PortfoliosLab logo
​
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
M24PP - DEPRECATED
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

M24PP - DEPRECATED

Last updated Jul 25, 2024

My Personal Portfolio 2024

Asset Allocation

NVDA 13.64%AAPL 12.42%MSFT 11.76%UBER 10.62%INTC 10%VTI 9.91%GOOGL 8.24%AMZN 5.26%META 4.92%ABNB 4.33%VNQ 8.9%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology

12.42%

ABNB
Airbnb, Inc.		Communication Services

4.33%

AMZN
Amazon.com, Inc.		Consumer Cyclical

5.26%

GOOGL
Alphabet Inc.		Communication Services

8.24%

INTC
Intel Corporation		Technology

10%

META
Meta Platforms, Inc.		Communication Services

4.92%

MSFT
Microsoft Corporation		Technology

11.76%

NVDA
NVIDIA Corporation		Technology

13.64%

UBER
Uber Technologies, Inc.		Technology

10.62%

VNQ
Vanguard Real Estate ETF		REIT

8.90%

VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities

9.91%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in M24PP - DEPRECATED, 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

40.00%60.00%80.00%100.00%120.00%FebruaryMarchAprilMayJuneJuly
105.46%
47.19%
M24PP - DEPRECATED
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
M24PP - DEPRECATED21.67%-4.23%15.61%38.41%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		126.76%-11.17%84.00%144.69%91.87%74.99%
AAPL
Apple Inc		13.26%1.99%13.33%13.16%34.21%25.86%
MSFT
Microsoft Corporation		11.67%-7.47%3.96%27.50%25.49%27.36%
UBER
Uber Technologies, Inc.		6.77%-7.21%0.34%41.04%8.13%N/A
VTI
Vanguard Total Stock Market ETF		13.14%-0.48%10.85%20.07%13.36%12.04%
VNQ
Vanguard Real Estate ETF		1.73%6.97%5.82%8.37%3.80%5.59%
GOOGL
Alphabet Inc.		19.89%-9.03%10.05%29.42%21.94%18.82%
AMZN
Amazon.com, Inc.		18.37%-7.11%13.03%40.23%13.14%27.42%
META
Meta Platforms, Inc.		28.36%-11.64%15.27%45.76%17.91%19.79%
INTC
Intel Corporation		-37.68%1.83%-28.25%-8.73%-7.24%1.78%
ABNB
Airbnb, Inc.		2.86%-6.65%-6.41%-5.70%N/AN/A

Monthly Returns

The table below presents the monthly returns of M24PP - DEPRECATED, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.23%10.43%3.61%-7.53%7.73%7.72%21.67%
202315.98%2.75%11.50%1.44%10.64%7.82%6.61%-1.70%-4.98%-1.74%14.16%5.93%90.26%
2022-8.13%-3.86%5.24%-14.16%-5.25%-11.24%11.99%-3.84%-12.59%2.94%8.34%-10.43%-36.90%
20212.58%3.08%2.23%5.68%-1.17%7.49%0.35%4.53%-3.90%7.14%4.06%1.51%38.45%
20201.60%1.60%

Expense Ratio

M24PP - DEPRECATED has an expense ratio of 0.01%, 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.

VNQ
Vanguard Real Estate ETF
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of M24PP - DEPRECATED is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of M24PP - DEPRECATED is 8585
M24PP - DEPRECATED
The Sharpe Ratio Rank of M24PP - DEPRECATED is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of M24PP - DEPRECATED is 8484Sortino Ratio Rank
The Omega Ratio Rank of M24PP - DEPRECATED is 8484Omega Ratio Rank
The Calmar Ratio Rank of M24PP - DEPRECATED is 8989Calmar Ratio Rank
The Martin Ratio Rank of M24PP - DEPRECATED is 8282Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

