2024 v3

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	Mid Cap Value Equities, Dividend	5%
IVV iShares Core S&P 500 ETF	S&P 500	45%
IWN iShares Russell 2000 Value ETF	Small Cap Value Equities	5%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	20%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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The earliest data available for this chart is Dec 19, 2016, corresponding to the inception date of COWZ

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 2024 v3	0.16%	-2.58%	-2.09%	0.14%	17.07%	17.70%	10.98%	—
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
COWZ Pacer US Cash Cows 100 ETF	0.32%	-2.57%	4.25%	9.83%	16.39%	11.56%	10.99%	—
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
IVV iShares Core S&P 500 ETF	0.14%	-3.32%	-3.54%	-1.40%	17.62%	18.49%	11.96%	14.16%
AGG iShares Core U.S. Aggregate Bond ETF	0.23%	-1.00%	0.32%	0.90%	4.41%	3.55%	0.29%	1.68%
AMZN Amazon.com, Inc	-0.38%	0.50%	-9.12%	-5.68%	7.02%	27.00%	5.83%	21.61%
IWN iShares Russell 2000 Value ETF	0.75%	-1.70%	6.35%	8.87%	27.90%	14.10%	5.54%	9.67%
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 20, 2016, 2024 v3's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, your investment would double in approximately 4.7 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%	0.80%									-2.09%
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 3.16%, beta of 0.94, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since December 20, 2016.

This portfolio captured 104.03% of S&P 500 Index gains but only 92.57% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 3.16% 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: 3.16%

Beta: 0.94

R²: 0.97

Upside Capture: 104.03%

Downside Capture: 92.57%

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 35 for risk / return — below 35% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.99	0.88	+0.11
Sortino ratio Return per unit of downside risk	1.51	1.37	+0.14
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.51	1.39	+0.12
Martin ratio Return relative to average drawdown	7.30	6.43	+0.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
COWZ Pacer US Cash Cows 100 ETF	48	0.94	1.41	1.21	1.26	5.81
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
IVV iShares Core S&P 500 ETF	54	0.97	1.48	1.23	1.52	7.13
AGG iShares Core U.S. Aggregate Bond ETF	49	1.02	1.44	1.18	1.70	4.71
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
IWN iShares Russell 2000 Value ETF	69	1.29	1.87	1.25	2.14	8.46
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04

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.

2024 v3 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.99
5-Year: 0.67
All Time: 0.85

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 1.00 to 1.70, 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 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 1.42% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.42%	1.41%	1.45%	1.48%	1.56%	1.11%	1.43%	1.65%	1.87%	1.58%	1.69%	1.81%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
COWZ Pacer US Cash Cows 100 ETF	2.06%	2.19%	1.82%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.95%	0.13%	0.00%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
IVV iShares Core S&P 500 ETF	1.22%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
AGG iShares Core U.S. Aggregate Bond ETF	3.94%	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%
IWN iShares Russell 2000 Value ETF	1.61%	1.70%	1.80%	2.04%	2.12%	1.48%	1.60%	1.92%	1.99%	1.78%	1.74%	2.15%
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%

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 4.71%.

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
-20.18%	Oct 2, 2018	58	Dec 24, 2018	81	Apr 23, 2019	139
-18.28%	Feb 20, 2025	34	Apr 8, 2025	58	Jul 2, 2025	92
-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.

	Benchmark	AGG	AMZN	AAPL	SCHD	IWN	COWZ	QQQ	IVV	Portfolio
Benchmark	1.00	0.06	0.65	0.69	0.77	0.75	0.76	0.91	1.00	0.98
AGG	0.06	1.00	0.08	0.08	0.03	0.02	-0.01	0.09	0.06	0.10
AMZN	0.65	0.08	1.00	0.57	0.33	0.39	0.38	0.77	0.65	0.73
AAPL	0.69	0.08	0.57	1.00	0.46	0.44	0.46	0.76	0.69	0.76
SCHD	0.77	0.03	0.33	0.46	1.00	0.79	0.86	0.56	0.77	0.72
IWN	0.75	0.02	0.39	0.44	0.79	1.00	0.84	0.58	0.75	0.73
COWZ	0.76	-0.01	0.38	0.46	0.86	0.84	1.00	0.59	0.76	0.74
QQQ	0.91	0.09	0.77	0.76	0.56	0.58	0.59	1.00	0.91	0.95
IVV	1.00	0.06	0.65	0.69	0.77	0.75	0.76	0.91	1.00	0.98
Portfolio	0.98	0.10	0.73	0.76	0.72	0.73	0.74	0.95	0.98	1.00

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

2024 v3

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table