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2024 Quant. Projection

Last updated Feb 24, 2024

2024 Quantity Projection

Asset Allocation


AAAU 13.29%META 37.9%AMZN 28.31%AAPL 11.34%TSLA 9.17%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
AAAU
Goldman Sachs Physical Gold ETF
Precious Metals, Gold

13.29%

META
Meta Platforms, Inc.
Communication Services

37.90%

AMZN
Amazon.com, Inc.
Consumer Cyclical

28.31%

AAPL
Apple Inc.
Technology

11.34%

TSLA
Tesla, Inc.
Consumer Cyclical

9.17%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Dec 18, 2023BuyTesla, Inc.2.684$253.94
Dec 18, 2023BuyMeta Platforms, Inc.4.4$337.49
Dec 18, 2023BuyAmazon.com, Inc.9.09$150.61
Dec 18, 2023BuyApple Inc.3.49$195.54
Dec 18, 2023BuyGoldman Sachs Physical Gold ETF37.05$20.04

1–5 of 5

Performance

The chart shows the growth of an initial investment of $10,000 in 2024 Quant. Projection, 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


0.00%5.00%10.00%Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
13.29%
7.83%
2024 Quant. Projection
Benchmark (^GSPC)
Portfolio components

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
2024 Quant. Projection11.62%10.52%N/AN/AN/AN/A
TSLA
Tesla, Inc.
-22.74%4.76%-19.54%-5.00%57.81%27.84%
META
Meta Platforms, Inc.
36.89%22.94%69.72%181.65%24.54%21.41%
AMZN
Amazon.com, Inc.
15.17%9.97%31.31%82.62%16.50%25.64%
AAPL
Apple Inc.
-5.08%-5.02%2.45%22.82%34.43%27.28%
AAAU
Goldman Sachs Physical Gold ETF
-1.32%0.85%6.27%11.44%8.72%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.28%
20231.49%

Sharpe Ratio


Chart placeholderNot enough data

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.18%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
2024 Quant. Projection
TSLA
Tesla, Inc.
-0.09
META
Meta Platforms, Inc.
4.90
AMZN
Amazon.com, Inc.
2.71
AAPL
Apple Inc.
1.21
AAAU
Goldman Sachs Physical Gold ETF
0.90

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AAAUTSLAAAPLMETAAMZN
AAAU1.000.290.260.260.16
TSLA0.291.000.250.370.34
AAPL0.260.251.000.390.55
META0.260.370.391.000.62
AMZN0.160.340.550.621.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18
-0.40%
0
2024 Quant. Projection
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2024 Quant. Projection. 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 Quant. Projection was 4.74%, occurring on Jan 4, 2024. Recovery took 13 trading sessions.

The current 2024 Quant. Projection drawdown is 0.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.74%Dec 28, 20235Jan 4, 202413Jan 24, 202418
-2.67%Jan 30, 20242Jan 31, 20242Feb 2, 20244
-2.49%Feb 12, 20242Feb 13, 20242Feb 15, 20244
-1.96%Feb 5, 20242Feb 6, 20243Feb 9, 20245
-1.74%Feb 16, 20242Feb 20, 20242Feb 22, 20244

Volatility Chart

The current 2024 Quant. Projection volatility is 10.33%, 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.


2.00%4.00%6.00%8.00%10.00%Sat 20Mon 22Wed 24Fri 26Jan 28Tue 30FebruarySat 03Mon 05Wed 07Fri 09Feb 11Tue 13Thu 15Sat 17Mon 19Wed 21Fri 23
10.33%
3.90%
2024 Quant. Projection
Benchmark (^GSPC)
Portfolio components
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