2024 v3

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

2024 v3

Currency in USD · Last updated May 17, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	5%
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	10%
AMZN Amazon.com, Inc.	Consumer Cyclical	5%
COWZ Pacer US Cash Cows 100 ETF	All Cap Equities	5%
IVV iShares Core S&P 500 ETF	Large Cap Growth Equities	45%
IWN iShares Russell 2000 Value ETF	Small Cap Blend Equities	5%
QQQ Invesco QQQ	Large Cap Blend Equities	20%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	5%

Benchmark

Rebalance

Performance

Performance Chart

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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	1.30%	12.94%	1.49%	12.48%	15.82%	10.87%
2024 v3	-0.14%	11.85%	1.12%	11.53%	16.54%	N/A
Portfolio components:
SCHD Schwab US Dividend Equity ETF	-1.76%	5.85%	-5.38%	3.58%	13.93%	10.65%
COWZ Pacer US Cash Cows 100 ETF	-2.41%	10.69%	-6.02%	-0.02%	20.73%	N/A
QQQ Invesco QQQ	2.16%	17.41%	5.35%	16.09%	19.29%	17.81%
IVV iShares Core S&P 500 ETF	1.74%	13.05%	2.10%	13.91%	17.55%	12.83%
AGG iShares Core U.S. Aggregate Bond ETF	2.09%	-0.15%	1.95%	4.48%	-0.91%	1.53%
AMZN Amazon.com, Inc.	-6.29%	17.93%	1.47%	11.96%	11.31%	25.64%
IWN iShares Russell 2000 Value ETF	-5.30%	11.68%	-9.44%	-0.40%	15.36%	6.20%
AAPL Apple Inc	-15.43%	8.89%	-5.88%	11.80%	23.15%	21.97%

*Annualized

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%	-1.24%	6.25%								-0.14%
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.

COWZ

Pacer US Cash Cows 100 ETF

IWN

iShares Russell 2000 Value ETF

QQQ

Invesco QQQ

SCHD

Schwab US Dividend Equity ETF

AGG

iShares Core U.S. Aggregate Bond ETF

IVV

iShares Core S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2024 v3 is 33, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab US Dividend Equity ETF	0.22	0.45	1.06	0.25	0.78
COWZ Pacer US Cash Cows 100 ETF	-0.00	0.14	1.02	-0.00	-0.00
QQQ Invesco QQQ	0.64	1.12	1.16	0.78	2.53
IVV iShares Core S&P 500 ETF	0.72	1.19	1.18	0.80	3.08
AGG iShares Core U.S. Aggregate Bond ETF	0.84	1.37	1.16	0.41	2.38
AMZN Amazon.com, Inc.	0.35	0.65	1.08	0.32	0.85
IWN iShares Russell 2000 Value ETF	-0.02	0.17	1.02	-0.00	-0.01
AAPL Apple Inc	0.36	0.80	1.11	0.40	1.31

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.

2024 v3 Sharpe ratios as of May 17, 2025 (values are recalculated daily):

1-Year: 0.62
5-Year: 0.95
All Time: 0.83

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 0.56 to 1.05, 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 2024 v3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

2024 v3 provided a 1.49% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.49%	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	3.91%	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	1.85%	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	0.57%	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	1.30%	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	3.83%	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	1.86%	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	0.48%	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.

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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 3.78%.

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 chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 3.77, 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.

	^GSPC	AGG	AMZN	AAPL	IWN	SCHD	COWZ	QQQ	IVV	Portfolio
^GSPC	1.00	0.05	0.66	0.70	0.76	0.80	0.78	0.91	1.00	0.98
AGG	0.05	1.00	0.08	0.07	-0.00	0.01	-0.02	0.08	0.05	0.09
AMZN	0.66	0.08	1.00	0.59	0.39	0.36	0.39	0.78	0.65	0.74
AAPL	0.70	0.07	0.59	1.00	0.44	0.47	0.46	0.78	0.70	0.77
IWN	0.76	-0.00	0.39	0.44	1.00	0.80	0.85	0.58	0.76	0.73
SCHD	0.80	0.01	0.36	0.47	0.80	1.00	0.86	0.59	0.80	0.75
COWZ	0.78	-0.02	0.39	0.46	0.85	0.86	1.00	0.60	0.78	0.75
QQQ	0.91	0.08	0.78	0.78	0.58	0.59	0.60	1.00	0.91	0.95
IVV	1.00	0.05	0.65	0.70	0.76	0.80	0.78	0.91	1.00	0.98
Portfolio	0.98	0.09	0.74	0.77	0.73	0.75	0.75	0.95	0.98	1.00

The correlation results are calculated based on daily price changes starting from Dec 20, 2016

Performance Analysis

Risk Analysis

Optimization

Factor Model

2024 v3

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community