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2024 v2

Last updated Mar 2, 2024

Asset Allocation


BIV 15%VOO 32.5%QQQ 32.5%AAPL 10%AMZN 10%BondBondEquityEquity
PositionCategory/SectorWeight
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market

15%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

32.50%

QQQ
Invesco QQQ
Large Cap Blend Equities

32.50%

AAPL
Apple Inc.
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 2024 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%OctoberNovemberDecember2024FebruaryMarch
754.98%
365.24%
2024 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 2024 v2 returned 6.29% Year-To-Date and 16.18% 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%
2024 v26.29%5.33%13.52%38.69%17.53%16.18%
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
AMZN
Amazon.com, Inc.
17.30%14.83%29.03%93.44%16.36%25.68%
VOO
Vanguard S&P 500 ETF
7.93%6.22%14.58%31.06%14.77%12.70%
QQQ
Invesco QQQ
8.81%6.87%18.48%52.82%21.49%18.26%
BIV
Vanguard Intermediate-Term Bond ETF
-1.11%-1.14%3.46%5.49%1.21%1.90%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.91%4.44%
2023-1.19%-5.26%-1.15%9.32%4.39%

Sharpe Ratio

The current 2024 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 2024 v2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.01
2.44
2024 v2
Benchmark (^GSPC)
Portfolio components

Dividend yield

2024 v2 granted a 1.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
2024 v21.17%1.19%1.24%1.11%1.19%1.37%1.58%1.40%1.55%1.65%1.82%1.77%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
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%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
BIV
Vanguard Intermediate-Term Bond ETF
3.28%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%4.22%

Expense Ratio

The 2024 v2 has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

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
2024 v2
3.01
AAPL
Apple Inc.
1.27
AMZN
Amazon.com, Inc.
3.07
VOO
Vanguard S&P 500 ETF
2.61
QQQ
Invesco QQQ
3.28
BIV
Vanguard Intermediate-Term Bond ETF
0.69

Asset Correlations Table

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

BIVAMZNAAPLVOOQQQ
BIV1.00-0.04-0.07-0.15-0.10
AMZN-0.041.000.500.620.74
AAPL-0.070.501.000.630.75
VOO-0.150.620.631.000.90
QQQ-0.100.740.750.901.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
2024 v2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2024 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 2024 v2 was 28.15%, occurring on Dec 28, 2022. Recovery took 241 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.15%Dec 28, 2021253Dec 28, 2022241Dec 13, 2023494
-24.8%Feb 20, 202023Mar 23, 202050Jun 3, 202073
-20.26%Oct 2, 201858Dec 24, 201878Apr 17, 2019136
-13.41%Dec 2, 201549Feb 11, 2016102Jul 8, 2016151
-12.67%Jul 25, 201120Aug 19, 2011103Jan 18, 2012123

Volatility Chart

The current 2024 v2 volatility is 3.72%, 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%OctoberNovemberDecember2024FebruaryMarch
3.72%
3.47%
2024 v2
Benchmark (^GSPC)
Portfolio components
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