2024 - Portfolio | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	10%
FXAIX Fidelity 500 Index Fund	S&P 500	10%
SOXX iShares Semiconductor ETF	Semiconductors, Technology Equities	10%
FSLEX Fidelity Environment and Alternative Energy Fund	Alternative Energy Equities	10%
META Meta Platforms, Inc.	Communication Services	10%
WDC Western Digital Corporation	Technology	10%
GOOGL Alphabet Inc. Class A	Communication Services	10%
AAPL Apple Inc	Technology	10%
FFIDX Fidelity Fund	Large Cap Growth Equities	10%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2024 - Portfolio, 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 Every 3 months.

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Returns By Period

As of Jun 13, 2026, the 2024 - Portfolio returned 38.09% Year-To-Date and 31.88% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2024 - Portfolio	1.30%	2.90%	38.09%	39.06%	99.31%	50.77%	31.72%	31.88%
Portfolio components:
AAPL Apple Inc	-1.52%	-3.03%	7.29%	4.81%	48.78%	17.21%	18.59%	29.36%
FFIDX Fidelity Fund	1.17%	-1.34%	1.42%	2.47%	19.24%	20.25%	12.27%	15.27%
FSLEX Fidelity Environment and Alternative Energy Fund	2.90%	1.27%	13.30%	12.05%	30.90%	21.66%	11.78%	14.20%
FXAIX Fidelity 500 Index Fund	1.76%	-0.09%	8.59%	8.94%	25.18%	21.06%	13.34%	15.44%
GOOGL Alphabet Inc. Class A	0.53%	-9.30%	15.06%	16.44%	106.51%	43.10%	24.46%	25.76%
META Meta Platforms, Inc.	-0.26%	-7.69%	-14.03%	-11.84%	-16.71%	28.18%	11.52%	17.39%
NVDA NVIDIA Corporation	0.16%	-8.83%	10.16%	17.38%	44.72%	71.13%	63.13%	67.95%
SMH VanEck Semiconductor ETF	1.72%	7.20%	72.15%	75.62%	141.99%	60.05%	38.42%	37.49%
SOXX iShares Semiconductor ETF	1.59%	12.49%	98.11%	99.51%	171.57%	53.00%	33.69%	35.55%
WDC Western Digital Corporation	6.35%	16.82%	227.01%	219.46%	913.38%	164.18%	58.50%	33.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 18, 2012, 2024 - Portfolio's average daily return is +0.11%, while the average monthly return is +2.29%. At this rate, an investment would double in approximately 2.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +23.0%, while the worst month was Jun 2022 at -13.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 2024 - Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +13.9%, while the worst single day was Mar 16, 2020 at -14.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.20%	-0.43%	-5.74%	22.96%	10.55%	-0.89%							38.09%
2025	3.01%	-3.60%	-10.03%	0.14%	11.27%	11.55%	6.26%	2.57%	12.30%	7.58%	0.87%	1.34%	49.46%
2024	5.08%	10.49%	5.54%	-2.58%	9.86%	5.91%	-2.78%	1.08%	2.88%	-0.96%	3.86%	-0.96%	43.06%
2023	17.06%	1.77%	10.38%	-0.14%	11.31%	5.92%	6.53%	-0.81%	-5.01%	-4.27%	12.28%	6.52%	77.92%
2022	-9.95%	-5.48%	3.62%	-12.33%	1.90%	-13.80%	11.96%	-7.30%	-13.46%	1.69%	11.53%	-9.35%	-37.29%
2021	0.49%	5.09%	2.70%	6.66%	1.76%	5.58%	1.91%	4.69%	-6.89%	6.99%	6.99%	2.27%	44.54%

Benchmark Metrics

2024 - Portfolio has an annualized alpha of 10.92%, beta of 1.29, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.

This portfolio captured 168.81% of S&P 500 Index gains and 103.65% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 10.92% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 10.92%

Beta: 1.29

R²: 0.82

Upside Capture: 168.81%

Downside Capture: 103.65%

See how alpha, beta & R² have trended over time →

Expense Ratio

2024 - Portfolio has an expense ratio of 0.20%, 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.

