2024 v3

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

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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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2024 v3	0.38%	0.56%	10.60%	10.59%	26.79%	19.64%	12.55%	—
Portfolio components:
AAPL Apple Inc	-1.52%	-3.03%	7.29%	4.81%	48.78%	17.21%	18.59%	29.36%
AGG iShares Core U.S. Aggregate Bond ETF	-0.12%	0.46%	0.52%	0.93%	4.87%	4.19%	0.06%	1.57%
AMZN Amazon.com, Inc	-1.23%	-9.69%	3.35%	5.46%	12.47%	23.49%	7.35%	20.83%
COWZ Pacer US Cash Cows 100 ETF	0.82%	1.75%	6.93%	6.01%	19.20%	13.01%	10.13%	—
IVV iShares Core S&P 500 ETF	0.55%	-0.85%	9.08%	9.43%	25.77%	20.95%	13.42%	15.47%
IWN iShares Russell 2000 Value ETF	1.17%	3.98%	20.82%	17.48%	44.79%	17.41%	6.89%	10.58%
QQQ Invesco QQQ ETF	0.59%	0.22%	17.57%	17.85%	37.55%	26.43%	16.85%	21.79%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.21%	20.66%	19.57%	26.72%	14.90%	8.75%	12.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 19, 2016, 2024 v3's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Mar 2020 at -9.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2024 v3 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -9.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.85%	-0.54%	-4.11%	10.18%	5.68%	-2.21%							10.60%
2025	2.17%	-1.46%	-5.47%	-1.24%	5.22%	4.76%	2.01%	2.51%	3.08%	2.90%	0.19%	-0.20%	14.90%
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%	-4.39%	5.80%	0.39%	3.39%	25.14%

Benchmark Metrics

2024 v3 has an annualized alpha of 3.19%, beta of 0.94, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since December 19, 2016.

This portfolio captured 103.99% of S&P 500 Index gains but only 92.71% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 3.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R2 of 0.97, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 3.19%

Beta: 0.94

R²: 0.97

Upside Capture: 103.99%

Downside Capture: 92.71%

See how alpha, beta & R² have trended over time →

Expense Ratio

2024 v3 has an expense ratio of 0.09%, 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 ETF

SCHD

Schwab U.S. Dividend Equity ETF

IVV

iShares Core S&P 500 ETF

AGG

iShares Core U.S. Aggregate Bond ETF

Return for Risk

Risk / Return Rank

2024 v3 ranks 69 for risk / return — better than 69% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for 2024 v3 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.19	1.86	+0.33
Sortino ratioReturn per unit of downside risk	2.93	2.53	+0.40
Omega ratioGain probability vs. loss probability	1.39	1.34	+0.06
Calmar ratioReturn relative to maximum drawdown	3.36	2.53	+0.83
Martin ratioReturn relative to average drawdown	14.60	11.37	+3.23

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	87	2.07	2.93	1.38	3.40	8.47
AGG iShares Core U.S. Aggregate Bond ETF	36	1.19	1.76	1.21	1.63	4.82
AMZN Amazon.com, Inc	53	0.40	0.76	1.09	0.55	1.29
COWZ Pacer US Cash Cows 100 ETF	60	1.63	2.42	1.29	3.65	9.73
IVV iShares Core S&P 500 ETF	67	2.00	2.70	1.36	2.76	12.43
IWN iShares Russell 2000 Value ETF	84	2.35	3.27	1.40	5.02	16.91
QQQ Invesco QQQ ETF	69	2.09	2.73	1.37	3.01	11.22
SCHD Schwab U.S. Dividend Equity ETF	86	2.41	3.72	1.43	5.70	13.97

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. Learn how to interpret the Sharpe ratio.

The current 2024 v3 Sharpe ratio is 2.19 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 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.

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Dividends

Dividend yield

2024 v3 provided a 1.31% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.31%	1.41%	1.45%	1.48%	1.56%	1.11%	1.43%	1.65%	1.87%	1.58%	1.69%	1.81%
Portfolio components:
AAPL Apple Inc	0.36%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AGG iShares Core U.S. Aggregate Bond ETF	3.98%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
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%
COWZ Pacer US Cash Cows 100 ETF	1.93%	2.19%	1.82%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.95%	0.13%	0.00%
IVV iShares Core S&P 500 ETF	1.08%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
IWN iShares Russell 2000 Value ETF	1.42%	1.70%	1.80%	2.04%	2.12%	1.48%	1.60%	1.92%	1.99%	1.78%	1.74%	2.15%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

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 2.40%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-28.71%Mar 2020	1mo 2d	3mo 15d	4mo 17dFeb 2020 - Jul 2020
Bear market2022	-24.53%Oct 2022	9mo 13d	1y 1mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-20.18%Dec 2018	2mo 23d	4mo	6mo 23dOct 2018 - Apr 2019
2025 selloff2025	-18.28%Apr 2025	1mo 17d	2mo 25d	4mo 12dFeb 2025 - Jul 2025
2020 correction2020	-10.36%Sep 2020	20d	2mo 3d	2mo 23dSep 2020 - Nov 2020

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. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.19	1.14	1.12	1.11

The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2024 v3 correlation to the S&P 500 Index

2024 v3 has a 0.98 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Dec 19, 2016	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while AGG has the lowest at 0.08.

0.08

0.65

0.68

0.75

0.76

0.76

0.91

1.00

Portfolio Correlations

Correlation vs. 2024 v3. IVV has the highest portfolio correlation at 0.98, while AGG has the lowest at 0.11.

0.11

0.72

0.73

0.73

0.73

0.75

0.95

0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	AGG	AMZN	AAPL	SCHD	IWN	COWZ	QQQ	IVV
AGG	1.00	0.09	0.08	0.03	0.03	-0.00	0.10	0.08
AMZN	0.09	1.00	0.56	0.33	0.39	0.37	0.76	0.65
AAPL	0.08	0.56	1.00	0.46	0.44	0.45	0.75	0.68
SCHD	0.03	0.33	0.46	1.00	0.78	0.85	0.55	0.76
IWN	0.03	0.39	0.44	0.78	1.00	0.84	0.58	0.75
COWZ	-0.00	0.37	0.45	0.85	0.84	1.00	0.58	0.76
QQQ	0.10	0.76	0.75	0.55	0.58	0.58	1.00	0.91
IVV	0.08	0.65	0.68	0.76	0.75	0.76	0.91	1.00

The correlation results are calculated based on daily price changes starting from Dec 19, 2016

Diversification Analysis

Find what 2024 v3 is missing

See which holdings overlap, where 2024 v3 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification