b24
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 40% |
TECL Direxion Daily Technology Bull 3X Shares | Leveraged Equities, Leveraged | 5% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 22% |
VOOV Vanguard S&P 500 Value ETF | Large Cap Value Equities | 8% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOV
Returns By Period
As of May 16, 2025, the b24 returned 0.58% Year-To-Date and 16.06% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| b24 | 1.10% | 17.09% | 1.61% | 12.22% | 20.18% | 16.14% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 1.20% | 21.13% | 3.05% | 11.42% | 21.30% | 19.90% |
VOOV Vanguard S&P 500 Value ETF | 0.78% | 8.28% | -3.11% | 5.06% | 15.93% | 9.72% |
TECL Direxion Daily Technology Bull 3X Shares | -15.77% | 72.19% | -13.74% | -6.95% | 35.59% | 34.98% |
VOO Vanguard S&P 500 ETF | 1.73% | 13.04% | 2.12% | 13.91% | 17.57% | 12.85% |
IVV iShares Core S&P 500 ETF | 1.74% | 13.05% | 2.10% | 13.91% | 17.55% | 12.83% |
Monthly Returns
The table below presents the monthly returns of b24, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.48% | -1.72% | -6.87% | -0.63% | 9.54% | 1.10% | |||||||
| 2024 | 1.98% | 5.30% | 2.62% | -5.18% | 6.06% | 5.25% | -0.39% | 1.86% | 2.32% | -1.42% | 6.13% | -2.26% | 23.84% |
| 2023 | 8.15% | -1.72% | 7.06% | 1.00% | 3.65% | 7.04% | 3.27% | -1.97% | -5.89% | -1.58% | 11.76% | 5.03% | 40.37% |
| 2022 | -6.15% | -3.82% | 3.70% | -10.19% | -0.09% | -9.29% | 11.65% | -5.51% | -11.18% | 8.84% | 6.23% | -7.27% | -23.45% |
| 2021 | -1.17% | 2.67% | 3.99% | 5.66% | 0.13% | 4.18% | 3.12% | 3.44% | -5.59% | 8.02% | 1.16% | 4.64% | 33.93% |
| 2020 | 1.33% | -8.93% | -13.05% | 14.04% | 6.20% | 4.01% | 6.19% | 9.73% | -5.13% | -3.78% | 12.30% | 4.87% | 26.61% |
| 2019 | 8.27% | 5.08% | 3.27% | 5.42% | -8.11% | 8.53% | 2.41% | -2.00% | 2.10% | 3.07% | 4.78% | 3.90% | 42.01% |
| 2018 | 6.68% | -3.08% | -3.34% | 0.20% | 4.25% | 0.27% | 3.40% | 4.74% | 0.32% | -7.93% | 0.57% | -9.40% | -4.57% |
| 2017 | 2.57% | 4.62% | 0.89% | 1.39% | 2.44% | -0.68% | 3.18% | 1.24% | 1.80% | 4.19% | 2.71% | 1.08% | 28.46% |
| 2016 | -5.05% | -0.30% | 8.27% | -1.61% | 2.97% | -0.34% | 5.42% | 0.63% | 0.83% | -1.54% | 2.81% | 2.37% | 14.69% |
| 2015 | -3.55% | 7.08% | -2.51% | 1.78% | 1.59% | -3.08% | 2.49% | -6.57% | -2.38% | 10.21% | 0.56% | -2.12% | 2.33% |
| 2014 | -3.55% | 4.82% | 0.94% | 0.62% | 3.01% | 2.24% | -0.33% | 4.07% | -1.24% | 2.19% | 3.89% | -1.12% | 16.30% |
Expense Ratio
b24 has an expense ratio of 0.11%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of b24 is 25, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 0.38 | 0.82 | 1.11 | 0.53 | 1.65 |
VOOV Vanguard S&P 500 Value ETF | 0.32 | 0.64 | 1.09 | 0.34 | 1.14 |
TECL Direxion Daily Technology Bull 3X Shares | -0.08 | 0.60 | 1.08 | -0.03 | -0.06 |
VOO Vanguard S&P 500 ETF | 0.72 | 1.20 | 1.18 | 0.81 | 3.09 |
IVV iShares Core S&P 500 ETF | 0.72 | 1.19 | 1.18 | 0.80 | 3.08 |
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Dividends
Dividend yield
b24 provided a 1.16% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.16% | 1.14% | 1.24% | 1.48% | 1.08% | 1.42% | 1.68% | 1.97% | 1.61% | 1.86% | 2.00% | 1.73% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.66% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
VOOV Vanguard S&P 500 Value ETF | 2.13% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% |
TECL Direxion Daily Technology Bull 3X Shares | 0.47% | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
IVV iShares Core S&P 500 ETF | 1.30% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
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 b24. 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 b24 was 36.09%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current b24 drawdown is 3.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.09% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -29.9% | Dec 28, 2021 | 200 | Oct 12, 2022 | 278 | Nov 20, 2023 | 478 |
| -22.72% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -22.36% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -18.97% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
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 5 assets, with an effective number of assets of 3.57, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VOOV | TECL | XLK | IVV | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.89 | 0.89 | 0.89 | 1.00 | 1.00 | 0.98 |
| VOOV | 0.89 | 1.00 | 0.69 | 0.69 | 0.89 | 0.89 | 0.83 |
| TECL | 0.89 | 0.69 | 1.00 | 1.00 | 0.89 | 0.89 | 0.96 |
| XLK | 0.89 | 0.69 | 1.00 | 1.00 | 0.89 | 0.89 | 0.96 |
| IVV | 1.00 | 0.89 | 0.89 | 0.89 | 1.00 | 1.00 | 0.98 |
| VOO | 1.00 | 0.89 | 0.89 | 0.89 | 1.00 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.83 | 0.96 | 0.96 | 0.98 | 0.98 | 1.00 |