Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 33.33% |
GOOG Alphabet Inc | Communication Services | 33.33% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bazni fall 2024, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Apr 3, 2026, the Bazni fall 2024 returned 0.05% Year-To-Date and 28.61% 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 Bazni fall 2024 | -0.26% | -3.27% | 0.05% | 12.96% | 66.30% | 39.03% | 22.56% | 28.61% |
| Portfolio components: | ||||||||
AAPL Apple Inc | 0.11% | -2.97% | -5.78% | -0.28% | 14.80% | 16.04% | 16.39% | 26.10% |
GOOG Alphabet Inc | -0.15% | -2.93% | -6.10% | 19.65% | 86.00% | 41.44% | 22.67% | 23.06% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -0.72% | -3.72% | 11.88% | 18.31% | 101.39% | 56.27% | 24.16% | 32.63% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 4, 2014, Bazni fall 2024's average daily return is +0.11%, while the average monthly return is +2.18%. At this rate, your investment would double in approximately 2.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Jul 2020 with a return of +20.1%, while the worst month was Sep 2022 at -13.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Bazni fall 2024 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.07% | 2.52% | -7.40% | 1.27% | 0.05% | ||||||||
| 2025 | 2.71% | -9.60% | -8.35% | -0.34% | 6.15% | 8.21% | 5.49% | 6.07% | 14.85% | 9.80% | 4.78% | -0.10% | 43.86% |
| 2024 | 1.67% | 3.89% | 3.65% | 2.82% | 9.43% | 10.11% | -1.62% | 0.85% | 1.59% | 3.22% | 0.16% | 8.20% | 52.94% |
| 2023 | 15.97% | -4.52% | 11.36% | -0.76% | 11.64% | 3.22% | 3.19% | -2.05% | -6.31% | -1.95% | 10.40% | 4.66% | 51.27% |
| 2022 | -1.94% | -6.43% | 2.44% | -12.75% | -1.27% | -8.85% | 11.26% | -5.04% | -13.64% | -0.34% | 11.71% | -11.33% | -33.53% |
| 2021 | 5.24% | 2.46% | -1.23% | 7.55% | -1.50% | 5.51% | 3.82% | 4.70% | -7.03% | 6.31% | 3.09% | 4.14% | 37.28% |
Benchmark Metrics
Bazni fall 2024 has an annualized alpha of 13.97%, beta of 1.16, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.
- This portfolio captured 159.13% of S&P 500 Index gains but only 88.21% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 13.97% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 13.97%
- Beta
- 1.16
- R²
- 0.69
- Upside Capture
- 159.13%
- Downside Capture
- 88.21%
Expense Ratio
Bazni fall 2024 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
Bazni fall 2024 ranks 93 for risk / return — in the top 93% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 0.88 | +1.53 |
Sortino ratioReturn per unit of downside risk | 3.25 | 1.37 | +1.88 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.21 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 4.21 | 1.39 | +2.82 |
Martin ratioReturn relative to average drawdown | 17.67 | 6.43 | +11.24 |
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 | |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
GOOG Alphabet Inc | 94 | 2.87 | 3.82 | 1.47 | 4.14 | 15.67 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 93 | 2.64 | 3.23 | 1.41 | 5.70 | 18.99 |
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Dividends
Dividend yield
Bazni fall 2024 provided a 0.56% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.56% | 0.55% | 0.63% | 0.76% | 1.06% | 0.69% | 0.72% | 1.50% | 1.81% | 1.26% | 1.51% | 1.49% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
GOOG Alphabet Inc | 0.29% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.98% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
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 Bazni fall 2024. 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 Bazni fall 2024 was 40.61%, occurring on Nov 3, 2022. Recovery took 302 trading sessions.
The current Bazni fall 2024 drawdown is 8.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.61% | Jan 5, 2022 | 210 | Nov 3, 2022 | 302 | Jan 19, 2024 | 512 |
| -30.31% | Jan 7, 2025 | 63 | Apr 8, 2025 | 74 | Jul 25, 2025 | 137 |
| -28.55% | Feb 13, 2020 | 27 | Mar 23, 2020 | 55 | Jun 10, 2020 | 82 |
| -25.61% | Oct 4, 2018 | 62 | Jan 3, 2019 | 172 | Sep 10, 2019 | 234 |
| -16.94% | Jul 20, 2015 | 27 | Aug 25, 2015 | 49 | Nov 3, 2015 | 76 |
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 | TSM | AAPL | GOOG | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.59 | 0.67 | 0.69 | 0.78 |
| TSM | 0.59 | 1.00 | 0.46 | 0.46 | 0.81 |
| AAPL | 0.67 | 0.46 | 1.00 | 0.55 | 0.78 |
| GOOG | 0.69 | 0.46 | 0.55 | 1.00 | 0.79 |
| Portfolio | 0.78 | 0.81 | 0.78 | 0.79 | 1.00 |