2024 v3
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024 v3, 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 year.
The earliest data available for this chart is Dec 19, 2016, corresponding to the inception date of COWZ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| 2024 v3 | -12.39% | -8.74% | -10.83% | 4.35% | 14.29% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -7.56% | -9.02% | -10.46% | 1.73% | 13.01% | 10.03% |
COWZ Pacer US Cash Cows 100 ETF | -12.21% | -10.23% | -14.34% | -8.84% | 18.86% | N/A |
QQQ Invesco QQQ | -15.15% | -9.79% | -12.31% | 5.09% | 16.27% | 15.58% |
IVV iShares Core S&P 500 ETF | -12.01% | -8.86% | -11.39% | 5.20% | 14.78% | 11.28% |
AGG iShares Core U.S. Aggregate Bond ETF | 1.37% | -1.15% | 0.34% | 5.92% | -1.03% | 1.28% |
AMZN Amazon.com, Inc. | -23.73% | -14.72% | -11.50% | -4.19% | 7.23% | 22.43% |
IWN iShares Russell 2000 Value ETF | -15.80% | -10.01% | -16.69% | -5.10% | 12.81% | 4.89% |
AAPL Apple Inc | -22.78% | -11.50% | -18.14% | 17.62% | 23.69% | 20.91% |
Monthly Returns
The table below presents the monthly returns of 2024 v3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.17% | -1.46% | -5.47% | -7.94% | -12.39% | ||||||||
| 2024 | 0.71% | 4.36% | 2.57% | -3.98% | 4.76% | 3.78% | 1.57% | 1.40% | 2.03% | -1.13% | 5.80% | -1.60% | 21.75% |
| 2023 | 7.94% | -2.30% | 4.57% | 0.98% | 2.39% | 6.24% | 3.31% | -1.44% | -4.97% | -1.85% | 9.02% | 4.91% | 31.60% |
| 2022 | -5.34% | -2.36% | 3.34% | -9.46% | 0.11% | -8.25% | 9.88% | -4.02% | -9.07% | 6.42% | 4.45% | -6.27% | -20.65% |
| 2021 | -0.20% | 1.48% | 3.80% | 4.91% | 0.02% | 2.91% | 1.90% | 3.02% | -4.38% | 5.80% | 0.39% | 3.39% | 25.14% |
| 2020 | 0.90% | -7.07% | -9.57% | 12.92% | 4.39% | 4.10% | 6.74% | 8.03% | -4.65% | -2.43% | 10.12% | 4.41% | 28.33% |
| 2019 | 7.93% | 2.53% | 2.62% | 4.13% | -6.81% | 6.90% | 1.72% | -1.84% | 1.95% | 2.97% | 3.52% | 3.22% | 31.93% |
| 2018 | 5.91% | -2.17% | -2.62% | 0.65% | 3.65% | 0.85% | 3.09% | 4.92% | -0.06% | -7.56% | 0.43% | -8.30% | -2.31% |
| 2017 | 2.59% | 4.01% | 0.92% | 1.36% | 2.19% | -0.48% | 2.29% | 1.06% | 0.92% | 3.57% | 2.81% | 0.83% | 24.32% |
| 2016 | -0.86% | -0.86% |
Expense Ratio
2024 v3 has an expense ratio of 0.10%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2024 v3 is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.18 | 0.36 | 1.05 | 0.18 | 0.68 |
COWZ Pacer US Cash Cows 100 ETF | -0.45 | -0.53 | 0.93 | -0.39 | -1.45 |
QQQ Invesco QQQ | 0.09 | 0.31 | 1.04 | 0.10 | 0.37 |
IVV iShares Core S&P 500 ETF | 0.21 | 0.43 | 1.06 | 0.22 | 0.94 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.07 | 1.56 | 1.19 | 0.44 | 2.76 |
AMZN Amazon.com, Inc. | -0.23 | -0.10 | 0.99 | -0.25 | -0.75 |
IWN iShares Russell 2000 Value ETF | -0.17 | -0.09 | 0.99 | -0.15 | -0.48 |
AAPL Apple Inc | 0.48 | 0.90 | 1.13 | 0.47 | 1.83 |
Dividends
Dividend yield
2024 v3 provided a 1.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.64% | 1.45% | 1.48% | 1.56% | 1.11% | 1.43% | 1.71% | 1.90% | 1.58% | 1.69% | 1.81% | 1.65% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.16% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
COWZ Pacer US Cash Cows 100 ETF | 2.06% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.69% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
IVV iShares Core S&P 500 ETF | 1.50% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.81% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
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% |
IWN iShares Russell 2000 Value ETF | 2.10% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% | 1.88% |
AAPL Apple Inc | 0.52% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 2024 v3. 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 v3 was 28.71%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current 2024 v3 drawdown is 13.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -24.53% | Jan 4, 2022 | 197 | Oct 14, 2022 | 290 | Dec 11, 2023 | 487 |
| -20.17% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -18.28% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -10.36% | Sep 3, 2020 | 14 | Sep 23, 2020 | 45 | Nov 25, 2020 | 59 |
Volatility
Volatility Chart
The current 2024 v3 volatility is 12.85%, 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.
Diversification
Asset Correlations Table
| AGG | AMZN | AAPL | IWN | SCHD | COWZ | QQQ | IVV | |
|---|---|---|---|---|---|---|---|---|
| AGG | 1.00 | 0.08 | 0.07 | -0.00 | 0.01 | -0.03 | 0.08 | 0.05 |
| AMZN | 0.08 | 1.00 | 0.59 | 0.39 | 0.36 | 0.39 | 0.78 | 0.65 |
| AAPL | 0.07 | 0.59 | 1.00 | 0.44 | 0.48 | 0.46 | 0.78 | 0.71 |
| IWN | -0.00 | 0.39 | 0.44 | 1.00 | 0.80 | 0.85 | 0.58 | 0.76 |
| SCHD | 0.01 | 0.36 | 0.48 | 0.80 | 1.00 | 0.86 | 0.59 | 0.80 |
| COWZ | -0.03 | 0.39 | 0.46 | 0.85 | 0.86 | 1.00 | 0.60 | 0.78 |
| QQQ | 0.08 | 0.78 | 0.78 | 0.58 | 0.59 | 0.60 | 1.00 | 0.91 |
| IVV | 0.05 | 0.65 | 0.71 | 0.76 | 0.80 | 0.78 | 0.91 | 1.00 |