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Portfolio US (Real Values) 2024
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Portfolio US (Real Values) 2024

Currency in USD · Last updated Apr 2, 2026

My current portfolio 2024.

Asset Allocation

NVDA 26.30%AAPL 10.97%MSFT 10.09%META 8.94%GOOGL 8.86%VTI 8.80%UBER 7.49%AMZN 6.21%2 positions 6.28%VNQ 6.06%EquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
10.97%
ABNB
Airbnb, Inc.		Communication Services
4.08%
AMZN
Amazon.com, Inc		Consumer Cyclical
6.21%
GOOGL
Alphabet Inc Class A		Communication Services
8.86%
META
Meta Platforms, Inc.		Communication Services
8.94%
MSFT
Microsoft Corporation		Technology
10.09%
NKE
NIKE, Inc.		Consumer Cyclical
2.20%
NVDA
NVIDIA Corporation		Technology
26.30%
UBER
Uber Technologies, Inc.		Technology
7.49%
VNQ
Vanguard Real Estate ETF		REIT
6.06%
VTI
Vanguard Total Stock Market ETF		Large Cap Blend Equities
8.80%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio US (Real Values) 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 Dec 10, 2020, corresponding to the inception date of ABNB

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.72%-3.54%-3.95%-2.09%15.95%16.96%10.34%12.24%
Portfolio
Portfolio US (Real Values) 2024
0.44%-4.85%-8.67%-8.08%25.22%38.76%26.82%—
Portfolio components:
NVDA
NVIDIA Corporation		0.77%-3.68%-5.76%-6.13%59.59%85.01%66.40%69.75%
AAPL
Apple Inc		0.73%-3.43%-5.88%0.26%15.03%16.29%16.37%26.22%
MSFT
Microsoft Corporation		-0.22%-7.32%-23.45%-28.63%-2.61%9.46%9.70%22.41%
UBER
Uber Technologies, Inc.		-0.31%-5.58%-12.24%-25.77%-1.75%31.27%4.48%—
VTI
Vanguard Total Stock Market ETF		0.76%-4.38%-3.29%-1.26%18.60%18.14%10.63%13.69%
VNQ
Vanguard Real Estate ETF		0.36%-6.21%1.67%-0.84%2.18%6.57%2.86%4.69%
GOOGL
Alphabet Inc Class A		3.42%-2.91%-4.92%21.60%89.99%42.45%23.00%22.79%
ABNB
Airbnb, Inc.		-0.86%-6.06%-7.76%2.35%3.31%0.21%-7.83%—
AMZN
Amazon.com, Inc		1.10%1.05%-8.77%-4.56%9.57%26.80%5.91%21.54%
META
Meta Platforms, Inc.		1.24%-11.30%-12.17%-19.12%-0.85%40.18%14.34%17.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 11, 2020, Portfolio US (Real Values) 2024's average daily return is +0.11%, while the average monthly return is +2.26%. At this rate, your investment would double in approximately 2.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Jan 2023 with a return of +19.6%, while the worst month was Apr 2022 at -17.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portfolio US (Real Values) 2024 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +13.5%, while the worst single day was Apr 3, 2025 at -6.8%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.63%-4.90%-4.99%0.44%-8.67%
20250.47%-0.31%-9.50%0.26%11.72%9.69%5.65%1.54%4.51%3.94%-3.37%0.77%26.36%
20247.93%14.53%5.34%-4.58%10.85%8.26%-3.24%2.15%3.27%1.15%3.73%-0.67%58.60%
202319.56%6.62%12.53%2.47%14.44%8.29%7.19%-0.82%-6.32%-2.37%12.53%5.05%109.38%
2022-9.58%-4.89%6.24%-16.99%-4.72%-12.08%14.05%-5.56%-13.41%1.85%11.67%-10.11%-39.42%
20210.90%2.62%1.43%8.37%0.32%10.91%0.87%6.49%-5.37%10.58%8.16%-1.23%52.06%

Benchmark Metrics

Portfolio US (Real Values) 2024 has an annualized alpha of 10.13%, beta of 1.49, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 11, 2020.

  • This portfolio captured 178.86% of S&P 500 Index gains and 112.03% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 10.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Alpha
10.13%
Beta
1.49
R²
0.78
Upside Capture
178.86%
Downside Capture
112.03%

Expense Ratio

Portfolio US (Real Values) 2024 has an expense ratio of 0.01%, 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.

