Asset Allocation
Find the right asset allocation for 2024 Recovery (4/22/25)
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024 Recovery (4/22/25), 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 week.
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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 Recovery (4/22/25) | -0.02% | 1.21% | 10.31% | 9.68% | 16.23% | — | — | — |
| Portfolio components: | ||||||||
AVGO Broadcom Inc. | -0.91% | -10.14% | 10.62% | 6.58% | 54.87% | 67.17% | 55.09% | 40.96% |
AXON Axon Enterprise, Inc. | -1.00% | 12.72% | -22.22% | -21.72% | -43.41% | 30.96% | 22.92% | 34.58% |
AZO AutoZone, Inc. | 1.13% | -7.79% | -8.11% | -9.56% | -14.45% | 8.78% | 17.45% | 15.33% |
CBOE Cboe Global Markets, Inc. | -0.33% | -18.59% | 18.03% | 17.09% | 31.97% | 31.02% | 22.58% | 17.84% |
CME CME Group Inc. | 2.80% | -9.35% | 1.58% | 1.41% | 3.90% | 19.92% | 9.17% | 15.38% |
COR Cencora Inc. | 0.07% | 9.30% | -16.27% | -18.27% | -3.97% | 17.14% | 20.65% | 17.47% |
COST Costco Wholesale Corporation | 0.68% | -6.35% | 14.24% | 11.38% | -0.24% | 25.12% | 22.12% | 22.27% |
GILD Gilead Sciences, Inc. | -0.22% | -3.08% | 2.90% | 5.60% | 16.40% | 21.02% | 17.08% | 7.84% |
GRMN Garmin Ltd. | -0.20% | 5.47% | 17.83% | 14.71% | 20.22% | 32.81% | 12.86% | 22.02% |
HWM Howmet Aerospace Inc. | 0.03% | -2.83% | 29.23% | 33.60% | 54.95% | 79.69% | 50.00% | 33.28% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 12, 2023, 2024 Recovery (4/22/25)'s average daily return is +0.14%, while the average monthly return is +2.82%. At this rate, an investment would double in approximately 2.1 years.
Historically, 76% of months were positive and 24% were negative. The best month was Nov 2024 with a return of +11.0%, while the worst month was Mar 2026 at -8.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.
On a daily basis, 2024 Recovery (4/22/25) closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Apr 4, 2025 at -6.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.99% | 8.37% | -8.64% | 5.47% | 5.24% | -1.59% | 10.31% | ||||||
| 2025 | 5.75% | 5.42% | -2.14% | 5.47% | 4.50% | 4.09% | -3.43% | 0.85% | 4.34% | 1.02% | 2.98% | -3.18% | 28.11% |
| 2024 | 7.08% | 8.66% | 3.71% | -0.22% | 2.84% | 5.57% | 3.98% | 6.95% | 0.35% | 1.86% | 11.02% | -3.85% | 58.60% |
| 2023 | -1.86% | 2.83% | 7.56% | 3.05% | 11.86% |
Benchmark Metrics
2024 Recovery (4/22/25) has an annualized alpha of 22.73%, beta of 0.72, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since September 12, 2023.
