Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 80% |
XLK State Street Technology Select Sector SPDR ETF | Technology Equities | 4% |
SCHB Schwab U.S. Broad Market ETF | Large Cap Blend Equities | 4% |
SCHF Schwab International Equity ETF | Foreign Large Cap Equities | 4% |
MSFT Microsoft Corporation | Technology | 4% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 4% |
Find the right asset allocation for 2024 december
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
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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Returns By Period
As of Jun 13, 2026, the 2024 december returned 8.73% Year-To-Date and 28.50% 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 december | -1.11% | -2.09% | 8.73% | 6.99% | 46.67% | 19.87% | 18.94% | 28.50% |
| Portfolio components: | ||||||||
AAPL Apple Inc | -1.52% | -3.03% | 7.29% | 4.81% | 48.78% | 17.21% | 18.59% | 29.36% |
MSFT Microsoft Corporation | 0.10% | -7.19% | -18.85% | -17.98% | -17.07% | 6.16% | 9.56% | 24.39% |
SCHB Schwab U.S. Broad Market ETF | 0.49% | -0.35% | 9.68% | 9.76% | 26.16% | 20.63% | 12.26% | 15.01% |
SCHF Schwab International Equity ETF | 0.29% | 1.69% | 15.39% | 17.24% | 31.75% | 19.18% | 9.76% | 10.82% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.68% | 5.09% | 40.22% | 45.91% | 103.01% | 60.80% | 31.30% | 35.80% |
XLK State Street Technology Select Sector SPDR ETF | 0.87% | 2.95% | 28.52% | 28.96% | 55.42% | 30.28% | 22.02% | 25.19% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 3, 2009, 2024 december's average daily return is +0.10%, while the average monthly return is +2.14%. At this rate, an investment would double in approximately 2.7 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% | 8.16% | 13.89% | -6.03% | 8.73% | ||||||
| 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 12.03%, beta of 1.10, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since November 03, 2009.
- This portfolio captured 146.83% of S&P 500 Index gains but only 91.00% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 12.03% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.10 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
- 12.03%
- Beta
- 1.10
- R²
- 0.57
- Upside Capture
- 146.83%
- Downside Capture
- 91.00%
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 66 for risk / return — better than 66% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2024 december 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 | 2.28 | 1.86 | +0.42 |
| Sortino ratioReturn per unit of downside risk | 3.19 | 2.53 | +0.65 |
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 2.53 | +1.08 |
| Martin ratioReturn relative to average drawdown | 10.30 | 11.37 | -1.07 |
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 |
MSFT Microsoft Corporation | 17 | -0.70 | -0.84 | 0.89 | -0.53 | -1.08 |
SCHB Schwab U.S. Broad Market ETF | 67 | 1.96 | 2.66 | 1.35 | 2.78 | 12.44 |
SCHF Schwab International Equity ETF | 60 | 1.82 | 2.52 | 1.33 | 2.64 | 10.14 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 93 | 2.71 | 3.30 | 1.40 | 5.48 | 19.42 |
XLK State Street Technology Select Sector SPDR ETF | 74 | 2.37 | 2.92 | 1.39 | 3.36 | 10.85 |
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Dividends
Dividend yield
2024 december provided a 0.53% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.53% | 0.57% | 0.60% | 0.70% | 0.92% | 0.68% | 0.77% | 1.25% | 1.91% | 1.55% | 1.99% | 1.98% |
| 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% |
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
SCHB Schwab U.S. Broad Market ETF | 1.03% | 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 | 2.96% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.83% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
XLK State Street Technology Select Sector SPDR ETF | 0.41% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
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 7.17%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2013 bear market2013 | -35.56%Apr 2013 | 7mo | 1y 1mo | 1y 8moSep 2012 - May 2014 |
2019 bear market2019 | -34.61%Jan 2019 | 3mo 1d | 8mo 11d | 11mo 12dOct 2018 - Sep 2019 |
COVID crash2020 | -31.11%Mar 2020 | 1mo 9d | 2mo 14d | 3mo 23dFeb 2020 - Jun 2020 |
2025 selloff2025 | -30.69%Apr 2025 | 3mo 12d | 5mo 14d | 8mo 26dDec 2024 - Sep 2025 |
2023 bear market2023 | -30.05%Jan 2023 | 1y 1d | 5mo 8d | 1y 5moJan 2022 - Jun 2023 |
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. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.15 | 1.10 | 1.07 | 1.06 | 1.07 |
The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2024 december correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.69 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHB has the highest benchmark correlation at 0.99, while TSM has the lowest at 0.59.
Asset Correlations Table
Find what 2024 december is missing
See which holdings overlap, where 2024 december is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification