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 Quarterly
The earliest data available for this chart is Dec 19, 2016, corresponding to the inception date of COWZ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| 2024 v3 | 14.52% | 2.09% | 10.16% | 23.92% | 15.86% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.45% | 11.49% |
COWZ Pacer US Cash Cows 100 ETF | 11.82% | 0.19% | 8.10% | 16.96% | 18.54% | N/A |
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
IVV iShares Core S&P 500 ETF | 18.74% | 2.97% | 11.35% | 28.52% | 15.83% | 12.91% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.63% | 2.72% | 5.72% | 8.57% | 0.03% | 1.68% |
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.52% | 26.41% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 17.50% | 2.66% | 10.68% | 27.78% | 15.04% | 12.40% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.39% | 2.05% | 4.89% | 7.38% | 0.20% | 1.36% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.52% | 3.75% | 1.86% | -3.41% | 4.58% | 4.13% | 1.61% | 14.52% | |||||
| 2023 | 8.09% | -2.39% | 5.25% | 1.09% | 2.44% | 5.52% | 2.69% | -1.14% | -4.76% | -1.33% | 8.22% | 4.21% | 30.59% |
| 2022 | -4.82% | -2.10% | 2.71% | -9.23% | -0.35% | -7.35% | 10.41% | -3.93% | -8.63% | 4.71% | 3.30% | -6.25% | -21.18% |
| 2021 | -0.37% | 0.13% | 2.84% | 4.98% | -0.85% | 3.36% | 1.92% | 2.68% | -4.16% | 4.68% | 1.26% | 2.60% | 20.39% |
| 2020 | 1.81% | -6.01% | -6.93% | 12.24% | 4.02% | 4.66% | 6.74% | 7.72% | -4.52% | -2.37% | 8.64% | 4.01% | 31.79% |
| 2019 | 7.14% | 1.92% | 3.32% | 3.80% | -6.05% | 6.42% | 1.67% | -1.35% | 1.64% | 2.99% | 3.21% | 3.10% | 30.80% |
| 2018 | 5.54% | -1.01% | -2.55% | 0.57% | 3.79% | 0.82% | 2.68% | 5.60% | -0.15% | -6.65% | -0.37% | -6.86% | 0.46% |
| 2017 | 2.90% | 4.08% | 1.32% | 1.34% | 2.55% | -0.89% | 2.06% | 1.54% | 0.06% | 3.98% | 2.56% | 0.63% | 24.36% |
| 2016 | -0.76% | -0.76% |
Expense Ratio
2024 v3 has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2024 v3 is 64, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
COWZ Pacer US Cash Cows 100 ETF | 1.30 | 1.93 | 1.22 | 2.20 | 4.91 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
IVV iShares Core S&P 500 ETF | 2.44 | 3.30 | 1.44 | 2.60 | 11.51 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.34 | 1.96 | 1.23 | 0.49 | 4.66 |
AMZN Amazon.com, Inc. | 1.17 | 1.70 | 1.22 | 0.92 | 5.32 |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 2.30 | 3.13 | 1.41 | 2.10 | 10.42 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.56 | 2.38 | 1.28 | 0.56 | 5.70 |
Dividends
Dividend yield
2024 v3 granted a 1.50% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 v3 | 1.50% | 1.50% | 1.43% | 1.00% | 1.29% | 1.63% | 1.82% | 1.50% | 1.56% | 1.64% | 1.58% | 1.47% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
COWZ Pacer US Cash Cows 100 ETF | 1.98% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
IVV iShares Core S&P 500 ETF | 1.28% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.40% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.27% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.85% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
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 23.67%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current 2024 v3 drawdown is 1.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.67% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -23.37% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -18.16% | Oct 2, 2018 | 58 | Dec 24, 2018 | 77 | Apr 16, 2019 | 135 |
| -9.76% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
| -7.63% | May 6, 2019 | 20 | Jun 3, 2019 | 20 | Jul 1, 2019 | 40 |
Volatility
Volatility Chart
The current 2024 v3 volatility is 4.92%, 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 | IEI | AMZN | AAPL | SCHD | COWZ | QQQ | ITOT | IVV | |
|---|---|---|---|---|---|---|---|---|---|
| AGG | 1.00 | 0.90 | 0.09 | 0.07 | -0.01 | -0.04 | 0.09 | 0.04 | 0.04 |
| IEI | 0.90 | 1.00 | -0.02 | -0.04 | -0.13 | -0.16 | -0.05 | -0.11 | -0.10 |
| AMZN | 0.09 | -0.02 | 1.00 | 0.61 | 0.37 | 0.39 | 0.78 | 0.64 | 0.65 |
| AAPL | 0.07 | -0.04 | 0.61 | 1.00 | 0.48 | 0.47 | 0.80 | 0.70 | 0.72 |
| SCHD | -0.01 | -0.13 | 0.37 | 0.48 | 1.00 | 0.86 | 0.61 | 0.82 | 0.82 |
| COWZ | -0.04 | -0.16 | 0.39 | 0.47 | 0.86 | 1.00 | 0.61 | 0.81 | 0.78 |
| QQQ | 0.09 | -0.05 | 0.78 | 0.80 | 0.61 | 0.61 | 1.00 | 0.89 | 0.90 |
| ITOT | 0.04 | -0.11 | 0.64 | 0.70 | 0.82 | 0.81 | 0.89 | 1.00 | 0.99 |
| IVV | 0.04 | -0.10 | 0.65 | 0.72 | 0.82 | 0.78 | 0.90 | 0.99 | 1.00 |