b24
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in b24, 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 Sep 9, 2010, corresponding to the inception date of VOOV
Returns By Period
As of Nov 13, 2024, the b24 returned 26.35% Year-To-Date and 16.88% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| b24 | 26.35% | 2.79% | 14.87% | 38.30% | 19.55% | 16.88% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 23.33% | 2.31% | 13.75% | 33.30% | 23.47% | 20.55% |
VOOV Vanguard S&P 500 Value ETF | 17.56% | 1.31% | 10.13% | 30.11% | 12.37% | 10.61% |
TECL Direxion Daily Technology Bull 3X Shares | 46.22% | 4.92% | 25.18% | 80.70% | 37.40% | 39.81% |
VOO Vanguard S&P 500 ETF | 26.88% | 3.01% | 14.84% | 37.59% | 15.93% | 13.41% |
IVV iShares Core S&P 500 ETF | 26.84% | 2.99% | 14.82% | 37.57% | 15.93% | 13.40% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.98% | 5.30% | 2.62% | -5.18% | 6.06% | 5.25% | -0.39% | 1.86% | 2.32% | -1.42% | 26.35% | ||
| 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% |
| 2013 | 4.38% | 1.22% | 3.62% | 2.03% | 2.80% | -2.21% | 5.21% | -2.66% | 3.27% | 5.19% | 3.34% | 3.23% | 33.26% |
Expense Ratio
b24 has an expense ratio of 0.11%, 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 rank of b24 is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.50 | 2.02 | 1.27 | 1.92 | 6.63 |
VOOV Vanguard S&P 500 Value ETF | 2.91 | 4.14 | 1.53 | 5.60 | 18.03 |
TECL Direxion Daily Technology Bull 3X Shares | 1.21 | 1.73 | 1.23 | 1.71 | 4.74 |
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
IVV iShares Core S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.45 | 20.15 |
Dividends
Dividend yield
b24 provided a 1.10% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.10% | 1.24% | 1.48% | 1.08% | 1.42% | 1.68% | 1.97% | 1.61% | 1.86% | 2.00% | 1.73% | 1.71% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
VOOV Vanguard S&P 500 Value ETF | 1.92% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
TECL Direxion Daily Technology Bull 3X Shares | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
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 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 0.35%.
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 |
| -22.36% | 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 |
| -13.77% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
Volatility
Volatility Chart
The current b24 volatility is 4.94%, 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
| VOOV | TECL | XLK | IVV | VOO | |
|---|---|---|---|---|---|
| VOOV | 1.00 | 0.69 | 0.69 | 0.89 | 0.89 |
| TECL | 0.69 | 1.00 | 1.00 | 0.88 | 0.88 |
| XLK | 0.69 | 1.00 | 1.00 | 0.89 | 0.89 |
| IVV | 0.89 | 0.88 | 0.89 | 1.00 | 1.00 |
| VOO | 0.89 | 0.88 | 0.89 | 1.00 | 1.00 |