2024 Portfolio

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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The earliest data available for this chart is Jan 30, 2024, corresponding to the inception date of QQQI

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio 2024 Portfolio	0.04%	-3.68%	-4.35%	-2.14%	31.47%	—	—	—
Portfolio components:
DIA SPDR Dow Jones Industrial Average ETF	-0.09%	-2.87%	-2.86%	0.23%	23.25%	13.36%	8.90%	12.30%
QQQ Invesco QQQ ETF	0.11%	-3.81%	-4.65%	-2.77%	39.07%	22.97%	13.18%	19.05%
VOO Vanguard S&P 500 ETF	0.11%	-3.50%	-3.55%	-1.41%	31.08%	18.47%	11.96%	14.19%
VONG Vanguard Russell 1000 Growth ETF	-0.01%	-4.96%	-8.98%	-8.25%	32.59%	21.43%	12.55%	16.78%
IVV iShares Core S&P 500 ETF	0.14%	-3.47%	-3.54%	-1.39%	31.43%	18.49%	11.96%	14.16%
MGK Vanguard Mega Cap Growth ETF	0.03%	-4.68%	-9.84%	-7.72%	34.34%	22.62%	12.64%	17.00%
QQQI NEOS Nasdaq-100 High Income ETF	0.14%	-3.19%	-3.32%	-0.85%	34.16%	—	—	—
SCHB Schwab U.S. Broad Market ETF	0.12%	-3.39%	-3.17%	-1.40%	31.64%	18.08%	10.72%	13.72%
SPYI NEOS S&P 500 High Income ETF	0.15%	-3.01%	-2.44%	0.72%	28.74%	14.35%	—	—
FCOM Fidelity MSCI Communication Services Index ETF	0.47%	-5.30%	-5.65%	-1.27%	36.78%	24.58%	7.53%	11.12%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 31, 2024, 2024 Portfolio's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was May 2025 with a return of +6.9%, 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 57% 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%	0.88%									-4.35%
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	-1.60%	4.89%	2.34%	-4.26%	4.84%	3.96%	0.78%	1.94%	2.46%	-0.80%	6.25%	-1.66%	20.25%

Benchmark Metrics

2024 Portfolio has an annualized alpha of 0.20%, beta of 1.04, and R² of 0.99 versus S&P 500 Index. Calculated based on daily prices since January 31, 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: 0.20%

Beta: 1.04

R²: 0.99

Upside Capture: 103.18%

Downside Capture: 99.88%

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

SPDR Dow Jones Industrial Average ETF

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 29 for risk / return — below 29% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.94	0.88	+0.06
Sortino ratio Return per unit of downside risk	1.47	1.37	+0.10
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.55	1.39	+0.17
Martin ratio Return relative to average drawdown	6.74	6.43	+0.30
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
DIA SPDR Dow Jones Industrial Average ETF	35	0.71	1.13	1.16	1.16	4.21
QQQ Invesco QQQ ETF	58	1.04	1.62	1.23	1.93	7.00
VOO Vanguard S&P 500 ETF	53	0.98	1.49	1.23	1.53	7.13
VONG Vanguard Russell 1000 Growth ETF	38	0.80	1.30	1.18	1.15	3.86
IVV iShares Core S&P 500 ETF	53	0.97	1.48	1.23	1.52	7.13
MGK Vanguard Mega Cap Growth ETF	40	0.81	1.34	1.19	1.18	4.03
QQQI NEOS Nasdaq-100 High Income ETF	61	1.06	1.64	1.25	1.88	8.37
SCHB Schwab U.S. Broad Market ETF	53	0.97	1.49	1.22	1.52	7.08
SPYI NEOS S&P 500 High Income ETF	57	1.01	1.53	1.26	1.54	7.96
FCOM Fidelity MSCI Communication Services Index ETF	58	1.14	1.76	1.24	1.71	6.20

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.

2024 Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.94
All Time: 0.91

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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 2.25% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.25%	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 SPDR Dow Jones Industrial Average ETF	1.51%	1.43%	1.61%	1.81%	1.91%	1.58%	1.87%	1.85%	2.24%	1.97%	2.26%	2.33%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VONG Vanguard Russell 1000 Growth ETF	0.50%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%
IVV iShares Core S&P 500 ETF	1.22%	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	0.39%	0.35%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%
QQQI NEOS Nasdaq-100 High Income ETF	14.88%	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	1.17%	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	12.41%	11.70%	12.04%	12.01%	4.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FCOM Fidelity MSCI Communication Services Index ETF	0.98%	0.88%	0.87%	0.77%	1.04%	0.90%	0.68%	0.86%	2.78%	11.70%	2.27%	2.92%

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 6.31%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.56%	Feb 20, 2025	34	Apr 8, 2025	54	Jun 26, 2025	88
-9.88%	Jan 13, 2026	53	Mar 30, 2026	—	—	—
-9.08%	Jul 17, 2024	14	Aug 5, 2024	32	Sep 19, 2024	46
-5.78%	Oct 30, 2025	16	Nov 20, 2025	14	Dec 11, 2025	30
-5.61%	Mar 28, 2024	16	Apr 19, 2024	18	May 15, 2024	34

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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	DIA	FCOM	FDIS	MGK	QQQI	VONG	QQQ	SPYI	SCHB	IVV	VOO	Portfolio
Benchmark	1.00	0.82	0.76	0.83	0.92	0.94	0.94	0.94	0.98	0.99	1.00	1.00	0.99
DIA	0.82	1.00	0.59	0.73	0.62	0.67	0.65	0.65	0.81	0.84	0.82	0.82	0.81
FCOM	0.76	0.59	1.00	0.71	0.76	0.74	0.76	0.75	0.75	0.76	0.75	0.76	0.78
FDIS	0.83	0.73	0.71	1.00	0.75	0.78	0.77	0.78	0.82	0.84	0.83	0.83	0.85
MGK	0.92	0.62	0.76	0.75	1.00	0.95	0.99	0.97	0.91	0.90	0.92	0.92	0.94
QQQI	0.94	0.67	0.74	0.78	0.95	1.00	0.96	0.98	0.94	0.92	0.93	0.93	0.95
VONG	0.94	0.65	0.76	0.77	0.99	0.96	1.00	0.97	0.93	0.92	0.94	0.94	0.95
QQQ	0.94	0.65	0.75	0.78	0.97	0.98	0.97	1.00	0.93	0.93	0.94	0.94	0.96
SPYI	0.98	0.81	0.75	0.82	0.91	0.94	0.93	0.93	1.00	0.98	0.98	0.98	0.98
SCHB	0.99	0.84	0.76	0.84	0.90	0.92	0.92	0.93	0.98	1.00	0.99	0.99	0.99
IVV	1.00	0.82	0.75	0.83	0.92	0.93	0.94	0.94	0.98	0.99	1.00	1.00	0.99
VOO	1.00	0.82	0.76	0.83	0.92	0.93	0.94	0.94	0.98	0.99	1.00	1.00	0.99
Portfolio	0.99	0.81	0.78	0.85	0.94	0.95	0.95	0.96	0.98	0.99	0.99	0.99	1.00

The correlation results are calculated based on daily price changes starting from Jan 31, 2024

2024 Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table