- This portfolio captured 114.78% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.61%) - a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 22.73% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 22.73%
- Beta
- 0.72
- R²
- 0.58
- Upside Capture
- 114.78%
- Downside Capture
- -4.61%
Expense Ratio
2024 Recovery (4/22/25) has an expense ratio of 0.00%, meaning no management fees are charged. 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 Recovery (4/22/25) ranks 20 for risk / return — below 20% 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 Recovery (4/22/25) 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 | 1.36 | 1.86 | -0.50 |
| Sortino ratioReturn per unit of downside risk | 1.96 | 2.53 | -0.57 |
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.53 | -1.01 |
| Martin ratioReturn relative to average drawdown | 5.40 | 11.37 | -5.97 |
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 |
|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 73 | 1.11 | 1.69 | 1.22 | 1.77 | 4.11 |
AXON Axon Enterprise, Inc. | 13 | -0.78 | -1.04 | 0.87 | -0.72 | -1.22 |
AZO AutoZone, Inc. | 21 | -0.57 | -0.62 | 0.92 | -0.47 | -1.00 |
CBOE Cboe Global Markets, Inc. | 73 | 1.16 | 1.63 | 1.23 | 1.29 | 5.70 |
CME CME Group Inc. | 44 | 0.16 | 0.35 | 1.05 | 0.16 | 0.50 |
COR Cencora Inc. | 35 | -0.13 | 0.03 | 1.01 | -0.12 | -0.33 |
COST Costco Wholesale Corporation | 36 | -0.08 | 0.02 | 1.00 | -0.10 | -0.22 |
GILD Gilead Sciences, Inc. | 58 | 0.57 | 1.03 | 1.12 | 0.70 | 1.99 |
GRMN Garmin Ltd. | 56 | 0.53 | 0.90 | 1.12 | 0.58 | 1.27 |
HWM Howmet Aerospace Inc. | 85 | 1.75 | 2.51 | 1.30 | 3.46 | 9.77 |
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Dividends
Dividend yield
2024 Recovery (4/22/25) provided a 1.71% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.71% | 1.16% | 1.11% | 1.38% | 1.47% | 2.43% | 2.37% | 2.42% | 12.10% | 1.41% | 4.13% | 1.49% |
| Portfolio components: | ||||||||||||
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
AXON Axon Enterprise, 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% |
AZO AutoZone, 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% |
CBOE Cboe Global Markets, Inc. | 0.98% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
CME CME Group Inc. | 4.17% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
COR Cencora Inc. | 0.83% | 0.67% | 0.93% | 0.96% | 1.13% | 5.13% | 6.74% | 7.48% | 2.07% | 1.61% | 1.77% | 1.17% |
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
GILD Gilead Sciences, Inc. | 1.91% | 2.57% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% |
GRMN Garmin Ltd. | 1.51% | 1.70% | 1.44% | 2.27% | 3.10% | 1.92% | 2.01% | 2.30% | 3.32% | 3.42% | 4.21% | 5.41% |
HWM Howmet Aerospace Inc. | 0.18% | 0.21% | 0.24% | 0.31% | 0.25% | 0.13% | 0.05% | 0.39% | 1.42% | 0.88% | 40.49% | 1.22% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2024 Recovery (4/22/25). 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 Recovery (4/22/25) was 11.26%, occurring on Apr 4, 2025. Recovery took 15 trading sessions.
The current 2024 Recovery (4/22/25) drawdown is 1.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -11.26%Apr 2025 | 1mo 13d | 24d | 2mo 7dFeb 2025 - Apr 2025 |
2026 correction2026 | -10.47%Mar 2026 | 27d | 1mo 23d | 2mo 20dMar 2026 - May 2026 |
2024 pullback2024 | -4.95%Dec 2024 | 2d | 1mo 3d | 1mo 5dDec 2024 - Jan 2025 |
2024 pullback2024 | -4.71%Sep 2024 | 3d | 10d | 13dSep 2024 - Sep 2024 |
2023 pullback2023 | -4.64%Oct 2023 | 9d | 12d | 21dOct 2023 - Nov 2023 |
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 29 assets, with an effective number of assets of 15.13, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | All Time | |
|---|---|---|
Diversification Ratio | 2.97 | 2.39 |
The portfolio has a diversification ratio of 2.39, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
2024 Recovery (4/22/25) correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2023 | 0.69 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AVGO has the highest benchmark correlation at 0.64, while CBOE has the lowest at -0.14.
Portfolio Correlations
Correlation vs. 2024 Recovery (4/22/25). AVGO has the highest portfolio correlation at 0.61, while KR has the lowest at 0.06.
Asset Correlations Table
Find what 2024 Recovery (4/22/25) is missing
See which holdings overlap, where 2024 Recovery (4/22/25) is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification