PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
2024 PORTFOLIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 26.23%QQQ 24.38%O 21.54%SCHD 17.42%SCHG 7.65%VICI 2.38%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
35.84%
37.15%
2024 PORTFOLIO
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 30, 2020, corresponding to the inception date of SOFI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
2024 PORTFOLIO0.58%-3.88%15.56%15.01%N/AN/A
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%18.03%17.83%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%13.18%12.27%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.94%10.92%
SCHG
Schwab U.S. Large-Cap Growth ETF
5.03%-6.73%20.82%34.53%17.09%15.25%
O
Realty Income Corporation
-6.29%2.33%10.65%-10.03%0.06%7.33%
VICI
VICI Properties Inc.
-11.24%-3.23%4.21%-11.74%10.58%N/A
SOFI
SoFi Technologies, Inc.
-28.54%-2.60%-3.53%19.70%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.15%2.85%3.00%
2023-5.88%-2.97%10.26%5.82%

Expense Ratio

The 2024 PORTFOLIO has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


2024 PORTFOLIO
Sharpe ratio
The chart of Sharpe ratio for 2024 PORTFOLIO, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.21
Sortino ratio
The chart of Sortino ratio for 2024 PORTFOLIO, currently valued at 1.80, compared to the broader market-2.000.002.004.006.001.80
Omega ratio
The chart of Omega ratio for 2024 PORTFOLIO, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.801.22
Calmar ratio
The chart of Calmar ratio for 2024 PORTFOLIO, currently valued at 1.04, compared to the broader market0.002.004.006.008.001.04
Martin ratio
The chart of Martin ratio for 2024 PORTFOLIO, currently valued at 3.68, compared to the broader market0.0010.0020.0030.0040.003.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
1.902.671.321.389.67
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
SCHG
Schwab U.S. Large-Cap Growth ETF
2.132.951.371.4611.63
O
Realty Income Corporation
-0.46-0.530.94-0.26-0.73
VICI
VICI Properties Inc.
-0.55-0.660.92-0.57-1.17
SOFI
SoFi Technologies, Inc.
0.240.881.110.210.64

Sharpe Ratio

The current 2024 PORTFOLIO Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.21

The Sharpe ratio of 2024 PORTFOLIO lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.21
1.66
2024 PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2024 PORTFOLIO granted a 2.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
2024 PORTFOLIO2.55%2.44%2.39%1.89%2.22%2.16%2.42%2.16%2.25%2.35%2.36%2.50%
QQQ
Invesco QQQ
0.64%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
1.41%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
0.46%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%
O
Realty Income Corporation
5.79%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.
5.86%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.91%
-5.46%
2024 PORTFOLIO
Benchmark (^GSPC)
Portfolio components

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 4.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.27%Jan 5, 2022196Oct 14, 2022293Dec 14, 2023489
-6.33%Sep 3, 202119Sep 30, 202117Oct 25, 202136
-4.91%Apr 1, 202415Apr 19, 2024
-4.87%Feb 16, 202113Mar 4, 20217Mar 15, 202120
-4.79%Nov 19, 20218Dec 1, 202117Dec 27, 202125

Volatility

Volatility Chart

The current 2024 PORTFOLIO volatility is 3.48%, 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.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.48%
3.15%
2024 PORTFOLIO
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

OSOFIVICISCHDQQQSCHGVOO
O1.000.240.640.520.350.350.46
SOFI0.241.000.410.360.540.540.51
VICI0.640.411.000.580.450.460.56
SCHD0.520.360.581.000.610.600.82
QQQ0.350.540.450.611.000.990.93
SCHG0.350.540.460.600.991.000.93
VOO0.460.510.560.820.930.931.00