PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

M24PP

Last updated Mar 2, 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
NVDA
NVIDIA Corporation
Technology

13.64%

AAPL
Apple Inc.
Technology

12.42%

MSFT
Microsoft Corporation
Technology

11.76%

UBER
Uber Technologies, Inc.
Technology

10.62%

INTC
Intel Corporation
Technology

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

9.91%

GOOGL
Alphabet Inc.
Communication Services

8.24%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5.26%

META
Meta Platforms, Inc.
Communication Services

4.92%

ABNB
Airbnb, Inc.
Communication Services

4.33%

VNQ
Vanguard Real Estate ETF
REIT

8.90%

S&P 500

Performance

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


20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
94.84%
40.05%
M24PP
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
M24PP15.38%7.19%29.87%78.72%N/AN/A
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.24%68.95%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.69%26.85%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.17%29.07%
UBER
Uber Technologies, Inc.
31.61%19.04%72.26%134.39%N/AN/A
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%13.89%11.99%
VNQ
Vanguard Real Estate ETF
-2.03%2.63%7.24%3.98%4.46%6.04%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%19.03%16.29%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.36%25.68%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%25.40%22.05%
INTC
Intel Corporation
-12.54%3.17%20.44%68.31%-1.24%8.92%
ABNB
Airbnb, Inc.
17.32%8.99%20.37%27.03%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.23%10.38%
2023-1.70%-4.98%-1.74%14.16%5.93%

Sharpe Ratio

The current M24PP Sharpe ratio is 4.36. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.36

The Sharpe ratio of M24PP 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
4.36
2.44
M24PP
Benchmark (^GSPC)
Portfolio components

Dividend yield

M24PP granted a 0.76% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
M24PP0.76%0.79%1.29%0.77%0.96%0.99%1.36%1.22%1.49%1.50%1.47%1.74%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
AAPL
Apple Inc.
0.53%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
0.69%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
1.34%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
4.03%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.
0.00%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.
0.10%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
1.14%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%

Expense Ratio

The M24PP has an expense ratio of 0.01% 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%0.12%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
M24PP
4.36
NVDA
NVIDIA Corporation
5.65
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
UBER
Uber Technologies, Inc.
3.91
VTI
Vanguard Total Stock Market ETF
2.31
VNQ
Vanguard Real Estate ETF
0.35
GOOGL
Alphabet Inc.
1.87
AMZN
Amazon.com, Inc.
3.07
META
Meta Platforms, Inc.
5.10
INTC
Intel Corporation
1.95
ABNB
Airbnb, Inc.
0.85

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
VNQ1.000.340.360.430.400.370.490.420.430.460.72
UBER0.341.000.550.380.470.500.410.520.450.410.58
ABNB0.360.551.000.390.480.500.430.500.430.410.58
INTC0.430.380.391.000.510.560.520.490.510.530.65
META0.400.470.480.511.000.600.570.620.660.620.67
NVDA0.370.500.500.560.601.000.610.630.620.680.70
AAPL0.490.410.430.520.570.611.000.640.670.720.75
AMZN0.420.520.500.490.620.630.641.000.700.690.70
GOOGL0.430.450.430.510.660.620.670.701.000.750.72
MSFT0.460.410.410.530.620.680.720.690.751.000.74
VTI0.720.580.580.650.670.700.750.700.720.741.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
M24PP
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

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


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
-5.94%Sep 8, 202119Oct 4, 202111Oct 19, 202130

Volatility Chart

The current M24PP volatility is 6.51%, 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%OctoberNovemberDecember2024FebruaryMarch
6.51%
3.47%
M24PP
Benchmark (^GSPC)
Portfolio components
0 comments