2024 Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
QQQ Invesco QQQ ETF	Nasdaq-100	19.07%
IVV iShares Core S&P 500 ETF	S&P 500	18.60%
DIA State Street SPDR Dow Jones Industrial Average ETF Trust	Large Cap Blend Equities	15.24%
VOO Vanguard S&P 500 ETF	S&P 500	14.83%
SPYI NEOS S&P 500 High Income ETF	Derivative Income, S&P 500	6.73%
SCHB Schwab U.S. Broad Market ETF	Large Cap Blend Equities	5.95%
MGK Vanguard Mega Cap Growth ETF	Large Cap Growth Equities	5.16%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Growth Equities	4.34%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	Consumer Discretionary Equities	3.62%
QQQI NEOS Nasdaq-100 High Income ETF	Nasdaq-100, Derivative Income	3.47%
FCOM Fidelity MSCI Communication Services Index ETF	Large Cap Growth Equities	2.99%

Benchmark Against

Benchmark

S&P 500 Index

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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. The portfolio is rebalanced Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	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	0.52%	0.83%	9.22%	9.40%	26.36%	—	—	—
Portfolio components:
DIA State Street SPDR Dow Jones Industrial Average ETF Trust	0.73%	2.50%	7.27%	6.43%	23.20%	16.29%	10.14%	13.40%
FCOM Fidelity MSCI Communication Services Index ETF	0.08%	-5.25%	-3.17%	-1.90%	16.02%	22.19%	6.79%	11.60%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	0.20%	0.16%	0.01%	-1.14%	12.39%	13.37%	6.04%	13.98%
IVV iShares Core S&P 500 ETF	0.55%	-0.85%	9.08%	9.43%	25.77%	20.95%	13.42%	15.47%
MGK Vanguard Mega Cap Growth ETF	0.22%	-3.17%	5.33%	6.21%	24.77%	24.17%	14.87%	18.85%
QQQ Invesco QQQ ETF	0.59%	0.22%	17.57%	17.85%	37.55%	26.43%	16.85%	21.79%
QQQI NEOS Nasdaq-100 High Income ETF	0.70%	-0.22%	10.58%	11.20%	27.00%	—	—	—
SCHB Schwab U.S. Broad Market ETF	0.49%	-0.35%	9.68%	9.76%	26.16%	20.63%	12.26%	15.01%
SPYI NEOS S&P 500 High Income ETF	0.53%	-0.52%	6.31%	6.98%	20.84%	15.48%	—	—
VONG Vanguard Russell 1000 Growth ETF	0.10%	-3.37%	2.96%	3.46%	20.50%	22.47%	14.01%	18.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 30, 2024, 2024 Portfolio's average daily return is +0.08%, while the average monthly return is +1.53%. At this rate, an investment would double in approximately 3.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +11.0%, while the worst month was Mar 2025 at -6.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2024 Portfolio closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Apr 4, 2025 at -5.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.22%	-1.40%	-5.00%	10.97%	5.94%	-2.01%							9.22%
2025	2.97%	-2.08%	-6.14%	-0.35%	6.89%	5.27%	2.13%	2.05%	3.75%	2.88%	-0.27%	0.13%	17.89%
2024	-1.80%	4.89%	2.34%	-4.26%	4.84%	3.96%	0.78%	1.94%	2.46%	-0.80%	6.25%	-1.66%	20.01%

Benchmark Metrics

2024 Portfolio has an annualized alpha of 0.37%, beta of 1.04, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since January 30, 2024.

With beta of 1.04 and R2 of 0.99, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 0.37%

Beta: 1.04

R²: 0.99

Upside Capture: 104.81%

Downside Capture: 100.55%

See how alpha, beta & R² have trended over time →

Expense Ratio

2024 Portfolio has an expense ratio of 0.15%, 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.

Top 10 holdings

QQQI

NEOS Nasdaq-100 High Income ETF

SPYI

NEOS S&P 500 High Income ETF

QQQ

Invesco QQQ ETF

DIA

State Street SPDR Dow Jones Industrial Average ETF Trust

FCOM

Fidelity MSCI Communication Services Index ETF

FDIS

Fidelity MSCI Consumer Discretionary Index ETF

VONG

Vanguard Russell 1000 Growth ETF

MGK

Vanguard Mega Cap Growth ETF

VOO

Vanguard S&P 500 ETF

IVV

iShares Core S&P 500 ETF

Return for Risk

Risk / Return Rank

2024 Portfolio ranks 44 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.90	1.86	+0.03
Sortino ratioReturn per unit of downside risk	2.57	2.53	+0.04
Omega ratioGain probability vs. loss probability	1.34	1.34	0.00
Calmar ratioReturn relative to maximum drawdown	2.52	2.53	-0.01
Martin ratioReturn relative to average drawdown	10.93	11.37	-0.44

