2024

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.

Based on dividend-adjusted daily data since Jan 12, 2024, 2024's average daily return is +0.18%, while the average monthly return is +3.50%. At this rate, your investment would double in approximately 1.7 years.

Historically, 71% of months were positive and 29% were negative. The best month was Feb 2024 with a return of +30.9%, while the worst month was Dec 2024 at -12.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2024 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +13.5%, while the worst single day was Apr 3, 2025 at -7.2%.

2024 has an annualized alpha of 22.24%, beta of 1.55, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.

• This portfolio captured 290.68% of S&P 500 Index gains and 151.34% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 22.24% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 1.55 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

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.

2024 ranks 44 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

2024 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.21
• All Time: 1.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2024 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2024 provided a 0.78% dividend yield over the last twelve months.

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.

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 31.16%, occurring on Apr 8, 2025. Recovery took 102 trading sessions.

The current 2024 drawdown is 15.10%.

The chart below shows the rolling one-month volatility.