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Jul 2024
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 62.22%VOO 27.52%PFF 10.26%EquityEquityPreferred StockPreferred Stock

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Jul 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 Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 2, 2026, the Jul 2024 returned -4.61% Year-To-Date and 49.05% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.72%-4.45%-3.95%-2.02%16.73%16.96%10.34%12.24%
Portfolio
Jul 2024
0.77%-3.72%-4.61%-4.35%42.36%58.23%46.45%49.05%
VOO
Vanguard S&P 500 ETF
0.79%-4.29%-3.66%-1.41%18.17%18.58%11.93%14.14%
PFF
iShares Preferred and Income Securities ETF
0.67%-2.98%-0.76%-1.89%5.48%5.63%1.15%3.31%
NVDA
NVIDIA Corporation
0.77%-3.68%-5.76%-6.13%59.59%85.01%66.40%69.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2010, Jul 2024's average daily return is +0.15%, while the average monthly return is +3.12%. At this rate, your investment would double in approximately 1.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2011 with a return of +35.4%, while the worst month was Apr 2022 at -23.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Jul 2024 closed higher 54% of trading days. The best single day was Nov 11, 2016 with a return of +18.6%, while the worst single day was Mar 16, 2020 at -16.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.19%-4.81%-2.69%0.77%-4.61%
2025-5.66%2.06%-9.92%-0.04%16.78%12.69%8.70%-0.68%5.53%5.93%-8.07%3.39%30.85%
202415.83%20.44%10.85%-4.18%18.41%9.32%-2.86%2.18%2.02%5.47%4.27%-2.73%107.77%
202323.74%11.88%14.47%0.49%22.39%9.61%7.61%3.10%-9.16%-4.98%12.45%5.24%142.10%
2022-12.31%-1.47%8.26%-22.98%0.80%-13.78%15.44%-12.28%-14.97%8.87%18.13%-10.85%-38.19%
2021-0.77%4.14%-0.05%9.38%5.57%16.11%-0.83%9.93%-6.11%16.77%18.05%-5.93%83.82%

Benchmark Metrics

Jul 2024 has an annualized alpha of 22.55%, beta of 1.36, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

  • This portfolio captured 223.38% of S&P 500 Index gains and 103.98% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 22.55% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
22.55%
Beta
1.36
0.52
Upside Capture
223.38%
Downside Capture
103.98%

Expense Ratio

Jul 2024 has an expense ratio of 0.06%, 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.


Return for Risk

Risk / Return Rank

Jul 2024 ranks 64 for risk / return — better than 64% 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.


Jul 2024 Risk / Return Rank: 6464
Overall Rank
Jul 2024 Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
Jul 2024 Sortino Ratio Rank: 6868
Sortino Ratio Rank
Jul 2024 Omega Ratio Rank: 5656
Omega Ratio Rank
Jul 2024 Calmar Ratio Rank: 8080
Calmar Ratio Rank
Jul 2024 Martin Ratio Rank: 5252
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.92

+0.48

Sortino ratio

Return per unit of downside risk

2.08

1.41

+0.67

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

2.88

1.41

+1.47

Martin ratio

Return relative to average drawdown

7.99

6.61

+1.38


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
601.011.531.231.557.31
PFF
iShares Preferred and Income Securities ETF
320.660.971.131.012.85
NVDA
NVIDIA Corporation
821.452.141.273.087.73

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.

Jul 2024 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.40
  • 5-Year: 1.28
  • 10-Year: 1.39
  • All Time: 1.20

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 1.68, 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 Jul 2024 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

Jul 2024 provided a 0.94% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.94%0.97%1.01%1.10%1.15%0.83%0.99%1.23%1.50%1.25%1.44%1.92%
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%
PFF
iShares Preferred and Income Securities ETF
5.85%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%
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%

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 Jul 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 Jul 2024 was 52.73%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current Jul 2024 drawdown is 10.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.73%Nov 30, 2021221Oct 14, 2022153May 25, 2023374
-43.05%Feb 18, 2011157Oct 3, 2011733Sep 3, 2014890
-41.68%Oct 2, 201858Dec 24, 2018264Jan 13, 2020322
-34.19%Feb 20, 202018Mar 16, 202044May 18, 202062
-28.31%Nov 8, 2024100Apr 4, 202554Jun 24, 2025154

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 2.11, 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

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

BenchmarkPFFNVDAVOOPortfolio
Benchmark1.000.560.611.000.69
PFF0.561.000.340.560.40
NVDA0.610.341.000.600.99
VOO1.000.560.601.000.69
Portfolio0.690.400.990.691.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010