2024 Static Projection
2024 Static Projection
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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
The earliest data available for this chart is Aug 15, 2018, corresponding to the inception date of AAAU
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
2024 Static Projection | 26.18% | 4.56% | 10.50% | 36.29% | 38.57% | N/A |
Portfolio components: | ||||||
AAAU Goldman Sachs Physical Gold ETF | 20.70% | 4.36% | 15.40% | 29.86% | 10.44% | N/A |
AMZN Amazon.com, Inc. | 14.08% | 7.04% | -1.97% | 28.05% | 13.63% | 25.96% |
TSLA Tesla, Inc. | -11.70% | 9.36% | 22.82% | -12.90% | 70.94% | 28.13% |
GOOG Alphabet Inc. | 12.11% | -1.70% | 16.82% | 16.71% | 21.34% | 18.42% |
MSFT Microsoft Corporation | 9.33% | 2.51% | 0.30% | 23.76% | 25.30% | 26.47% |
VOO Vanguard S&P 500 ETF | 16.70% | 5.49% | 7.71% | 25.30% | 14.98% | 12.69% |
NVDA NVIDIA Corporation | 114.50% | 1.88% | 14.62% | 125.73% | 89.03% | 71.87% |
META Meta Platforms, Inc. | 45.16% | 3.77% | 0.21% | 71.74% | 22.42% | 20.91% |
AAPL Apple Inc | 15.14% | 6.70% | 31.01% | 21.36% | 33.88% | 26.02% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.24% | 10.68% | 2.98% | -1.60% | 6.37% | 7.84% | 0.23% | -0.73% | 26.18% | ||||
2023 | 19.31% | 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% |
2021 | 1.61% | -1.46% | 1.90% | 9.38% | -1.43% | 7.37% | 2.05% | 6.18% | -5.01% | 13.34% | 4.44% | -1.78% | 41.36% |
2020 | 11.57% | -2.17% | -8.82% | 21.38% | 6.35% | 9.99% | 12.71% | 22.89% | -8.54% | -2.53% | 11.32% | 6.01% | 105.92% |
2019 | 7.55% | 1.65% | 3.96% | 3.07% | -10.42% | 9.31% | 3.66% | -2.04% | 1.50% | 9.06% | 4.15% | 7.99% | 45.01% |
2018 | 1.77% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2024 Static Projection is 50, 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 | |
---|---|---|---|---|---|
AAAU Goldman Sachs Physical Gold ETF | 1.99 | 2.82 | 1.35 | 2.30 | 11.79 |
AMZN Amazon.com, Inc. | 0.89 | 1.38 | 1.18 | 0.71 | 3.90 |
TSLA Tesla, Inc. | -0.19 | 0.10 | 1.01 | -0.16 | -0.40 |
GOOG Alphabet Inc. | 0.56 | 0.90 | 1.13 | 0.85 | 2.35 |
MSFT Microsoft Corporation | 1.27 | 1.74 | 1.22 | 1.64 | 5.21 |
VOO Vanguard S&P 500 ETF | 1.90 | 2.60 | 1.34 | 2.06 | 9.25 |
NVDA NVIDIA Corporation | 2.33 | 2.84 | 1.36 | 4.40 | 13.83 |
META Meta Platforms, Inc. | 2.00 | 2.87 | 1.38 | 2.99 | 12.11 |
AAPL Apple Inc | 0.76 | 1.23 | 1.15 | 1.03 | 2.26 |
Dividends
Dividend yield
2024 Static Projection granted a 0.29% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 Static Projection | 0.29% | 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. | 0.13% | 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 | 0.73% | 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 | 1.31% | 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
META Meta Platforms, Inc. | 0.20% | 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.
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 11.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-44.56% | Nov 22, 2021 | 277 | Dec 28, 2022 | 134 | Jul 13, 2023 | 411 |
-33.56% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
-22.95% | Aug 30, 2018 | 80 | Dec 24, 2018 | 138 | Jul 15, 2019 | 218 |
-16.2% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-14.57% | Sep 2, 2020 | 15 | Sep 23, 2020 | 46 | Nov 27, 2020 | 61 |
Volatility
Volatility Chart
The current 2024 Static Projection volatility is 7.08%, 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
AAAU | TSLA | META | NVDA | AAPL | AMZN | GOOG | MSFT | VOO | |
---|---|---|---|---|---|---|---|---|---|
AAAU | 1.00 | 0.03 | 0.07 | 0.03 | 0.04 | 0.07 | 0.08 | 0.04 | 0.07 |
TSLA | 0.03 | 1.00 | 0.36 | 0.46 | 0.46 | 0.42 | 0.39 | 0.41 | 0.49 |
META | 0.07 | 0.36 | 1.00 | 0.57 | 0.55 | 0.63 | 0.67 | 0.63 | 0.65 |
NVDA | 0.03 | 0.46 | 0.57 | 1.00 | 0.59 | 0.61 | 0.58 | 0.65 | 0.68 |
AAPL | 0.04 | 0.46 | 0.55 | 0.59 | 1.00 | 0.63 | 0.65 | 0.69 | 0.74 |
AMZN | 0.07 | 0.42 | 0.63 | 0.61 | 0.63 | 1.00 | 0.69 | 0.70 | 0.68 |
GOOG | 0.08 | 0.39 | 0.67 | 0.58 | 0.65 | 0.69 | 1.00 | 0.73 | 0.73 |
MSFT | 0.04 | 0.41 | 0.63 | 0.65 | 0.69 | 0.70 | 0.73 | 1.00 | 0.77 |
VOO | 0.07 | 0.49 | 0.65 | 0.68 | 0.74 | 0.68 | 0.73 | 0.77 | 1.00 |