2024 Roth IRA+schd/vti
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in 2024 Roth IRA+schd/vti, 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 Quarterly
Returns
As of May 27, 2023, the 2024 Roth IRA+schd/vti returned 4.72% Year-To-Date and 14.75% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 4.45% | 1.14% | 9.36% | 9.79% |
| 2024 Roth IRA+schd/vti | -0.66% | 4.72% | 1.07% | 2.29% | 15.10% | 14.84% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -2.95% | -5.99% | -8.63% | -7.69% | 11.07% | 11.04% |
VTI Vanguard Total Stock Market ETF | 1.00% | 9.42% | 4.30% | 1.86% | 10.27% | 11.33% |
MSFT Microsoft Corporation | 8.58% | 39.46% | 35.14% | 23.01% | 29.19% | 27.61% |
AAPL Apple Inc. | 3.53% | 35.41% | 18.79% | 17.93% | 31.39% | 28.81% |
JPM JPMorgan Chase & Co. | -0.94% | 3.68% | 1.68% | 7.81% | 8.49% | 12.55% |
CVX Chevron Corporation | -7.71% | -12.55% | -14.55% | -10.47% | 9.60% | 6.46% |
LOW Lowe's Companies, Inc. | -0.63% | 4.71% | -1.11% | 5.67% | 18.75% | 19.17% |
MCD McDonald's Corporation | -3.28% | 9.17% | 5.20% | 16.13% | 14.93% | 14.42% |
KO The Coca-Cola Company | -6.06% | -4.54% | -2.45% | -4.08% | 10.60% | 7.33% |
NVDA NVIDIA Corporation | 40.35% | 166.54% | 139.47% | 107.23% | 44.69% | 60.70% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| KO | MCD | CVX | NVDA | LOW | AAPL | JPM | MSFT | SCHD | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|
| KO | 1.00 | 0.47 | 0.34 | 0.19 | 0.33 | 0.27 | 0.35 | 0.36 | 0.61 | 0.49 |
| MCD | 0.47 | 1.00 | 0.29 | 0.25 | 0.35 | 0.31 | 0.35 | 0.39 | 0.52 | 0.49 |
| CVX | 0.34 | 0.29 | 1.00 | 0.28 | 0.30 | 0.28 | 0.51 | 0.33 | 0.63 | 0.56 |
| NVDA | 0.19 | 0.25 | 0.28 | 1.00 | 0.35 | 0.50 | 0.36 | 0.56 | 0.47 | 0.61 |
| LOW | 0.33 | 0.35 | 0.30 | 0.35 | 1.00 | 0.35 | 0.41 | 0.41 | 0.57 | 0.59 |
| AAPL | 0.27 | 0.31 | 0.28 | 0.50 | 0.35 | 1.00 | 0.35 | 0.56 | 0.48 | 0.62 |
| JPM | 0.35 | 0.35 | 0.51 | 0.36 | 0.41 | 0.35 | 1.00 | 0.40 | 0.69 | 0.68 |
| MSFT | 0.36 | 0.39 | 0.33 | 0.56 | 0.41 | 0.56 | 0.40 | 1.00 | 0.59 | 0.70 |
| SCHD | 0.61 | 0.52 | 0.63 | 0.47 | 0.57 | 0.48 | 0.69 | 0.59 | 1.00 | 0.88 |
| VTI | 0.49 | 0.49 | 0.56 | 0.61 | 0.59 | 0.62 | 0.68 | 0.70 | 0.88 | 1.00 |
Dividend yield
2024 Roth IRA+schd/vti granted a 3.57% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 Roth IRA+schd/vti | 3.57% | 2.65% | 2.37% | 2.90% | 2.79% | 3.08% | 2.72% | 3.11% | 3.38% | 3.14% | 3.06% | 3.47% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.48% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
VTI Vanguard Total Stock Market ETF | 1.91% | 1.67% | 1.24% | 1.47% | 1.87% | 2.19% | 1.87% | 2.14% | 2.25% | 2.04% | 2.06% | 2.57% |
MSFT Microsoft Corporation | 1.17% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.79% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.53% | 2.06% | 2.11% | 1.86% | 2.39% | 1.16% |
JPM JPMorgan Chase & Co. | 4.38% | 3.03% | 2.45% | 3.04% | 2.63% | 2.91% | 2.24% | 2.56% | 3.14% | 3.16% | 3.03% | 3.50% |
CVX Chevron Corporation | 5.65% | 3.22% | 4.78% | 6.79% | 4.64% | 5.03% | 4.38% | 4.81% | 6.55% | 5.40% | 4.66% | 5.00% |
LOW Lowe's Companies, Inc. | 2.81% | 1.88% | 1.11% | 1.46% | 1.83% | 2.09% | 1.80% | 1.99% | 1.54% | 1.38% | 1.62% | 2.03% |
MCD McDonald's Corporation | 2.51% | 2.16% | 2.01% | 2.47% | 2.58% | 2.61% | 2.52% | 3.44% | 3.49% | 4.33% | 4.12% | 4.30% |
KO The Coca-Cola Company | 3.68% | 2.79% | 2.94% | 3.20% | 3.20% | 3.76% | 3.81% | 4.12% | 3.87% | 3.76% | 3.64% | 3.88% |
NVDA NVIDIA Corporation | 0.05% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
Expense Ratio
The 2024 Roth IRA+schd/vti has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | -0.28 | ||||
VTI Vanguard Total Stock Market ETF | 0.30 | ||||
MSFT Microsoft Corporation | 0.85 | ||||
AAPL Apple Inc. | 0.81 | ||||
JPM JPMorgan Chase & Co. | 0.41 | ||||
CVX Chevron Corporation | -0.30 | ||||
LOW Lowe's Companies, Inc. | 0.38 | ||||
MCD McDonald's Corporation | 1.18 | ||||
KO The Coca-Cola Company | -0.20 | ||||
NVDA NVIDIA Corporation | 2.15 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 2024 Roth IRA+schd/vti. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 2024 Roth IRA+schd/vti is 35.84%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.84% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -18.21% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -18.12% | Sep 24, 2018 | 64 | Dec 24, 2018 | 69 | Apr 4, 2019 | 133 |
| -13.68% | May 18, 2015 | 70 | Aug 25, 2015 | 42 | Oct 23, 2015 | 112 |
| -11.62% | Jan 29, 2018 | 39 | Mar 23, 2018 | 108 | Aug 27, 2018 | 147 |
Volatility Chart
The current 2024 Roth IRA+schd/vti volatility is 4.07%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.