b24 v4
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in b24 v4, 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 b24 v4 returned 28.64% Year-To-Date and 17.30% 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% |
| b24 v4 | 28.64% | 2.07% | 14.39% | 40.44% | 20.34% | 17.30% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 23.33% | 2.31% | 13.75% | 33.30% | 23.47% | 20.55% |
VOO Vanguard S&P 500 ETF | 26.88% | 3.01% | 14.84% | 37.59% | 15.93% | 13.41% |
IVV iShares Core S&P 500 ETF | 26.84% | 2.99% | 14.82% | 37.57% | 15.93% | 13.40% |
SMH VanEck Vectors Semiconductor ETF | 44.03% | -1.88% | 10.91% | 62.09% | 33.67% | 28.85% |
TECL Direxion Daily Technology Bull 3X Shares | 46.22% | 4.92% | 25.18% | 80.70% | 37.40% | 39.81% |
GLD SPDR Gold Trust | 25.57% | -2.21% | 10.07% | 32.98% | 11.66% | 7.71% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.21% | 5.94% | 3.38% | -4.38% | 6.30% | 5.21% | -0.52% | 1.57% | 2.43% | -0.94% | 28.64% | ||
| 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% | -6.63% | -22.75% |
| 2021 | -0.75% | 2.25% | 3.25% | 4.91% | 0.85% | 3.40% | 2.79% | 3.13% | -5.31% | 7.37% | 2.01% | 4.11% | 31.20% |
| 2020 | 1.17% | -7.61% | -11.35% | 13.44% | 5.76% | 4.25% | 6.79% | 8.35% | -4.45% | -3.01% | 11.37% | 5.00% | 29.96% |
| 2019 | 7.98% | 4.70% | 2.79% | 5.17% | -7.88% | 8.53% | 2.50% | -1.22% | 1.76% | 3.29% | 3.99% | 4.69% | 41.58% |
| 2018 | 6.56% | -2.61% | -2.82% | -0.57% | 4.35% | -0.37% | 2.94% | 4.02% | 0.02% | -7.53% | 0.92% | -7.80% | -3.92% |
| 2017 | 2.86% | 4.19% | 1.13% | 1.29% | 2.77% | -1.14% | 3.18% | 1.63% | 1.73% | 4.16% | 2.11% | 1.07% | 27.89% |
| 2016 | -4.38% | 0.71% | 7.34% | -1.34% | 2.72% | 0.39% | 5.60% | 0.67% | 1.19% | -1.67% | 2.08% | 2.05% | 15.88% |
| 2015 | -2.49% | 5.96% | -2.41% | 1.38% | 2.11% | -3.41% | 1.21% | -5.64% | -1.98% | 9.27% | 0.31% | -1.74% | 1.63% |
| 2014 | -2.92% | 5.01% | 0.88% | 0.32% | 2.63% | 2.91% | -0.76% | 3.97% | -1.53% | 1.71% | 3.85% | -0.72% | 16.10% |
| 2013 | 4.16% | 0.93% | 3.13% | 1.59% | 2.20% | -2.57% | 5.06% | -2.13% | 3.03% | 4.49% | 2.35% | 3.02% | 28.01% |
Expense Ratio
b24 v4 has an expense ratio of 0.14%, 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 b24 v4 is 42, 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.50 | 2.02 | 1.27 | 1.92 | 6.63 |
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
IVV iShares Core S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.45 | 20.15 |
SMH VanEck Vectors Semiconductor ETF | 1.78 | 2.29 | 1.30 | 2.46 | 6.77 |
TECL Direxion Daily Technology Bull 3X Shares | 1.21 | 1.73 | 1.23 | 1.71 | 4.74 |
GLD SPDR Gold Trust | 2.29 | 3.03 | 1.40 | 4.89 | 14.85 |
Dividends
Dividend yield
b24 v4 provided a 0.92% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.92% | 1.09% | 1.46% | 0.97% | 1.27% | 2.01% | 2.00% | 1.62% | 1.72% | 2.10% | 1.68% | 1.74% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
TECL Direxion Daily Technology Bull 3X Shares | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 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.
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 0.77%.
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 |
| -19.89% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -17.33% | May 2, 2011 | 108 | Oct 3, 2011 | 76 | Jan 23, 2012 | 184 |
| -13.52% | May 28, 2015 | 63 | Aug 25, 2015 | 149 | Mar 30, 2016 | 212 |
Volatility
Volatility Chart
The current b24 v4 volatility is 4.85%, 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
| GLD | SMH | IVV | VOO | TECL | XLK | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.02 | 0.04 | 0.04 | 0.03 | 0.03 |
| SMH | 0.02 | 1.00 | 0.76 | 0.76 | 0.84 | 0.84 |
| IVV | 0.04 | 0.76 | 1.00 | 1.00 | 0.88 | 0.89 |
| VOO | 0.04 | 0.76 | 1.00 | 1.00 | 0.88 | 0.89 |
| TECL | 0.03 | 0.84 | 0.88 | 0.88 | 1.00 | 1.00 |
| XLK | 0.03 | 0.84 | 0.89 | 0.89 | 1.00 | 1.00 |