2024 PORTFOLIO
Projected portfolio by the end of 2024.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 21.54% |
QQQ Invesco QQQ | Large Cap Blend Equities | 24.38% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 17.42% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 7.65% |
SOFI SoFi Technologies, Inc. | Financial Services | 0.40% |
VICI VICI Properties Inc. | Real Estate | 2.38% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 26.23% |
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 Quarterly
The earliest data available for this chart is Nov 30, 2020, corresponding to the inception date of SOFI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 2024 PORTFOLIO | 10.39% | 1.40% | 9.36% | 15.06% | N/A | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.83% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.22% |
SCHG Schwab U.S. Large-Cap Growth ETF | 17.61% | -3.87% | 12.95% | 28.29% | 18.43% | 15.81% |
O Realty Income Corporation | 2.84% | 9.43% | 7.43% | -2.29% | 1.44% | 7.62% |
VICI VICI Properties Inc. | -1.55% | 8.90% | 3.24% | 0.94% | 13.17% | N/A |
SOFI SoFi Technologies, Inc. | -26.93% | 12.54% | -4.59% | -20.02% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 2024 PORTFOLIO, 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 | -0.15% | 2.85% | 3.00% | -3.45% | 3.42% | 3.12% | 10.39% | ||||||
| 2023 | 7.28% | -2.61% | 3.68% | 0.54% | 0.60% | 5.12% | 3.47% | -2.91% | -5.88% | -2.97% | 10.26% | 5.82% | 23.29% |
| 2022 | -5.44% | -3.54% | 4.14% | -7.28% | 0.06% | -6.24% | 9.45% | -4.92% | -10.35% | 7.22% | 4.77% | -4.79% | -17.55% |
| 2021 | -1.04% | 2.37% | 4.55% | 6.08% | 0.15% | 1.97% | 2.85% | 3.09% | -5.95% | 7.58% | -0.52% | 4.28% | 27.69% |
| 2020 | 4.05% | 4.05% |
Expense Ratio
2024 PORTFOLIO has an expense ratio of 0.07%, 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 2024 PORTFOLIO is 31, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.68 | 2.29 | 1.30 | 1.79 | 9.29 |
O Realty Income Corporation | -0.18 | -0.12 | 0.99 | -0.11 | -0.27 |
VICI VICI Properties Inc. | -0.09 | 0.01 | 1.00 | -0.10 | -0.20 |
SOFI SoFi Technologies, Inc. | -0.36 | -0.15 | 0.98 | -0.29 | -0.67 |
Dividends
Dividend yield
2024 PORTFOLIO granted a 2.43% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 PORTFOLIO | 2.43% | 2.44% | 2.39% | 1.89% | 2.22% | 2.16% | 2.42% | 2.16% | 2.29% | 2.35% | 2.36% | 2.50% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
O Realty Income Corporation | 5.38% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
VICI VICI Properties Inc. | 5.45% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOFI SoFi Technologies, Inc. | 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.
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 24.27%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.
The current 2024 PORTFOLIO drawdown is 2.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.27% | Jan 5, 2022 | 196 | Oct 14, 2022 | 293 | Dec 14, 2023 | 489 |
| -6.33% | Sep 3, 2021 | 19 | Sep 30, 2021 | 17 | Oct 25, 2021 | 36 |
| -4.91% | Apr 1, 2024 | 15 | Apr 19, 2024 | 16 | May 13, 2024 | 31 |
| -4.87% | Feb 16, 2021 | 13 | Mar 4, 2021 | 7 | Mar 15, 2021 | 20 |
| -4.79% | Nov 19, 2021 | 8 | Dec 1, 2021 | 17 | Dec 27, 2021 | 25 |
Volatility
Volatility Chart
The current 2024 PORTFOLIO volatility is 2.93%, 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
| O | SOFI | VICI | SCHD | QQQ | SCHG | VOO | |
|---|---|---|---|---|---|---|---|
| O | 1.00 | 0.24 | 0.63 | 0.52 | 0.33 | 0.33 | 0.44 |
| SOFI | 0.24 | 1.00 | 0.41 | 0.37 | 0.52 | 0.53 | 0.50 |
| VICI | 0.63 | 0.41 | 1.00 | 0.58 | 0.42 | 0.43 | 0.54 |
| SCHD | 0.52 | 0.37 | 0.58 | 1.00 | 0.58 | 0.57 | 0.79 |
| QQQ | 0.33 | 0.52 | 0.42 | 0.58 | 1.00 | 0.99 | 0.93 |
| SCHG | 0.33 | 0.53 | 0.43 | 0.57 | 0.99 | 1.00 | 0.93 |
| VOO | 0.44 | 0.50 | 0.54 | 0.79 | 0.93 | 0.93 | 1.00 |