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2024 v2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIV 15%VOO 32.5%QQQ 32.5%AAPL 10%AMZN 10%BondBondEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
10%
AMZN
Amazon.com, Inc.
Consumer Cyclical
10%
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market
15%
QQQ
Invesco QQQ
Large Cap Blend Equities
32.50%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
32.50%

Performance

Performance Chart

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%900.00%MayJuneJulyAugustSeptemberOctober
844.93%
416.21%
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 By Period

As of Oct 4, 2024, the 2024 v2 returned 17.47% Year-To-Date and 16.55% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.50%3.09%10.74%33.68%14.10%11.26%
2024 v217.47%3.28%10.56%32.74%17.68%16.69%
AAPL
Apple Inc
17.66%2.18%33.41%29.68%32.75%26.33%
AMZN
Amazon.com, Inc.
19.76%4.98%-1.68%44.46%15.95%27.72%
VOO
Vanguard S&P 500 ETF
20.65%3.39%10.25%35.72%15.92%13.47%
QQQ
Invesco QQQ
18.11%4.70%9.66%35.18%21.44%18.43%
BIV
Vanguard Intermediate-Term Bond ETF
4.85%0.17%6.60%12.85%0.44%2.16%

Monthly Returns

The table below presents the monthly returns of 2024 v2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.91%4.42%1.37%-3.47%5.30%5.39%0.45%1.27%2.34%17.47%
20239.40%-2.06%7.07%1.30%4.44%5.86%2.70%-1.19%-5.26%-1.15%9.32%4.39%39.33%
2022-6.04%-2.84%3.36%-11.19%-1.11%-7.69%12.07%-4.48%-9.42%3.97%3.34%-7.33%-26.13%
2021-0.57%-0.56%1.95%5.76%-1.37%4.56%2.27%3.15%-4.80%5.61%1.91%2.13%21.38%
20202.76%-6.09%-6.83%13.61%4.60%5.73%7.64%9.04%-5.24%-2.88%8.76%4.29%38.42%
20197.75%1.98%4.06%4.50%-6.53%6.88%1.86%-1.34%1.36%3.54%3.44%3.58%34.92%
20186.71%-0.65%-3.13%0.79%4.49%0.98%2.81%6.39%-0.15%-7.41%-0.80%-7.44%1.42%
20173.74%4.41%1.74%1.83%3.30%-1.46%2.62%1.94%-0.43%4.73%2.50%0.43%28.27%
2016-5.61%-0.93%6.54%-1.17%3.63%-0.71%5.11%0.70%2.34%-1.73%0.16%1.47%9.60%
20150.90%5.67%-1.74%2.30%1.70%-1.88%4.36%-5.33%-1.55%9.56%0.93%-2.00%12.73%
2014-3.54%3.93%-1.17%0.32%3.52%2.34%-0.18%4.76%-1.51%2.00%4.64%-2.36%13.03%
20131.49%0.44%2.34%1.25%2.31%-2.51%6.11%-1.05%3.71%5.85%3.64%1.83%28.16%

Expense Ratio

2024 v2 has an expense ratio of 0.08%, 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 QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for BIV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2024 v2 is 48, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 2024 v2 is 4848
2024 v2
The Sharpe Ratio Rank of 2024 v2 is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of 2024 v2 is 4646Sortino Ratio Rank
The Omega Ratio Rank of 2024 v2 is 4848Omega Ratio Rank
The Calmar Ratio Rank of 2024 v2 is 5858Calmar Ratio Rank
The Martin Ratio Rank of 2024 v2 is 4242Martin 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.


2024 v2
Sharpe ratio
The chart of Sharpe ratio for 2024 v2, currently valued at 2.55, compared to the broader market0.002.004.002.55
Sortino ratio
The chart of Sortino ratio for 2024 v2, currently valued at 3.40, compared to the broader market-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for 2024 v2, currently valued at 1.45, compared to the broader market0.801.001.201.401.601.802.001.45
Calmar ratio
The chart of Calmar ratio for 2024 v2, currently valued at 2.65, compared to the broader market0.002.004.006.008.0010.0012.002.65
Martin ratio
The chart of Martin ratio for 2024 v2, currently valued at 14.18, compared to the broader market0.0010.0020.0030.0040.0050.0014.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.71, compared to the broader market-2.000.002.004.006.003.72
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.802.001.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.0012.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.96, compared to the broader market0.0010.0020.0030.0040.0050.0016.96

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.412.091.261.904.48
AMZN
Amazon.com, Inc.
1.662.301.301.288.09
VOO
Vanguard S&P 500 ETF
2.943.921.543.1518.26
QQQ
Invesco QQQ
2.082.741.372.659.62
BIV
Vanguard Intermediate-Term Bond ETF
2.133.181.380.768.96

Sharpe Ratio

The current 2024 v2 Sharpe ratio is 2.55. 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 2.21 to 2.95, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of 2024 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 Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.55
2.79
2024 v2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2024 v2 granted a 1.20% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
2024 v21.20%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
0.43%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
1.30%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
0.63%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
3.52%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%4.22%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.44%
-1.09%
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.

The current 2024 v2 drawdown is 1.44%.


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

Volatility Chart

The current 2024 v2 volatility is 3.62%, 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%MayJuneJulyAugustSeptemberOctober
3.62%
3.33%
2024 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.

BIVAMZNAAPLVOOQQQ
BIV1.00-0.03-0.06-0.13-0.09
AMZN-0.031.000.500.620.73
AAPL-0.060.501.000.630.74
VOO-0.130.620.631.000.90
QQQ-0.090.730.740.901.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010