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b24 v2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IVV 36%XLK 23%VOO 20%SMH 11%VOOV 7%TECL 3%EquityEquity
PositionCategory/SectorTarget Weight
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities
36%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
11%
TECL
Direxion Daily Technology Bull 3X Shares
Leveraged Equities, Leveraged
3%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
20%
VOOV
Vanguard S&P 500 Value ETF
Large Cap Value Equities
7%
XLK
Technology Select Sector SPDR Fund
Technology Equities
23%

Performance

Performance Chart

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 every 3 months.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
18.85%
15.23%
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 By Period

As of Feb 5, 2025, the b24 v2 returned 1.37% Year-To-Date and 17.37% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
2.66%1.61%15.23%22.15%12.59%11.41%
b24 v2-0.83%-3.29%18.85%18.73%19.80%20.61%
XLK
Technology Select Sector SPDR Fund
-0.66%-2.02%15.55%14.73%19.24%20.39%
VOO
Vanguard S&P 500 ETF
2.70%1.64%16.03%23.86%14.34%13.41%
IVV
iShares Core S&P 500 ETF
2.72%1.70%16.01%23.82%14.33%13.40%
SMH
VanEck Vectors Semiconductor ETF
-0.29%-4.13%11.53%24.41%27.87%25.99%
VOOV
Vanguard S&P 500 Value ETF
2.56%2.30%7.79%14.97%10.85%10.27%
TECL
Direxion Daily Technology Bull 3X Shares
-5.01%-8.67%33.15%13.32%22.90%38.74%
*Annualized

Monthly Returns

The table below presents the monthly returns of b24 v2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.65%-0.83%
20243.93%8.90%2.59%-8.54%10.95%10.83%-5.34%0.02%2.75%-2.79%6.78%-1.70%29.63%
202312.27%-0.88%11.65%-1.03%10.74%8.70%4.32%-3.17%-9.24%-1.93%18.31%7.32%68.98%
2022-11.74%-7.30%4.05%-16.82%-0.43%-14.50%17.67%-8.98%-15.51%8.87%9.82%-10.45%-41.58%
2021-0.85%3.26%2.90%6.62%-0.53%8.47%4.82%5.29%-8.92%12.36%6.55%4.98%53.16%
20202.56%-10.65%-17.39%16.47%7.92%7.17%8.26%14.29%-7.27%-5.59%17.53%7.48%39.53%
20199.37%6.82%4.28%7.74%-11.52%11.22%3.96%-2.73%2.59%4.74%6.32%5.94%58.07%
20188.62%-2.60%-4.23%-1.14%7.00%-0.71%3.54%6.45%-0.26%-11.00%-0.21%-10.99%-7.51%
20173.17%4.75%1.71%1.47%3.93%-1.99%4.17%2.08%2.34%6.38%2.05%0.69%35.15%
2016-5.49%-0.16%8.95%-2.58%4.09%-0.46%6.71%1.24%1.60%-1.59%2.78%2.40%17.98%
2015-3.74%7.70%-2.82%1.75%2.54%-4.17%1.70%-6.67%-2.08%10.44%0.89%-2.30%1.93%
2014-3.52%5.04%1.39%0.26%3.20%2.87%-0.39%4.43%-1.23%2.01%4.72%-1.22%18.56%

Expense Ratio

b24 v2 has an expense ratio of 0.12%, 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.


Expense ratio chart for TECL: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VOOV: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of b24 v2 is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of b24 v2 is 2828
Overall Rank
The Sharpe Ratio Rank of b24 v2 is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of b24 v2 is 2626
Sortino Ratio Rank
The Omega Ratio Rank of b24 v2 is 2727
Omega Ratio Rank
The Calmar Ratio Rank of b24 v2 is 3131
Calmar Ratio Rank
The Martin Ratio Rank of b24 v2 is 3333
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.


Sharpe ratio
The chart of Sharpe ratio for b24 v2, currently valued at 0.62, compared to the broader market-6.00-4.00-2.000.002.004.000.621.80
The chart of Sortino ratio for b24 v2, currently valued at 1.01, compared to the broader market-6.00-4.00-2.000.002.004.006.001.012.42
The chart of Omega ratio for b24 v2, currently valued at 1.13, compared to the broader market0.501.001.501.131.33
The chart of Calmar ratio for b24 v2, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.0014.000.852.72
The chart of Martin ratio for b24 v2, currently valued at 2.45, compared to the broader market0.0010.0020.0030.0040.002.4511.10
b24 v2
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLK
Technology Select Sector SPDR Fund
0.711.071.140.953.21
VOO
Vanguard S&P 500 ETF
1.942.601.352.9212.23
IVV
iShares Core S&P 500 ETF
1.942.601.352.9312.19
SMH
VanEck Vectors Semiconductor ETF
0.811.241.161.182.77
VOOV
Vanguard S&P 500 Value ETF
1.321.901.231.655.02
TECL
Direxion Daily Technology Bull 3X Shares
0.260.801.100.380.96

The current b24 v2 Sharpe ratio is 1.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.27 to 1.97, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of b24 v2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.62
1.80
b24 v2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

b24 v2 provided a 1.05% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.05%1.07%1.18%1.47%1.03%1.35%1.68%1.98%1.61%1.77%2.05%1.70%
XLK
Technology Select Sector SPDR Fund
0.66%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%
VOO
Vanguard S&P 500 ETF
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
IVV
iShares Core S&P 500 ETF
1.26%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
SMH
VanEck Vectors Semiconductor ETF
0.44%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
VOOV
Vanguard S&P 500 Value ETF
2.05%2.10%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%1.98%
TECL
Direxion Daily Technology Bull 3X Shares
0.30%0.29%0.28%0.22%0.32%0.52%0.25%0.47%0.10%0.00%0.00%0.00%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.98%
-1.32%
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 48.18%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.

The current b24 v2 drawdown is 3.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.18%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-43.21%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-27.91%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
-25.29%Jul 11, 202420Aug 7, 2024
-19.3%May 2, 2011108Oct 3, 201178Jan 25, 2012186

Volatility

Volatility Chart

The current b24 v2 volatility is 12.34%, 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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
12.34%
4.08%
b24 v2
Benchmark (^GSPC)
Portfolio components

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.

VOOVSMHTECLXLKIVVVOO
VOOV1.000.620.690.690.890.89
SMH0.621.000.850.850.770.77
TECL0.690.851.001.000.880.88
XLK0.690.851.001.000.890.89
IVV0.890.770.880.891.001.00
VOO0.890.770.880.891.001.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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