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2024 Static Projection
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

2024 Static Projection

Last updated Nov 13, 2024

2024 Static Projection

Asset Allocation

AAAU 7.94%AMZN 15.63%TSLA 14.11%GOOG 12.48%MSFT 11.34%VOO 11.24%NVDA 11.16%META 10.39%AAPL 5.71%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
AAAU
Goldman Sachs Physical Gold ETF		Precious Metals, Gold
7.94%
AAPL
Apple Inc		Technology
5.71%
AMZN
Amazon.com, Inc.		Consumer Cyclical
15.63%
GOOG
Alphabet Inc.		Communication Services
12.48%
META
Meta Platforms, Inc.		Communication Services
10.39%
MSFT
Microsoft Corporation		Technology
11.34%
NVDA
NVIDIA Corporation		Technology
11.16%
TSLA
Tesla, Inc.		Consumer Cyclical
14.11%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
11.24%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2024 Static 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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
25.92%
12.76%
2024 Static Projection
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 15, 2018, corresponding to the inception date of AAAU

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
2024 Static Projection51.14%9.90%25.92%56.78%40.29%N/A
Portfolio components:
AAAU
Goldman Sachs Physical Gold ETF		24.57%-3.01%7.70%30.85%11.73%N/A
AMZN
Amazon.com, Inc.		40.91%14.16%15.11%46.84%19.81%29.37%
TSLA
Tesla, Inc.		32.90%50.68%89.80%39.10%69.97%34.42%
GOOG
Alphabet Inc.		28.39%8.50%4.06%33.60%22.15%20.93%
MSFT
Microsoft Corporation		13.69%1.45%0.68%15.70%24.40%25.99%
VOO
Vanguard S&P 500 ETF		26.94%2.23%13.51%35.06%15.77%13.41%
NVDA
NVIDIA Corporation		195.43%5.94%54.60%194.66%96.24%77.64%
META
Meta Platforms, Inc.		64.35%-1.76%20.68%72.98%24.51%22.80%
AAPL
Apple Inc		17.50%-2.56%18.93%20.69%28.54%24.42%

Monthly Returns

The table below presents the monthly returns of 2024 Static Projection, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.24%10.68%2.98%-1.60%6.37%7.84%0.23%-0.73%6.62%0.16%51.14%
202319.31%4.47%11.19%0.31%13.15%8.52%4.75%-0.43%-5.26%-2.23%10.69%3.80%89.49%
2022-8.22%-4.64%7.53%-16.04%-3.46%-9.60%14.63%-6.27%-10.61%-4.34%5.94%-10.89%-40.19%
20211.61%-1.46%1.90%9.38%-1.43%7.37%2.05%6.18%-5.01%13.34%4.44%-1.78%41.36%
202011.57%-2.17%-8.82%21.38%6.35%9.99%12.71%22.89%-8.54%-2.53%11.32%6.01%105.92%
20197.55%1.65%3.96%3.07%-10.42%9.31%3.66%-2.04%1.50%9.06%4.15%7.99%45.01%
20181.77%-2.52%-6.38%-1.61%-7.39%-15.37%

Expense Ratio

2024 Static Projection has an expense ratio of 0.02%, 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.

AAAU
Goldman Sachs Physical Gold ETF
Expense ratio chart for AAAU: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2024 Static Projection is 54, 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.

The Risk-Adjusted Performance Rank of 2024 Static Projection is 5454
Combined Rank
The Sharpe Ratio Rank of 2024 Static Projection is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of 2024 Static Projection is 5252Sortino Ratio Rank
The Omega Ratio Rank of 2024 Static Projection is 5555Omega Ratio Rank
The Calmar Ratio Rank of 2024 Static Projection is 6262Calmar Ratio Rank
The Martin Ratio Rank of 2024 Static Projection is 3636Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

2024 Static Projection
Sharpe ratio
The chart of Sharpe ratio for 2024 Static Projection, currently valued at 2.81, compared to the broader market0.002.004.006.002.81
Sortino ratio
The chart of Sortino ratio for 2024 Static Projection, currently valued at 3.53, compared to the broader market-2.000.002.004.006.003.53
Omega ratio
The chart of Omega ratio for 2024 Static Projection, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.802.001.48
Calmar ratio
The chart of Calmar ratio for 2024 Static Projection, currently valued at 3.72, compared to the broader market0.005.0010.0015.003.72
Martin ratio
The chart of Martin ratio for 2024 Static Projection, currently valued at 12.90, compared to the broader market0.0010.0020.0030.0040.0050.0060.0012.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAAU
Goldman Sachs Physical Gold ETF		2.172.901.384.1413.73
AMZN
Amazon.com, Inc.		1.862.541.332.148.53
TSLA
Tesla, Inc.		0.781.551.190.732.08
GOOG
Alphabet Inc.		1.351.871.251.594.04
MSFT
Microsoft Corporation		0.861.211.161.092.65
VOO
Vanguard S&P 500 ETF		3.084.091.584.4620.36
NVDA
NVIDIA Corporation		3.883.901.507.4323.42
META
Meta Platforms, Inc.		2.133.041.424.1612.93
AAPL
Apple Inc		1.001.561.191.353.17

Sharpe Ratio

The current 2024 Static Projection Sharpe ratio is 2.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.06 to 2.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 2024 Static Projection with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.81
2.91
2024 Static Projection
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2024 Static Projection provided a 0.30% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.30%0.28%0.36%0.25%0.33%0.44%0.58%0.53%0.66%0.74%0.77%0.84%
Portfolio components:
AAAU
Goldman Sachs Physical Gold ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
TSLA
Tesla, 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.		0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
META
Meta Platforms, Inc.		0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc		0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.46%
-0.27%
2024 Static Projection
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2024 Static 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 Static Projection was 44.56%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.

The current 2024 Static Projection drawdown is 0.50%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.56%Nov 22, 2021277Dec 28, 2022134Jul 13, 2023411
-33.56%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-22.95%Aug 30, 201880Dec 24, 2018138Jul 15, 2019218
-16.2%Jul 11, 202420Aug 7, 202458Oct 29, 202478
-14.57%Sep 2, 202015Sep 23, 202046Nov 27, 202061

Volatility

Volatility Chart

The current 2024 Static Projection volatility is 6.89%, 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%JuneJulyAugustSeptemberOctoberNovember
6.89%
3.75%
2024 Static Projection
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
AAAUTSLAMETANVDAAAPLAMZNGOOGMSFTVOO
AAAU1.000.030.080.040.040.080.080.040.08
TSLA0.031.000.360.450.450.420.390.410.49
META0.080.361.000.570.550.620.670.630.64
NVDA0.040.450.571.000.580.600.570.640.67
AAPL0.040.450.550.581.000.620.640.690.73
AMZN0.080.420.620.600.621.000.680.700.67
GOOG0.080.390.670.570.640.681.000.730.72
MSFT0.040.410.630.640.690.700.731.000.77
VOO0.080.490.640.670.730.670.720.771.00
The correlation results are calculated based on daily price changes starting from Aug 16, 2018