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2024 december
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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 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.


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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%
202310.95%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%
20210.11%-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
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.


2024 december Risk / Return Rank: 6666
Overall Rank
2024 december Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
2024 december Sortino Ratio Rank: 7474
Sortino Ratio Rank
2024 december Omega Ratio Rank: 7070
Omega Ratio Rank
2024 december Calmar Ratio Rank: 7474
Calmar Ratio Rank
2024 december Martin Ratio Rank: 4242
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 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.


PortfolioBenchmarkDifference
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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
87
2.072.931.383.408.47
MSFT
Microsoft Corporation
17
-0.70-0.840.89-0.53-1.08
SCHB
Schwab U.S. Broad Market ETF
67
1.962.661.352.7812.44
SCHF
Schwab International Equity ETF
60
1.822.521.332.6410.14
TSM
Taiwan Semiconductor Manufacturing Company Limited
93
2.713.301.405.4819.42
XLK
State Street Technology Select Sector SPDR ETF
74
2.372.921.393.3610.85

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 december Sharpe ratio is 2.28 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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2024 december 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 december provided a 0.53% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio0.53%0.57%0.60%0.70%0.92%0.68%0.77%1.25%1.91%1.55%1.99%1.98%
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
7mo1y 1mo
1y 8moSep 2012 - May 2014
2019 bear market2019
-34.61%Jan 2019
3mo 1d8mo 11d
11mo 12dOct 2018 - Sep 2019
COVID crash2020
-31.11%Mar 2020
1mo 9d2mo 14d
3mo 23dFeb 2020 - Jun 2020
2025 selloff2025
-30.69%Apr 2025
3mo 12d5mo 14d
8mo 26dDec 2024 - Sep 2025
2023 bear market2023
-30.05%Jan 2023
1y 1d5mo 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

2024 december has a 0.63 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

0.63

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.

TSM
0.59
AAPL
0.62
MSFT
0.70
SCHF
0.82
XLK
0.89
SCHB
0.99

Portfolio Correlations

Correlation vs. 2024 december. AAPL has the highest portfolio correlation at 0.99, while TSM has the lowest at 0.50.

TSM
0.50
SCHF
0.55
MSFT
0.59
SCHB
0.68
XLK
0.79
AAPL
0.99

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Nov 3, 2009
Diversification Analysis

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