Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024 december, 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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The earliest data available for this chart is Nov 3, 2009, corresponding to the inception date of SCHB
Returns By Period
As of Apr 4, 2026, the 2024 december returned -5.24% Year-To-Date and 25.42% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio 2024 december | 0.12% | -2.17% | -5.24% | -0.90% | 40.01% | 18.38% | 16.55% | 25.42% |
| Portfolio components: | ||||||||
XLK State Street Technology Select Sector SPDR ETF | 0.80% | -2.87% | -5.43% | -4.21% | 49.99% | 22.58% | 15.84% | 21.15% |
SCHB Schwab U.S. Broad Market ETF | 0.12% | -3.39% | -3.17% | -1.40% | 31.64% | 18.08% | 10.72% | 13.72% |
SCHF Schwab International Equity ETF | -0.64% | -1.38% | 3.91% | 8.28% | 41.72% | 16.16% | 8.89% | 9.55% |
MSFT Microsoft Corporation | 1.11% | -9.06% | -22.60% | -27.51% | 4.58% | 10.00% | 9.94% | 22.58% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -0.72% | -3.92% | 11.88% | 16.66% | 133.75% | 56.27% | 24.16% | 32.63% |
AAPL Apple Inc | 0.11% | -1.68% | -5.78% | -0.62% | 36.45% | 16.04% | 16.39% | 26.10% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 4, 2009, 2024 december's average daily return is +0.10%, while the average monthly return is +2.09%. At this rate, your investment would double in approximately 2.8 years.
Historically, 61% of months were positive and 39% were negative. The best month was Aug 2020 with a return of +18.8%, while the worst month was Nov 2018 at -14.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 2024 december closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +14.3%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.43% | 1.91% | -4.56% | 0.89% | -5.24% | ||||||||
| 2025 | -4.16% | 1.19% | -7.55% | -3.07% | -2.01% | 3.83% | 1.67% | 9.42% | 9.27% | 5.68% | 2.14% | -1.78% | 13.97% |
| 2024 | -2.69% | -0.11% | -3.28% | -1.34% | 11.78% | 9.04% | 3.95% | 2.98% | 1.79% | -2.58% | 4.67% | 4.45% | 31.19% |
| 2023 | 10.95% | 1.42% | 11.09% | 2.36% | 4.83% | 8.50% | 1.27% | -4.00% | -8.10% | -0.18% | 11.35% | 1.93% | 47.31% |
| 2022 | -2.13% | -5.41% | 4.95% | -9.69% | -4.28% | -8.37% | 16.90% | -3.60% | -12.01% | 9.18% | -0.17% | -10.94% | -25.93% |
| 2021 | 0.11% | -5.86% | 0.73% | 6.85% | -3.97% | 8.71% | 5.53% | 4.05% | -6.51% | 6.20% | 8.44% | 6.63% | 33.48% |
Benchmark Metrics
2024 december has an annualized alpha of 12.16%, beta of 1.11, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since November 04, 2009.
- This portfolio captured 146.48% of S&P 500 Index gains but only 89.43% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 12.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.11 and R² of 0.57, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 12.16%
- Beta
- 1.11
- R²
- 0.57
- Upside Capture
- 146.48%
- Downside Capture
- 89.43%
Expense Ratio
2024 december has an expense ratio of 0.01%, 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.
Return for Risk
Risk / Return Rank
2024 december ranks 15 for risk / return — in the bottom 15% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.88 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.37 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.39 | -0.44 |
Martin ratioReturn relative to average drawdown | 3.63 | 6.43 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
XLK State Street Technology Select Sector SPDR ETF | 60 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
SCHB Schwab U.S. Broad Market ETF | 53 | 0.97 | 1.49 | 1.22 | 1.52 | 7.08 |
SCHF Schwab International Equity ETF | 80 | 1.69 | 2.32 | 1.34 | 2.63 | 10.00 |
MSFT Microsoft Corporation | 34 | -0.06 | 0.11 | 1.01 | -0.05 | -0.12 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 93 | 2.64 | 3.23 | 1.41 | 5.70 | 18.99 |
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
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Dividends
Dividend yield
2024 december provided a 0.60% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.60% | 0.57% | 0.60% | 0.70% | 0.92% | 0.68% | 0.77% | 1.25% | 1.91% | 1.55% | 1.99% | 1.98% |
| Portfolio components: | ||||||||||||
XLK State Street Technology Select Sector SPDR ETF | 0.56% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
SCHB Schwab U.S. Broad Market ETF | 1.17% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
SCHF Schwab International Equity ETF | 3.29% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
MSFT Microsoft Corporation | 0.93% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.98% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
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 december. 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 december was 35.56%, occurring on Apr 18, 2013. Recovery took 278 trading sessions.
The current 2024 december drawdown is 8.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.56% | Sep 20, 2012 | 143 | Apr 18, 2013 | 278 | May 27, 2014 | 421 |
| -34.61% | Oct 4, 2018 | 62 | Jan 3, 2019 | 173 | Sep 11, 2019 | 235 |
| -31.11% | Feb 13, 2020 | 27 | Mar 23, 2020 | 52 | Jun 5, 2020 | 79 |
| -30.69% | Dec 27, 2024 | 69 | Apr 8, 2025 | 113 | Sep 19, 2025 | 182 |
| -30.05% | Jan 4, 2022 | 253 | Jan 5, 2023 | 108 | Jun 12, 2023 | 361 |
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 1.54, 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
| Benchmark | TSM | MSFT | AAPL | SCHF | SCHB | XLK | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.59 | 0.71 | 0.62 | 0.82 | 0.99 | 0.89 | 0.69 |
| TSM | 0.59 | 1.00 | 0.47 | 0.43 | 0.57 | 0.59 | 0.64 | 0.50 |
| MSFT | 0.71 | 0.47 | 1.00 | 0.53 | 0.54 | 0.69 | 0.79 | 0.59 |
| AAPL | 0.62 | 0.43 | 0.53 | 1.00 | 0.48 | 0.61 | 0.73 | 0.99 |
| SCHF | 0.82 | 0.57 | 0.54 | 0.48 | 1.00 | 0.82 | 0.70 | 0.55 |
| SCHB | 0.99 | 0.59 | 0.69 | 0.61 | 0.82 | 1.00 | 0.88 | 0.68 |
| XLK | 0.89 | 0.64 | 0.79 | 0.73 | 0.70 | 0.88 | 1.00 | 0.79 |
| Portfolio | 0.69 | 0.50 | 0.59 | 0.99 | 0.55 | 0.68 | 0.79 | 1.00 |