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b24 v2

Last updated Mar 2, 2024

Asset Allocation


IVV 36%XLK 23%VOO 20%SMH 11%VOOV 7%TECL 3%EquityEquity
PositionCategory/SectorWeight
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

36%

XLK
Technology Select Sector SPDR Fund
Technology Equities

23%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

11%

VOOV
Vanguard S&P 500 Value ETF
Large Cap Value Equities

7%

TECL
Direxion Daily Technology Bull 3X Shares
Leveraged Equities, Leveraged

3%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in b24 v2, 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


300.00%400.00%500.00%600.00%700.00%800.00%900.00%OctoberNovemberDecember2024FebruaryMarch
853.91%
365.24%
b24 v2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Mar 2, 2024, the b24 v2 returned 10.44% Year-To-Date and 17.49% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
b24 v210.44%5.29%19.93%42.67%21.35%17.47%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%25.87%20.89%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%15.08%12.68%
IVV
iShares Core S&P 500 ETF
7.91%3.76%14.59%28.95%15.06%12.65%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%37.24%29.25%
VOOV
Vanguard S&P 500 Value ETF
3.62%2.58%11.96%19.68%12.66%10.21%
TECL
Direxion Daily Technology Bull 3X Shares
26.07%11.27%55.86%180.31%48.36%43.30%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.40%6.15%
2023-1.98%-5.83%-1.85%11.72%5.41%

Sharpe Ratio

The current b24 v2 Sharpe ratio is 3.01. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.01

The Sharpe ratio of b24 v2 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.01
2.44
b24 v2
Benchmark (^GSPC)
Portfolio components

Dividend yield

b24 v2 granted a 1.08% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
b24 v21.08%1.18%1.60%1.08%1.42%2.17%2.19%1.77%1.86%2.28%1.82%1.89%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
IVV
iShares Core S&P 500 ETF
1.34%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
VOOV
Vanguard S&P 500 Value ETF
1.63%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%1.98%1.97%
TECL
Direxion Daily Technology Bull 3X Shares
0.22%0.28%0.22%0.32%0.52%0.25%0.47%0.10%0.00%0.00%0.00%0.00%

Expense Ratio

The b24 v2 features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%1.08%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
b24 v2
3.01
XLK
Technology Select Sector SPDR Fund
3.19
VOO
Vanguard S&P 500 ETF
2.61
IVV
iShares Core S&P 500 ETF
2.60
SMH
VanEck Vectors Semiconductor ETF
3.14
VOOV
Vanguard S&P 500 Value ETF
1.82
TECL
Direxion Daily Technology Bull 3X Shares
3.91

Asset Correlations Table

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

SMHVOOVTECLXLKIVVVOO
SMH1.000.650.840.840.760.76
VOOV0.651.000.710.710.900.90
TECL0.840.711.001.000.880.88
XLK0.840.711.001.000.890.89
IVV0.760.900.880.891.001.00
VOO0.760.900.880.891.001.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
b24 v2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the b24 v2. 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 b24 v2 was 34.76%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.76%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-30.68%Dec 28, 2021200Oct 12, 2022190Jul 18, 2023390
-21.69%Oct 4, 201856Dec 24, 201867Apr 2, 2019123
-18.99%May 2, 2011108Oct 3, 201178Jan 25, 2012186
-14.27%May 28, 201563Aug 25, 2015151Apr 1, 2016214

Volatility Chart

The current b24 v2 volatility is 4.62%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.62%
3.47%
b24 v2
Benchmark (^GSPC)
Portfolio components
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