FSLEX

Fidelity Environment and Alternative Energy Fund

FFIDX

Fidelity Fund

SMH

VanEck Semiconductor ETF

SOXX

iShares Semiconductor ETF

FXAIX

Fidelity 500 Index Fund

Return for Risk

Risk / Return Rank

2024 - Portfolio ranks 97 for risk / return — in the top 97% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2024 - Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	4.17	1.86	+2.31
Sortino ratioReturn per unit of downside risk	4.63	2.53	+2.10
Omega ratioGain probability vs. loss probability	1.64	1.34	+0.31
Calmar ratioReturn relative to maximum drawdown	7.50	2.53	+4.97
Martin ratioReturn relative to average drawdown	34.94	11.37	+23.56

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	87	2.07	2.93	1.38	3.40	8.47
FFIDX Fidelity Fund	32	1.43	2.05	1.25	1.68	7.01
FSLEX Fidelity Environment and Alternative Energy Fund	51	1.75	2.35	1.30	2.63	10.32
FXAIX Fidelity 500 Index Fund	65	1.97	2.67	1.36	2.74	12.46
GOOGL Alphabet Inc. Class A	96	3.62	4.92	1.59	5.20	18.48
META Meta Platforms, Inc.	20	-0.51	-0.54	0.93	-0.54	-1.12
NVDA NVIDIA Corporation	74	1.20	1.75	1.21	2.07	4.94
SMH VanEck Semiconductor ETF	95	4.13	4.26	1.60	9.18	33.74
SOXX iShares Semiconductor ETF	96	4.43	4.37	1.62	10.50	38.20
WDC Western Digital Corporation	100	14.07	6.89	1.95	44.74	151.81

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2024 - Portfolio Sharpe ratio is 4.17 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2024 - Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2024 - Portfolio provided a 0.55% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.55%	0.47%	0.39%	0.62%	0.63%	1.53%	1.48%	1.60%	2.74%	2.59%	1.80%	2.12%
Portfolio components:
AAPL Apple Inc	0.36%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
FFIDX Fidelity Fund	1.16%	1.18%	0.00%	2.41%	0.67%	4.60%	2.71%	5.41%	7.40%	11.12%	7.01%	5.48%
FSLEX Fidelity Environment and Alternative Energy Fund	1.60%	0.37%	0.41%	0.39%	0.69%	7.74%	6.41%	2.17%	6.39%	6.19%	1.29%	3.01%
FXAIX Fidelity 500 Index Fund	1.06%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
SMH VanEck Semiconductor ETF	0.18%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
SOXX iShares Semiconductor ETF	0.28%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
WDC Western Digital Corporation	0.09%	0.19%	0.00%	0.00%	0.00%	0.00%	1.81%	2.36%	5.41%	2.51%	2.94%	3.33%

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 2024 - Portfolio. 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 - Portfolio was 41.70%, occurring on Nov 3, 2022. Recovery took 181 trading sessions.

The current 2024 - Portfolio drawdown is 3.73%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-41.70%Nov 2022	10mo 10d	8mo 26d	1y 7moDec 2021 - Jul 2023
COVID crash2020	-34.47%Mar 2020	29d	3mo 18d	4mo 17dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018	-29.06%Dec 2018	3mo 26d	7mo 1d	10mo 27dAug 2018 - Jul 2019
2025 selloff2025	-27.78%Apr 2025	1mo 17d	2mo 17d	4mo 4dFeb 2025 - Jun 2025
2016 correction2016	-17.12%Feb 2016	2mo 6d	3mo 16d	5mo 22dDec 2015 - May 2016

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.38	1.28	1.24	1.23	1.26

The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2024 - Portfolio correlation to the S&P 500 Index

2024 - Portfolio has a 0.84 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.86

Benchmark Correlations

Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while META has the lowest at 0.56.

Portfolio Correlations

Correlation vs. 2024 - Portfolio. SMH has the highest portfolio correlation at 0.90, while AAPL has the lowest at 0.66.

AAPL

0.66

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	META	WDC	AAPL	GOOGL	NVDA	FSLEX	SOXX	SMH	FXAIX	FFIDX
META	1.00	0.34	0.43	0.58	0.47	0.45	0.48	0.48	0.56	0.61
WDC	0.34	1.00	0.35	0.36	0.46	0.55	0.63	0.62	0.56	0.53
AAPL	0.43	0.35	1.00	0.52	0.46	0.51	0.55	0.54	0.63	0.64
GOOGL	0.58	0.36	0.52	1.00	0.49	0.54	0.55	0.55	0.67	0.72
NVDA	0.47	0.46	0.46	0.49	1.00	0.53	0.75	0.78	0.61	0.65
FSLEX	0.45	0.55	0.51	0.54	0.53	1.00	0.74	0.72	0.88	0.81
SOXX	0.48	0.63	0.55	0.55	0.75	0.74	1.00	0.98	0.77	0.76
SMH	0.48	0.62	0.54	0.55	0.78	0.72	0.98	1.00	0.77	0.77
FXAIX	0.56	0.56	0.63	0.67	0.61	0.88	0.77	0.77	1.00	0.95
FFIDX	0.61	0.53	0.64	0.72	0.65	0.81	0.76	0.77	0.95	1.00

The correlation results are calculated based on daily price changes starting from May 18, 2012

Diversification Analysis

Find what 2024 - Portfolio is missing

See which holdings overlap, where 2024 - Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification