2024

The chart shows the growth of an initial investment of $10,000 in 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.

Based on dividend-adjusted daily data since Oct 4, 2016, 2024's average daily return is +0.16%, while the average monthly return is +3.24%. At this rate, an investment would double in approximately 1.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2024 with a return of +22.5%, while the worst month was Mar 2020 at -11.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 2024 closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +11.5%, while the worst single day was Mar 12, 2020 at -11.1%.

2024 has an annualized alpha of 26.78%, beta of 1.07, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since October 04, 2016.

• This portfolio captured 168.41% of S&P 500 Index gains but only 48.82% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 26.78% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.07 and R2 of 0.64, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

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.

2024 ranks 7 for risk / return — in the bottom 7% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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. Learn how to interpret the Sharpe ratio.

The current 2024 Sharpe ratio is 0.31 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 2024 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2024 provided a 1.25% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 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 2024 was 34.64%, occurring on Mar 18, 2020. Recovery took 51 trading sessions.

The current 2024 drawdown is 6.21%.

The chart below shows the rolling one-month volatility.