M24PP - DEPRECATED
Sharpe ratio
The chart of Sharpe ratio for M24PP - DEPRECATED, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.002.00
Sortino ratio
The chart of Sortino ratio for M24PP - DEPRECATED, currently valued at 2.71, compared to the broader market-2.000.002.004.006.002.71
Omega ratio
The chart of Omega ratio for M24PP - DEPRECATED, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for M24PP - DEPRECATED, currently valued at 3.26, compared to the broader market0.002.004.006.008.003.26
Martin ratio
The chart of Martin ratio for M24PP - DEPRECATED, currently valued at 9.93, compared to the broader market0.0010.0020.0030.0040.009.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		3.133.591.457.3720.15
AAPL
Apple Inc		0.570.971.120.781.54
MSFT
Microsoft Corporation		1.001.411.181.556.20
UBER
Uber Technologies, Inc.		1.111.761.211.103.92
VTI
Vanguard Total Stock Market ETF		1.622.291.281.375.98
VNQ
Vanguard Real Estate ETF		0.350.641.080.190.90
GOOGL
Alphabet Inc.		1.321.821.262.017.91
AMZN
Amazon.com, Inc.		1.412.151.261.097.87
META
Meta Platforms, Inc.		1.472.271.292.108.33
INTC
Intel Corporation		-0.20-0.021.00-0.14-0.35
ABNB
Airbnb, Inc.		-0.18-0.031.00-0.12-0.49

Sharpe Ratio

The current M24PP - DEPRECATED Sharpe ratio is 2.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of M24PP - DEPRECATED with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
2.00
1.58
M24PP - DEPRECATED
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

M24PP - DEPRECATED granted a 0.82% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
M24PP - DEPRECATED0.82%0.79%1.29%0.77%0.96%0.99%1.36%1.22%1.49%1.50%1.47%1.74%
Portfolio components:
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
AAPL
Apple Inc		0.45%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
UBER
Uber 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%
VTI
Vanguard Total Stock Market ETF		1.37%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VNQ
Vanguard Real Estate ETF		4.04%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
GOOGL
Alphabet Inc.		0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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%
META
Meta Platforms, Inc.		0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INTC
Intel Corporation		1.61%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
ABNB
Airbnb, 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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.61%
-4.73%
M24PP - DEPRECATED
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the M24PP - DEPRECATED. 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 M24PP - DEPRECATED was 39.83%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.

The current M24PP - DEPRECATED drawdown is 7.34%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.83%Nov 22, 2021226Oct 14, 2022167Jun 15, 2023393
-11.72%Jul 31, 202363Oct 26, 202311Nov 10, 202374
-10.82%Apr 16, 202119May 12, 202122Jun 14, 202141
-9.76%Feb 17, 202114Mar 8, 202121Apr 7, 202135
-9.51%Mar 25, 202419Apr 19, 202432Jun 5, 202451

Volatility

Volatility Chart

The current M24PP - DEPRECATED volatility is 5.94%, 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%6.00%7.00%FebruaryMarchAprilMayJuneJuly
5.94%
3.80%
M24PP - DEPRECATED
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.
VNQUBERABNBINTCMETANVDAAAPLAMZNGOOGLMSFTVTI
VNQ1.000.340.350.420.360.330.470.400.400.430.70
UBER0.341.000.540.350.460.470.390.500.430.400.57
ABNB0.350.541.000.380.470.480.420.490.430.410.57
INTC0.420.350.381.000.470.530.490.450.480.500.63
META0.360.460.470.471.000.580.540.610.640.620.66
NVDA0.330.470.480.530.581.000.560.590.570.650.68
AAPL0.470.390.420.490.540.561.000.610.640.690.73
AMZN0.400.500.490.450.610.590.611.000.680.690.68
GOOGL0.400.430.430.480.640.570.640.681.000.740.70
MSFT0.430.400.410.500.620.650.690.690.741.000.74
VTI0.700.570.570.630.660.680.730.680.700.741.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020