Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 62.22% |
PFF iShares Preferred and Income Securities ETF | Preferred Stock/Convertible Bonds | 10.26% |
VOO Vanguard S&P 500 ETF | S&P 500 | 27.52% |
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.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.19% | -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% |
| 2024 | 15.83% | 20.44% | 10.85% | -4.18% | 18.41% | 9.32% | -2.86% | 2.18% | 2.02% | 5.47% | 4.27% | -2.73% | 107.77% |
| 2023 | 23.74% | 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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 0.92 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.08 | 1.41 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 1.41 | +1.47 |
Martin ratioReturn relative to average drawdown | 7.99 | 6.61 | +1.38 |
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 | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 60 | 1.01 | 1.53 | 1.23 | 1.55 | 7.31 |
PFF iShares Preferred and Income Securities ETF | 32 | 0.66 | 0.97 | 1.13 | 1.01 | 2.85 |
NVDA NVIDIA Corporation | 82 | 1.45 | 2.14 | 1.27 | 3.08 | 7.73 |
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Dividends
Dividend yield
Jul 2024 provided a 0.94% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.94% | 0.97% | 1.01% | 1.10% | 1.15% | 0.83% | 0.99% | 1.23% | 1.50% | 1.25% | 1.44% | 1.92% |
| Portfolio components: | ||||||||||||
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, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -43.05% | Feb 18, 2011 | 157 | Oct 3, 2011 | 733 | Sep 3, 2014 | 890 |
| -41.68% | Oct 2, 2018 | 58 | Dec 24, 2018 | 264 | Jan 13, 2020 | 322 |
| -34.19% | Feb 20, 2020 | 18 | Mar 16, 2020 | 44 | May 18, 2020 | 62 |
| -28.31% | Nov 8, 2024 | 100 | Apr 4, 2025 | 54 | Jun 24, 2025 | 154 |
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
| Benchmark | PFF | NVDA | VOO | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.56 | 0.61 | 1.00 | 0.69 |
| PFF | 0.56 | 1.00 | 0.34 | 0.56 | 0.40 |
| NVDA | 0.61 | 0.34 | 1.00 | 0.60 | 0.99 |
| VOO | 1.00 | 0.56 | 0.60 | 1.00 | 0.69 |
| Portfolio | 0.69 | 0.40 | 0.99 | 0.69 | 1.00 |