Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VT Vanguard Total World Stock ETF | Global Equities | 16.67% |
ARKF ARK Fintech Innovation ETF | Blockchain | 16.67% |
XLV State Street Health Care Select Sector SPDR ETF | Health & Biotech Equities | 16.67% |
XLK State Street Technology Select Sector SPDR ETF | Technology Equities | 16.67% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 16.67% |
JEPI JPMorgan Equity Premium Income ETF | Dividend, Derivative Income | 16.67% |
Find the right asset allocation for 2024
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024, 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.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2024 | 0.38% | 1.76% | 5.44% | 5.22% | 20.80% | 19.83% | 10.25% | — |
| Portfolio components: | ||||||||
ARKF ARK Fintech Innovation ETF | 0.00% | -7.34% | -18.31% | -21.31% | -11.63% | 23.97% | -5.06% | — |
JEPI JPMorgan Equity Premium Income ETF | 0.43% | 0.79% | 1.29% | 1.18% | 8.34% | 9.13% | 7.45% | — |
VT Vanguard Total World Stock ETF | 0.44% | 0.17% | 11.06% | 11.82% | 27.43% | 19.71% | 10.65% | 12.93% |
VTI Vanguard Total Stock Market ETF | 0.57% | -0.28% | 9.62% | 9.69% | 26.27% | 20.60% | 12.20% | 15.02% |
XLK State Street Technology Select Sector SPDR ETF | 0.87% | 2.95% | 28.52% | 28.96% | 55.42% | 30.28% | 22.02% | 25.19% |
XLV State Street Health Care Select Sector SPDR ETF | -0.18% | 4.90% | -0.23% | 0.67% | 15.00% | 7.12% | 6.00% | 9.81% |
Monthly Returns
Based on dividend-adjusted daily data since May 21, 2020, 2024's average daily return is +0.06%, while the average monthly return is +1.31%. At this rate, an investment would double in approximately 4.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +11.9%, while the worst month was Apr 2022 at -10.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 2024 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Apr 4, 2025 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.36% | -0.81% | -5.16% | 8.39% | 6.17% | -2.26% | 5.44% | ||||||
| 2025 | 4.52% | -1.83% | -5.81% | 0.66% | 5.53% | 8.16% | 1.82% | 1.96% | 3.85% | 2.42% | -0.75% | -0.52% | 21.07% |
| 2024 | 0.22% | 5.25% | 2.89% | -5.52% | 3.47% | 3.18% | 0.49% | 2.86% | 2.04% | -1.07% | 8.15% | -3.74% | 18.91% |
| 2023 | 8.85% | -2.38% | 4.29% | 0.23% | 1.96% | 5.60% | 4.74% | -3.53% | -4.93% | -2.77% | 11.85% | 6.79% | 33.42% |
| 2022 | -8.02% | -3.07% | 2.34% | -10.54% | -1.33% | -7.83% | 8.81% | -4.15% | -8.70% | 7.93% | 4.48% | -5.66% | -24.79% |
| 2021 | 0.54% | 1.98% | 1.73% | 3.85% | 0.00% | 3.80% | 1.25% | 3.11% | -5.35% | 6.32% | -2.94% | 2.39% | 17.42% |
Benchmark Metrics
2024 has an annualized alpha of -0.99%, beta of 1.03, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since May 21, 2020.
- This portfolio participated in 105.65% of S&P 500 Index downside but only 102.01% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.03 and R2 of 0.93, 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
- -0.99%
- Beta
- 1.03
- R²
- 0.93
- Upside Capture
- 102.01%
- Downside Capture
- 105.65%
Expense Ratio
2024 has an expense ratio of 0.23%, 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.
Return for Risk
Risk / Return Rank
2024 ranks 22 for risk / return — below 22% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2024 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.39 | 1.86 | -0.47 |
| Sortino ratioReturn per unit of downside risk | 1.93 | 2.53 | -0.60 |
| Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.53 | -0.78 |
| Martin ratioReturn relative to average drawdown | 6.61 | 11.37 | -4.76 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ARKF ARK Fintech Innovation ETF | 6 | -0.35 | -0.28 | 0.97 | -0.31 | -0.57 |
JEPI JPMorgan Equity Premium Income ETF | 28 | 0.95 | 1.42 | 1.17 | 1.14 | 3.46 |
VT Vanguard Total World Stock ETF | 65 | 1.94 | 2.67 | 1.35 | 2.68 | 11.67 |
VTI Vanguard Total Stock Market ETF | 67 | 1.97 | 2.67 | 1.35 | 2.79 | 12.52 |
XLK State Street Technology Select Sector SPDR ETF | 74 | 2.37 | 2.92 | 1.39 | 3.36 | 10.85 |
XLV State Street Health Care Select Sector SPDR ETF | 29 | 0.97 | 1.55 | 1.17 | 1.38 | 3.31 |
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Dividends
Dividend yield
2024 provided a 2.16% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.16% | 2.24% | 2.15% | 2.38% | 3.01% | 1.93% | 1.94% | 1.45% | 1.29% | 1.11% | 1.28% | 1.28% |
| Portfolio components: | ||||||||||||
ARKF ARK Fintech Innovation ETF | 0.11% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.37% | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.18% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.61% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
XLK State Street Technology Select Sector SPDR ETF | 0.41% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
XLV State Street Health Care Select Sector SPDR ETF | 1.63% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
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. 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 was 31.32%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.
The current 2024 drawdown is 2.58%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -31.32%Oct 2022 | 11mo 1d | 1y 3mo | 2y 2moNov 2021 - Jan 2024 |
2025 selloff2025 | -19.61%Apr 2025 | 1mo 18d | 2mo 9d | 3mo 27dFeb 2025 - Jun 2025 |
2026 correction2026 | -11.31%Mar 2026 | 5mo 3d | 1mo 6d | 6mo 9dOct 2025 - May 2026 |
2024 pullback2024 | -9.26%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2020 pullback2020 | -8.08%Sep 2020 | 20d | 19d | 1mo 9dSep 2020 - Oct 2020 |
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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.23 | 1.16 | 1.13 | 1.14 |
The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2024 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.95 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while XLV has the lowest at 0.61.
Asset Correlations Table
Find what 2024 is missing
See which holdings overlap, where 2024 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification