Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GOOGL Alphabet Inc Class A | Communication Services | 33.33% |
MSFT Microsoft Corporation | Technology | 33.33% |
NVDA NVIDIA Corporation | Technology | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024 IIM Max Alpha Portfolio Model - Unoptimized, 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.
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The earliest data available for this chart is Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Apr 3, 2026, the 2024 IIM Max Alpha Portfolio Model - Unoptimized returned -11.07% Year-To-Date and 40.48% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 2024 IIM Max Alpha Portfolio Model - Unoptimized | 0.48% | -3.79% | -11.07% | -5.18% | 47.30% | 45.88% | 34.72% | 40.48% |
| Portfolio components: | ||||||||
NVDA NVIDIA Corporation | 0.93% | -1.47% | -4.88% | -6.08% | 60.69% | 85.17% | 66.71% | 70.07% |
MSFT Microsoft Corporation | 1.11% | -7.54% | -22.60% | -27.29% | -1.52% | 10.00% | 9.94% | 22.58% |
GOOGL Alphabet Inc Class A | -0.54% | -2.50% | -5.44% | 20.55% | 88.99% | 41.91% | 22.87% | 22.80% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 20, 2004, 2024 IIM Max Alpha Portfolio Model - Unoptimized's average daily return is +0.12%, while the average monthly return is +2.42%. At this rate, your investment would double in approximately 2.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was May 2023 with a return of +19.0%, while the worst month was Apr 2022 at -20.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2024 IIM Max Alpha Portfolio Model - Unoptimized closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +17.1%, while the worst single day was Apr 3, 2014 at -16.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.17% | -7.83% | -5.09% | 1.83% | -11.07% | ||||||||
| 2025 | -1.41% | -6.23% | -9.21% | 2.83% | 16.21% | 9.40% | 9.58% | 1.28% | 8.26% | 8.03% | -0.88% | 0.20% | 41.46% |
| 2024 | 10.10% | 11.76% | 9.06% | -1.33% | 13.00% | 8.78% | -5.83% | -0.93% | 2.20% | 2.30% | 2.40% | 2.82% | 67.14% |
| 2023 | 16.38% | 4.65% | 17.35% | 3.32% | 18.97% | 4.51% | 6.67% | 2.18% | -6.68% | -1.43% | 11.32% | 3.29% | 111.65% |
| 2022 | -10.30% | -1.47% | 5.85% | -20.00% | -0.59% | -8.95% | 11.95% | -10.40% | -13.97% | 3.25% | 14.65% | -11.01% | -38.41% |
| 2021 | 2.70% | 5.56% | 0.43% | 11.17% | 2.62% | 12.18% | 4.33% | 9.30% | -7.22% | 17.30% | 8.51% | -3.08% | 81.85% |
Benchmark Metrics
2024 IIM Max Alpha Portfolio Model - Unoptimized has an annualized alpha of 19.16%, beta of 1.21, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since August 20, 2004.
- This portfolio captured 209.42% of S&P 500 Index gains and 109.41% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 19.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 19.16%
- Beta
- 1.21
- R²
- 0.61
- Upside Capture
- 209.42%
- Downside Capture
- 109.41%
Expense Ratio
2024 IIM Max Alpha Portfolio Model - Unoptimized has an expense ratio of 0.00%, meaning no management fees are charged. 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 IIM Max Alpha Portfolio Model - Unoptimized ranks 76 for risk / return — better than 76% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.88 | +0.91 |
Sortino ratioReturn per unit of downside risk | 2.65 | 1.37 | +1.29 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.39 | +1.09 |
Martin ratioReturn relative to average drawdown | 9.34 | 6.43 | +2.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 81 | 1.47 | 2.17 | 1.27 | 3.02 | 7.54 |
MSFT Microsoft Corporation | 35 | -0.06 | 0.11 | 1.01 | -0.05 | -0.12 |
GOOGL Alphabet Inc Class A | 94 | 2.91 | 3.87 | 1.48 | 4.37 | 16.63 |
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Dividends
Dividend yield
2024 IIM Max Alpha Portfolio Model - Unoptimized provided a 0.41% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.41% | 0.33% | 0.36% | 0.26% | 0.39% | 0.25% | 0.35% | 0.49% | 0.72% | 0.72% | 0.94% | 1.17% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
MSFT Microsoft Corporation | 0.93% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
GOOGL Alphabet Inc Class A | 0.28% | 0.27% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2024 IIM Max Alpha Portfolio Model - Unoptimized. 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 IIM Max Alpha Portfolio Model - Unoptimized was 68.72%, occurring on Nov 20, 2008. Recovery took 1264 trading sessions.
The current 2024 IIM Max Alpha Portfolio Model - Unoptimized drawdown is 13.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.72% | Nov 7, 2007 | 263 | Nov 20, 2008 | 1264 | Nov 29, 2013 | 1527 |
| -46.79% | Nov 22, 2021 | 240 | Nov 3, 2022 | 139 | May 25, 2023 | 379 |
| -31.92% | Feb 20, 2020 | 18 | Mar 16, 2020 | 44 | May 18, 2020 | 62 |
| -31.55% | Oct 2, 2018 | 58 | Dec 24, 2018 | 211 | Oct 25, 2019 | 269 |
| -27.4% | Jan 24, 2025 | 52 | Apr 8, 2025 | 53 | Jun 25, 2025 | 105 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, 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
| Benchmark | GOOGL | NVDA | MSFT | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.62 | 0.59 | 0.69 | 0.73 |
| GOOGL | 0.62 | 1.00 | 0.46 | 0.54 | 0.75 |
| NVDA | 0.59 | 0.46 | 1.00 | 0.51 | 0.86 |
| MSFT | 0.69 | 0.54 | 0.51 | 1.00 | 0.75 |
| Portfolio | 0.73 | 0.75 | 0.86 | 0.75 | 1.00 |