b24 v4
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 7% |
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 35% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 10% |
TECL Direxion Daily Technology Bull 3X Shares | Leveraged Equities, Leveraged | 3% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 16, 2025, the b24 v4 returned 2.59% Year-To-Date and 16.54% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| b24 v4 | 2.92% | 16.01% | 3.90% | 14.12% | 20.64% | 16.60% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 1.20% | 21.13% | 3.05% | 11.42% | 21.30% | 19.90% |
VOO Vanguard S&P 500 ETF | 1.73% | 13.04% | 2.12% | 13.91% | 17.57% | 12.85% |
IVV iShares Core S&P 500 ETF | 1.74% | 13.05% | 2.10% | 13.91% | 17.55% | 12.83% |
SMH VanEck Vectors Semiconductor ETF | 1.75% | 26.79% | 3.15% | 6.59% | 31.28% | 25.43% |
TECL Direxion Daily Technology Bull 3X Shares | -15.77% | 72.19% | -13.74% | -6.95% | 35.59% | 34.98% |
GLD SPDR Gold Trust | 21.52% | -4.30% | 24.37% | 33.73% | 12.44% | 9.79% |
Monthly Returns
The table below presents the monthly returns of b24 v4, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.87% | -1.76% | -5.82% | 0.09% | 9.09% | 2.92% | |||||||
| 2024 | 2.21% | 5.94% | 3.38% | -4.38% | 6.30% | 5.21% | -0.52% | 1.57% | 2.43% | -0.94% | 4.78% | -1.64% | 26.48% |
| 2023 | 8.53% | -1.69% | 7.16% | 0.33% | 4.31% | 6.12% | 3.38% | -1.86% | -5.77% | -1.26% | 11.01% | 5.07% | 39.84% |
| 2022 | -6.34% | -2.94% | 3.22% | -10.05% | 0.25% | -9.28% | 10.94% | -5.62% | -10.62% | 7.07% | 7.59% | -6.75% | -22.84% |
| 2021 | -0.75% | 2.25% | 3.25% | 4.91% | 0.85% | 3.40% | 2.79% | 3.13% | -5.31% | 7.37% | 2.01% | 4.05% | 31.12% |
| 2020 | 1.17% | -7.61% | -11.35% | 13.44% | 5.76% | 4.25% | 6.79% | 8.35% | -4.45% | -3.01% | 11.37% | 4.92% | 29.85% |
| 2019 | 7.98% | 4.70% | 2.79% | 5.17% | -7.88% | 8.53% | 2.50% | -1.22% | 1.76% | 3.29% | 3.99% | 4.16% | 40.86% |
| 2018 | 6.56% | -2.61% | -2.82% | -0.57% | 4.35% | -0.37% | 2.94% | 4.02% | 0.02% | -7.53% | 0.92% | -7.97% | -4.11% |
| 2017 | 2.86% | 4.19% | 1.13% | 1.29% | 2.77% | -1.14% | 3.18% | 1.63% | 1.73% | 4.16% | 2.11% | 0.92% | 27.71% |
| 2016 | -4.38% | 0.71% | 7.34% | -1.34% | 2.72% | 0.39% | 5.60% | 0.67% | 1.20% | -1.67% | 2.08% | 1.96% | 15.78% |
| 2015 | -2.49% | 5.96% | -2.41% | 1.38% | 2.11% | -3.41% | 1.21% | -5.64% | -1.98% | 9.27% | 0.31% | -1.97% | 1.40% |
| 2014 | -2.92% | 5.01% | 0.88% | 0.32% | 2.63% | 2.91% | -0.76% | 3.97% | -1.53% | 1.71% | 3.85% | -0.84% | 15.96% |
Expense Ratio
b24 v4 has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of b24 v4 is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.38 | 0.82 | 1.11 | 0.53 | 1.65 |
VOO Vanguard S&P 500 ETF | 0.72 | 1.20 | 1.18 | 0.81 | 3.09 |
IVV iShares Core S&P 500 ETF | 0.72 | 1.19 | 1.18 | 0.80 | 3.08 |
SMH VanEck Vectors Semiconductor ETF | 0.15 | 0.59 | 1.08 | 0.25 | 0.59 |
TECL Direxion Daily Technology Bull 3X Shares | -0.08 | 0.60 | 1.08 | -0.03 | -0.06 |
GLD SPDR Gold Trust | 1.90 | 2.66 | 1.34 | 4.30 | 11.04 |
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Dividends
Dividend yield
b24 v4 provided a 0.96% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.96% | 0.95% | 1.09% | 1.34% | 0.92% | 1.20% | 1.56% | 1.81% | 1.48% | 1.64% | 1.89% | 1.57% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.66% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
IVV iShares Core S&P 500 ETF | 1.30% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
TECL Direxion Daily Technology Bull 3X Shares | 0.47% | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the b24 v4. 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 v4 was 32.58%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current b24 v4 drawdown is 2.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.58% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -29.73% | Dec 28, 2021 | 202 | Oct 14, 2022 | 188 | Jul 18, 2023 | 390 |
| -21.41% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -20.04% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -17.31% | May 2, 2011 | 108 | Oct 3, 2011 | 76 | Jan 23, 2012 | 184 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.15, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | SMH | TECL | XLK | IVV | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.04 | 0.77 | 0.89 | 0.89 | 1.00 | 1.00 | 0.97 |
| GLD | 0.04 | 1.00 | 0.02 | 0.02 | 0.02 | 0.04 | 0.04 | 0.09 |
| SMH | 0.77 | 0.02 | 1.00 | 0.85 | 0.85 | 0.77 | 0.77 | 0.87 |
| TECL | 0.89 | 0.02 | 0.85 | 1.00 | 1.00 | 0.89 | 0.89 | 0.96 |
| XLK | 0.89 | 0.02 | 0.85 | 1.00 | 1.00 | 0.89 | 0.89 | 0.96 |
| IVV | 1.00 | 0.04 | 0.77 | 0.89 | 0.89 | 1.00 | 1.00 | 0.97 |
| VOO | 1.00 | 0.04 | 0.77 | 0.89 | 0.89 | 1.00 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.09 | 0.87 | 0.96 | 0.96 | 0.97 | 0.97 | 1.00 |