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DIA State Street SPDR Dow Jones Industrial Average ETF Trust	53	1.69	2.46	1.30	2.16	8.35
FCOM Fidelity MSCI Communication Services Index ETF	29	0.97	1.49	1.18	1.11	4.05
FDIS Fidelity MSCI Consumer Discretionary Index ETF	20	0.61	0.97	1.11	0.72	2.24
IVV iShares Core S&P 500 ETF	67	2.00	2.70	1.36	2.76	12.43
MGK Vanguard Mega Cap Growth ETF	38	1.37	1.89	1.24	1.37	4.65
QQQ Invesco QQQ ETF	69	2.09	2.73	1.37	3.01	11.22
QQQI NEOS Nasdaq-100 High Income ETF	62	1.84	2.43	1.34	2.70	11.63
SCHB Schwab U.S. Broad Market ETF	67	1.96	2.66	1.35	2.78	12.44
SPYI NEOS S&P 500 High Income ETF	68	1.98	2.68	1.39	2.59	13.05
VONG Vanguard Russell 1000 Growth ETF	33	1.20	1.67	1.21	1.17	3.87

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 1.90 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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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.

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Dividends

Dividend yield

2024 Portfolio provided a 2.05% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.05%	2.11%	2.20%	1.88%	1.52%	0.90%	1.12%	1.31%	1.59%	1.65%	1.60%	1.67%
Portfolio components:
DIA State Street SPDR Dow Jones Industrial Average ETF Trust	1.37%	1.43%	1.61%	1.81%	1.91%	1.58%	1.87%	1.85%	2.24%	1.97%	2.26%	2.33%
FCOM Fidelity MSCI Communication Services Index ETF	0.96%	0.88%	0.87%	0.77%	1.04%	0.90%	0.68%	0.86%	2.78%	11.70%	2.27%	2.92%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	0.73%	0.75%	0.69%	0.78%	1.00%	0.58%	0.59%	1.14%	1.29%	1.00%	1.62%	1.25%
IVV iShares Core S&P 500 ETF	1.08%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
MGK Vanguard Mega Cap Growth ETF	0.33%	0.35%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
QQQI NEOS Nasdaq-100 High Income ETF	13.53%	13.82%	12.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHB Schwab U.S. Broad Market ETF	1.03%	1.11%	1.24%	1.40%	1.61%	1.21%	1.63%	1.80%	2.00%	1.65%	1.86%	2.00%
SPYI NEOS S&P 500 High Income ETF	11.80%	11.70%	12.04%	12.01%	4.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VONG Vanguard Russell 1000 Growth ETF	0.44%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

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 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 19.56%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current 2024 Portfolio drawdown is 2.43%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-19.56%Apr 2025	1mo 17d	2mo 19d	4mo 6dFeb 2025 - Jun 2025
2026 pullback2026	-9.88%Mar 2026	2mo 16d	16d	3mo 2dJan 2026 - Apr 2026
2024 pullback2024	-9.08%Aug 2024	19d	1mo 15d	2mo 4dJul 2024 - Sep 2024
2025 pullback2025	-5.78%Nov 2025	21d	21d	1mo 12dOct 2025 - Dec 2025
2024 pullback2024	-5.61%Apr 2024	22d	26d	1mo 18dMar 2024 - May 2024

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 11 assets, with an effective number of assets of 7.56, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.06	1.04

The portfolio has a diversification ratio of 1.04, 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 0.99 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	0.99
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024	0.99

Benchmark Correlations

Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while FCOM has the lowest at 0.75.

0.75

0.81

0.83

0.92

0.93

0.94

0.94

0.98

0.99

1.00

1.00

Portfolio Correlations

Correlation vs. 2024 Portfolio. VOO has the highest portfolio correlation at 0.99, while FCOM has the lowest at 0.77.

0.77

0.80

0.84

0.94

0.95

0.95

0.96

0.98

0.99

0.99

0.99

Asset Correlations Table

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

	FCOM	DIA	FDIS	MGK	QQQI	QQQ	VONG	SPYI	SCHB	IVV	VOO
FCOM	1.00	0.59	0.71	0.74	0.72	0.73	0.75	0.74	0.75	0.74	0.75
DIA	0.59	1.00	0.72	0.62	0.66	0.64	0.64	0.81	0.83	0.82	0.82
FDIS	0.71	0.72	1.00	0.75	0.77	0.77	0.76	0.82	0.84	0.82	0.82
MGK	0.74	0.62	0.75	1.00	0.95	0.97	0.99	0.91	0.90	0.92	0.92
QQQI	0.72	0.66	0.77	0.95	1.00	0.98	0.95	0.94	0.92	0.93	0.93
QQQ	0.73	0.64	0.77	0.97	0.98	1.00	0.97	0.93	0.92	0.94	0.94
VONG	0.75	0.64	0.76	0.99	0.95	0.97	1.00	0.93	0.92	0.94	0.94
SPYI	0.74	0.81	0.82	0.91	0.94	0.93	0.93	1.00	0.98	0.98	0.98
SCHB	0.75	0.83	0.84	0.90	0.92	0.92	0.92	0.98	1.00	0.99	0.99
IVV	0.74	0.82	0.82	0.92	0.93	0.94	0.94	0.98	0.99	1.00	1.00
VOO	0.75	0.82	0.82	0.92	0.93	0.94	0.94	0.98	0.99	1.00	1.00

The correlation results are calculated based on daily price changes starting from Jan 30, 2024

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