loss probability

1.39

1.34

+0.05

Calmar ratioReturn relative to maximum drawdown

5.52

2.53

+2.98

Martin ratioReturn relative to average drawdown

15.72

11.37

+4.35


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FFIDX
Fidelity Fund
32
1.432.051.251.687.01
FSLEX
Fidelity Environment and Alternative Energy Fund
51
1.752.351.302.6310.32
FXAIX
Fidelity 500 Index Fund
65
1.972.671.362.7412.46
NVDA
NVIDIA Corporation
74
1.201.751.212.074.94
SMH
VanEck Semiconductor ETF
95
4.134.261.609.1833.74
SOXX
iShares Semiconductor ETF
96
4.434.371.6210.5038.20
WDC
Western Digital Corporation
100
14.076.891.9544.74151.81

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2024 - Portfolio Sharpe ratio is 2.53 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2024 - Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading charts...

Dividends

Dividend yield

2024 - Portfolio provided a 0.22% dividend yield over the last twelve months.


PositionTTM20252024202320222021
Portfolio0.22%0.11%0.09%0.24%0.45%4.50%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$1.85$12.01$0.00$16.27$30.13
2025$0.00$0.00$0.93$0.51$0.00$2.00$0.55$0.45$2.07$0.57$0.00$8.83$15.89
2024$0.00$0.00$0.00$0.17$0.00$0.99$0.53$0.00$1.29$0.54$0.00$5.39$8.91
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.21$2.21
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.11$3.11
2021$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$0.00$0.00$46.92$47.25

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 2024 - Portfolio. 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 2024 - Portfolio was 98.07%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current 2024 - Portfolio drawdown is 89.38%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-98.07%Oct 2022
1y 8mo
5y 4moFeb 2021 - now

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 2.18, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
1Y
3Y
5Y
All Time
Diversification Ratio

1.21

1.15

1.13

1.13

The portfolio has a diversification ratio of 1.13, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2024 - Portfolio correlation to the S&P 500 Index

2024 - Portfolio has a 0.67 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2021

0.76


Benchmark Correlations

Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while WDC has the lowest at 0.59.

WDC
0.59
NVDA
0.69
SOXX
0.80
SMH
0.80
FSLEX
0.90
FFIDX
0.95
FXAIX
1.00

Portfolio Correlations

Correlation vs. 2024 - Portfolio. SMH has the highest portfolio correlation at 0.80, while WDC has the lowest at 0.71.

WDC
0.71
FSLEX
0.73
FFIDX
0.75
SOXX
0.75
FXAIX
0.76
NVDA
0.78
SMH
0.80

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Feb 4, 2021
Diversification Analysis

Find what 2024 - Portfolio is missing

See which holdings overlap, where 2024 - Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification