LD 2024Port weighted R2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LD 2024Port weighted R2, 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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Sep 19, 2024, the LD 2024Port weighted R2 returned 31.66% Year-To-Date and 20.40% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| LD 2024Port weighted R2 | 31.66% | -1.09% | 6.52% | 42.70% | 26.12% | 20.40% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 12.56% | 2.06% | 7.31% | 18.96% | 12.83% | 11.40% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 14.84% | 1.34% | 6.63% | 23.82% | 14.58% | 11.35% |
SCHX Schwab U.S. Large-Cap ETF | 18.49% | 0.41% | 7.91% | 28.14% | 15.04% | 12.74% |
SMCI Super Micro Computer, Inc. | 53.69% | -29.94% | -51.27% | 76.35% | 86.04% | 31.48% |
LLY Eli Lilly and Company | 56.00% | -1.83% | 17.46% | 58.45% | 53.01% | 32.45% |
AVGO Broadcom Inc. | 45.91% | -3.60% | 27.10% | 93.73% | 45.89% | 37.82% |
MSFT Microsoft Corporation | 15.19% | 2.20% | 1.68% | 32.07% | 26.53% | 26.68% |
NVDA NVIDIA Corporation | 128.98% | -12.78% | 25.47% | 160.58% | 92.73% | 73.75% |
AMZN Amazon.com, Inc. | 22.70% | 4.61% | 4.65% | 35.46% | 15.79% | 27.44% |
GOOG Alphabet Inc. | 14.39% | -4.38% | 7.70% | 16.12% | 21.31% | 18.45% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 14.89% | 0.87% | 1.42% | 23.51% | 10.95% | 9.90% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 4.64% | 1.21% | 3.91% | 7.53% | 3.63% | 2.41% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 3.87% | 0.35% | 2.57% | 5.31% | 2.41% | 1.69% |
Monthly Returns
The table below presents the monthly returns of LD 2024Port weighted R2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.92% | 11.91% | 6.11% | -3.41% | 3.84% | 4.11% | -0.07% | -0.16% | 31.66% | ||||
| 2023 | 6.24% | -0.08% | 5.06% | 1.31% | 10.10% | 6.16% | 4.87% | -0.18% | -4.36% | -2.09% | 7.69% | 5.24% | 46.72% |
| 2022 | -6.24% | -0.55% | 3.38% | -7.81% | 2.26% | -8.31% | 10.16% | -3.09% | -8.55% | 7.16% | 7.43% | -5.43% | -11.43% |
| 2021 | 1.82% | 3.16% | 3.29% | 4.10% | 0.88% | 3.50% | 1.58% | 2.92% | -4.04% | 6.29% | 1.49% | 3.62% | 32.23% |
| 2020 | 1.61% | -6.01% | -8.64% | 12.04% | 5.17% | 3.49% | 4.63% | 5.73% | -2.84% | -2.02% | 10.25% | 4.31% | 28.87% |
| 2019 | 6.86% | 3.89% | 3.79% | 2.92% | -7.63% | 5.85% | 1.08% | -1.33% | 1.47% | 2.81% | 3.30% | 3.60% | 29.13% |
| 2018 | 6.43% | -3.57% | -2.04% | 0.64% | 5.36% | 0.23% | 2.81% | 3.47% | 0.74% | -9.36% | 2.23% | -6.67% | -0.99% |
| 2017 | 2.29% | 2.43% | 1.03% | 0.78% | 3.65% | -0.21% | 2.61% | 0.18% | 0.86% | 3.60% | 3.16% | -0.02% | 22.23% |
| 2016 | -3.46% | -0.03% | 6.36% | -0.62% | 3.94% | 0.38% | 3.90% | 0.78% | 1.78% | -1.55% | 3.75% | 3.16% | 19.51% |
| 2015 | 0.18% | 6.01% | -1.87% | 0.73% | 3.08% | -2.48% | 2.82% | -2.95% | -0.52% | 7.48% | 1.46% | 0.34% | 14.62% |
| 2014 | -0.75% | 2.70% | 2.84% | -1.70% | 4.08% | -0.12% | 1.36% | 3.19% | -0.51% | 11.47% |
Expense Ratio
LD 2024Port weighted R2 has an expense ratio of 0.07%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of LD 2024Port weighted R2 is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 7.46 |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.10 | 2.86 | 1.37 | 2.35 | 11.44 |
SCHX Schwab U.S. Large-Cap ETF | 2.19 | 2.94 | 1.39 | 2.15 | 12.86 |
SMCI Super Micro Computer, Inc. | 0.78 | 1.72 | 1.23 | 1.13 | 2.67 |
LLY Eli Lilly and Company | 1.93 | 2.69 | 1.35 | 3.12 | 11.47 |
AVGO Broadcom Inc. | 2.06 | 2.68 | 1.35 | 3.71 | 11.49 |
MSFT Microsoft Corporation | 1.62 | 2.14 | 1.28 | 2.07 | 6.33 |
NVDA NVIDIA Corporation | 3.10 | 3.40 | 1.43 | 5.94 | 18.70 |
AMZN Amazon.com, Inc. | 1.24 | 1.78 | 1.23 | 0.99 | 6.11 |
GOOG Alphabet Inc. | 0.57 | 0.91 | 1.13 | 0.72 | 2.11 |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 1.38 | 1.97 | 1.23 | 1.10 | 6.91 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.35 | 6.09 | 1.78 | 2.72 | 35.41 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 14.83 | 55.33 | 13.77 | 88.91 | 735.58 |
Dividends
Dividend yield
LD 2024Port weighted R2 granted a 1.66% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LD 2024Port weighted R2 | 1.66% | 1.72% | 2.03% | 1.43% | 1.39% | 1.64% | 1.73% | 1.37% | 1.42% | 1.30% | 1.28% | 1.10% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.69% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% | 1.62% | 0.46% |
SCHX Schwab U.S. Large-Cap ETF | 1.23% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
SMCI Super Micro Computer, 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% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AVGO Broadcom Inc. | 1.59% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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% |
GOOG Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 1.00% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% | 0.66% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.43% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.39% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the LD 2024Port weighted R2. 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 LD 2024Port weighted R2 was 27.66%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current LD 2024Port weighted R2 drawdown is 4.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -19.39% | Dec 28, 2021 | 202 | Oct 14, 2022 | 139 | May 5, 2023 | 341 |
| -18.38% | Oct 2, 2018 | 58 | Dec 24, 2018 | 66 | Apr 1, 2019 | 124 |
| -10.58% | Dec 7, 2015 | 46 | Feb 11, 2016 | 31 | Mar 29, 2016 | 77 |
| -10.4% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current LD 2024Port weighted R2 volatility is 4.61%, 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.
Diversification
Asset Correlations Table
| USFR | VTIP | LLY | SMCI | AMZN | NVDA | AVGO | GOOG | MSFT | SCHD | IVOG | FNDX | SCHX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USFR | 1.00 | 0.00 | 0.03 | -0.01 | 0.01 | 0.00 | 0.01 | 0.03 | 0.02 | 0.00 | 0.02 | 0.02 | 0.01 |
| VTIP | 0.00 | 1.00 | 0.03 | 0.03 | 0.05 | 0.01 | 0.03 | 0.06 | 0.05 | 0.07 | 0.08 | 0.09 | 0.08 |
| LLY | 0.03 | 0.03 | 1.00 | 0.20 | 0.25 | 0.23 | 0.25 | 0.29 | 0.33 | 0.37 | 0.32 | 0.36 | 0.40 |
| SMCI | -0.01 | 0.03 | 0.20 | 1.00 | 0.28 | 0.40 | 0.39 | 0.30 | 0.33 | 0.40 | 0.47 | 0.45 | 0.46 |
| AMZN | 0.01 | 0.05 | 0.25 | 0.28 | 1.00 | 0.54 | 0.47 | 0.67 | 0.64 | 0.41 | 0.52 | 0.48 | 0.64 |
| NVDA | 0.00 | 0.01 | 0.23 | 0.40 | 0.54 | 1.00 | 0.61 | 0.52 | 0.58 | 0.43 | 0.55 | 0.49 | 0.63 |
| AVGO | 0.01 | 0.03 | 0.25 | 0.39 | 0.47 | 0.61 | 1.00 | 0.48 | 0.54 | 0.52 | 0.59 | 0.56 | 0.66 |
| GOOG | 0.03 | 0.06 | 0.29 | 0.30 | 0.67 | 0.52 | 0.48 | 1.00 | 0.69 | 0.50 | 0.55 | 0.57 | 0.70 |
| MSFT | 0.02 | 0.05 | 0.33 | 0.33 | 0.64 | 0.58 | 0.54 | 0.69 | 1.00 | 0.54 | 0.58 | 0.59 | 0.74 |
| SCHD | 0.00 | 0.07 | 0.37 | 0.40 | 0.41 | 0.43 | 0.52 | 0.50 | 0.54 | 1.00 | 0.79 | 0.93 | 0.84 |
| IVOG | 0.02 | 0.08 | 0.32 | 0.47 | 0.52 | 0.55 | 0.59 | 0.55 | 0.58 | 0.79 | 1.00 | 0.86 | 0.88 |
| FNDX | 0.02 | 0.09 | 0.36 | 0.45 | 0.48 | 0.49 | 0.56 | 0.57 | 0.59 | 0.93 | 0.86 | 1.00 | 0.92 |
| SCHX | 0.01 | 0.08 | 0.40 | 0.46 | 0.64 | 0.63 | 0.66 | 0.70 | 0.74 | 0.84 | 0.88 | 0.92 | 1.00 |