VNQ
Vanguard Real Estate ETF
VTI
Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

Portfolio US (Real Values) 2024 ranks 34 for risk / return — below 34% 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.

Portfolio US (Real Values) 2024 Risk / Return Rank: 3434
Overall Rank
Portfolio US (Real Values) 2024 Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
Portfolio US (Real Values) 2024 Sortino Ratio Rank: 3838
Sortino Ratio Rank
Portfolio US (Real Values) 2024 Omega Ratio Rank: 3333
Omega Ratio Rank
Portfolio US (Real Values) 2024 Calmar Ratio Rank: 4040
Calmar Ratio Rank
Portfolio US (Real Values) 2024 Martin Ratio Rank: 2727
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

1.03

0.92

+0.11

Sortino ratio

Return per unit of downside risk

1.63

1.41

+0.22

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.67

1.41

+0.26

Martin ratio

Return relative to average drawdown

5.57

6.61

-1.04

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 RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		821.452.141.273.087.73
AAPL
Apple Inc		560.480.931.130.682.10
MSFT
Microsoft Corporation		35-0.100.041.01-0.03-0.07
UBER
Uber Technologies, Inc.		36-0.050.191.02-0.05-0.12
VTI
Vanguard Total Stock Market ETF		590.981.521.231.547.30
VNQ
Vanguard Real Estate ETF		150.130.301.040.180.70
GOOGL
Alphabet Inc Class A		952.953.901.484.5717.62
ABNB
Airbnb, Inc.		420.100.381.050.220.48
AMZN
Amazon.com, Inc		490.270.651.080.491.17
META
Meta Platforms, Inc.		38-0.020.271.030.020.06

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.

Portfolio US (Real Values) 2024 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.03
  • 5-Year: 0.95
  • All Time: 0.97

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 1.00 to 1.70, 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 Portfolio US (Real Values) 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

Portfolio US (Real Values) 2024 provided a 0.62% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio0.62%0.56%0.57%0.53%0.62%0.41%0.57%0.69%0.98%0.86%1.06%1.19%
Portfolio components:
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%
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%
MSFT
Microsoft Corporation		0.94%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
UBER
Uber Technologies, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF		1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
VNQ
Vanguard Real Estate ETF		3.92%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
GOOGL
Alphabet Inc Class A		0.28%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABNB
Airbnb, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.36%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 Portfolio US (Real Values) 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 Portfolio US (Real Values) 2024 was 45.39%, occurring on Oct 14, 2022. Recovery took 158 trading sessions.

The current Portfolio US (Real Values) 2024 drawdown is 12.49%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.39%Nov 22, 2021226Oct 14, 2022158Jun 2, 2023384
-24.8%Feb 19, 202535Apr 8, 202552Jun 24, 202587
-16.33%Oct 30, 2025103Mar 30, 2026———
-15.49%Jul 11, 202418Aug 5, 202448Oct 11, 202466
-12.37%Feb 12, 202116Mar 8, 202123Apr 9, 202139

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 7.68, 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.
BenchmarkVNQNKEUBERABNBAAPLMETANVDAGOOGLAMZNMSFTVTIPortfolio
Benchmark1.000.620.540.500.550.700.650.690.680.690.730.990.86
VNQ0.621.000.430.300.330.410.310.260.330.320.360.630.40
NKE0.540.431.000.310.390.420.330.300.350.390.350.550.43
UBER0.500.300.311.000.500.340.430.430.390.460.390.530.59
ABNB0.550.330.390.501.000.400.460.440.410.490.410.570.60
AAPL0.700.410.420.340.401.000.470.480.570.540.600.670.66
META0.650.310.330.430.460.471.000.550.590.620.600.640.72
NVDA0.690.260.300.430.440.480.551.000.520.560.620.670.90
GOOGL0.680.330.350.390.410.570.590.521.000.650.640.660.71
AMZN0.690.320.390.460.490.540.620.560.651.000.650.670.74
MSFT0.730.360.350.390.410.600.600.620.640.651.000.700.77
VTI0.990.630.550.530.570.670.640.670.660.670.701.000.84
Portfolio0.860.400.430.590.600.660.720.900.710.740.770.841.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020