2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024, 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 VOO
Returns By Period
As of Nov 13, 2024, the 2024 returned 13.40% Year-To-Date and 8.40% 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% |
| 2024 | 13.40% | 0.20% | 8.25% | 22.64% | 7.54% | 8.40% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.77% | 13.41% |
TLT iShares 20+ Year Treasury Bond ETF | -5.24% | -2.99% | 0.40% | 5.03% | -5.75% | -0.27% |
Monthly Returns
The table below presents the monthly returns of 2024, 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 | 0.07% | 2.30% | 2.35% | -4.98% | 4.18% | 2.87% | 2.14% | 2.28% | 2.11% | -2.74% | 13.40% | ||
| 2023 | 6.83% | -3.44% | 4.16% | 1.09% | -0.91% | 4.06% | 0.96% | -2.21% | -5.96% | -3.49% | 9.47% | 6.20% | 16.65% |
| 2022 | -4.71% | -2.44% | 0.06% | -9.04% | -0.75% | -5.51% | 6.46% | -4.29% | -8.82% | 2.48% | 6.11% | -4.59% | -23.52% |
| 2021 | -2.06% | -0.57% | 0.87% | 4.18% | 0.41% | 3.10% | 2.96% | 1.62% | -3.96% | 5.20% | 0.64% | 1.93% | 14.87% |
| 2020 | 3.03% | -1.99% | -4.01% | 8.14% | 2.29% | 1.23% | 5.31% | 2.26% | -2.14% | -2.88% | 7.29% | 1.87% | 21.43% |
| 2019 | 4.91% | 1.48% | 3.26% | 1.63% | -1.28% | 4.48% | 0.98% | 3.38% | 0.00% | 0.87% | 2.05% | 0.58% | 24.56% |
| 2018 | 2.04% | -3.47% | -0.44% | -0.62% | 2.25% | 0.71% | 1.57% | 2.48% | -0.74% | -5.28% | 1.85% | -2.81% | -2.77% |
| 2017 | 1.39% | 2.96% | -0.17% | 1.25% | 1.60% | 0.70% | 0.98% | 1.52% | 0.30% | 1.38% | 2.15% | 1.49% | 16.66% |
| 2016 | -0.68% | 1.20% | 3.81% | -0.09% | 1.38% | 2.97% | 3.05% | -0.33% | -0.59% | -2.82% | -0.93% | 1.18% | 8.26% |
| 2015 | 2.24% | 0.51% | -0.50% | -0.78% | -0.17% | -2.78% | 3.12% | -3.94% | -0.54% | 4.96% | -0.06% | -1.16% | 0.56% |
| 2014 | 0.38% | 2.86% | 0.83% | 1.27% | 2.56% | 1.15% | -0.56% | 4.28% | -1.68% | 2.57% | 2.84% | 1.11% | 18.94% |
| 2013 | 1.90% | 1.29% | 2.09% | 3.13% | -1.35% | -2.15% | 2.26% | -2.41% | 2.33% | 3.25% | 0.75% | 0.89% | 12.42% |
Expense Ratio
2024 has an expense ratio of 0.08%, 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 is 43, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
TLT iShares 20+ Year Treasury Bond ETF | 0.48 | 0.77 | 1.09 | 0.16 | 1.18 |
Dividends
Dividend yield
2024 provided a 2.36% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.36% | 2.23% | 2.08% | 1.35% | 1.53% | 2.04% | 2.29% | 2.04% | 2.25% | 2.31% | 2.18% | 2.41% |
| Portfolio components: | ||||||||||||
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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.06% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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. 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 was 27.74%, occurring on Oct 20, 2022. Recovery took 475 trading sessions.
The current 2024 drawdown is 0.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.74% | Dec 28, 2021 | 206 | Oct 20, 2022 | 475 | Sep 12, 2024 | 681 |
| -17.58% | Feb 21, 2020 | 19 | Mar 18, 2020 | 48 | May 27, 2020 | 67 |
| -10.56% | Aug 30, 2018 | 80 | Dec 24, 2018 | 53 | Mar 13, 2019 | 133 |
| -7.89% | Mar 23, 2015 | 109 | Aug 25, 2015 | 141 | Mar 17, 2016 | 250 |
| -7.7% | Jan 29, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
Volatility
Volatility Chart
The current 2024 volatility is 2.65%, 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
| TLT | VOO | |
|---|---|---|
| TLT | 1.00 | -0.26 |
| VOO | -0.26 | 1.00 |