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M24PP - DEPRECATED
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

M24PP - DEPRECATED

Last updated Dec 19, 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%

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.47%
8.64%
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

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		24.66%0.49%8.64%26.56%13.06%11.10%
M24PP - DEPRECATED26.94%-2.59%0.47%29.53%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		163.96%-11.10%-0.06%171.70%85.71%74.71%
AAPL
Apple Inc		30.38%9.42%19.40%28.84%29.91%25.86%
MSFT
Microsoft Corporation		17.09%4.81%-1.57%18.80%23.82%26.70%
UBER
Uber Technologies, Inc.		-1.50%-12.27%-13.73%-0.06%14.80%N/A
VTI
Vanguard Total Stock Market ETF		24.48%-0.18%9.50%26.46%14.02%12.50%
VNQ
Vanguard Real Estate ETF		4.31%-5.72%9.10%6.43%3.17%4.85%
GOOGL
Alphabet Inc.		35.44%5.95%7.19%36.76%22.93%21.72%
AMZN
Amazon.com, Inc.		46.96%9.13%19.98%46.79%20.16%30.79%
META
Meta Platforms, Inc.		68.90%6.23%18.92%71.16%23.78%22.11%
INTC
Intel Corporation		-61.56%-21.24%-37.36%-57.79%-18.23%-3.97%
ABNB
Airbnb, Inc.		-4.99%-1.59%-12.53%-8.31%N/AN/A
*Annualized

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%-2.48%-0.92%3.26%-0.90%4.45%26.94%
202315.98%2.75%11.50%1.44%10.65%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 rank of M24PP - DEPRECATED is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of M24PP - DEPRECATED is 3030
Overall Rank
The Sharpe Ratio Rank of M24PP - DEPRECATED is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of M24PP - DEPRECATED is 3333
Sortino Ratio Rank
The Omega Ratio Rank of M24PP - DEPRECATED is 3434
Omega Ratio Rank
The Calmar Ratio Rank of M24PP - DEPRECATED is 2929
Calmar Ratio Rank
The Martin Ratio Rank of M24PP - DEPRECATED is 2121
Martin 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.

Sharpe ratio
The chart of Sharpe ratio for M24PP - DEPRECATED, currently valued at 1.46, compared to the broader market-6.00-4.00-2.000.002.004.001.462.12
The chart of Sortino ratio for M24PP - DEPRECATED, currently valued at 2.00, compared to the broader market-6.00-4.00-2.000.002.004.006.002.002.83
The chart of Omega ratio for M24PP - DEPRECATED, currently valued at 1.27, compared to the broader market0.400.600.801.001.201.401.601.801.271.39
The chart of Calmar ratio for M24PP - DEPRECATED, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.001.773.13
The chart of Martin ratio for M24PP - DEPRECATED, currently valued at 5.74, compared to the broader market0.0010.0020.0030.0040.0050.005.7413.67
M24PP - DEPRECATED
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		3.293.541.456.3519.61
AAPL
Apple Inc		1.281.911.241.744.51
MSFT
Microsoft Corporation		0.951.301.181.212.79
UBER
Uber Technologies, Inc.		-0.000.301.04-0.00-0.00
VTI
Vanguard Total Stock Market ETF		2.072.761.383.0913.22
VNQ
Vanguard Real Estate ETF		0.400.641.080.251.37
GOOGL
Alphabet Inc.		1.321.861.251.664.02
AMZN
Amazon.com, Inc.		1.672.291.302.087.82
META
Meta Platforms, Inc.		1.962.831.393.8611.88
INTC
Intel Corporation		-1.13-1.690.76-0.83-1.39
ABNB
Airbnb, Inc.		-0.25-0.120.98-0.17-0.50

The current M24PP - DEPRECATED Sharpe ratio is 1.37. 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 1.26 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.46
2.12
M24PP - DEPRECATED
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

M24PP - DEPRECATED provided a 0.86% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.86%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		0.03%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		0.40%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		1.28%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VNQ
Vanguard Real Estate ETF		4.07%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.		0.32%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.		0.34%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		1.97%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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.26%
-2.37%
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 5.56%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.83%Nov 22, 2021226Oct 14, 2022167Jun 15, 2023393
-16.72%Jul 11, 202418Aug 5, 202467Nov 7, 202485
-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

Volatility

Volatility Chart

The current M24PP - DEPRECATED volatility is 4.26%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.26%
3.87%
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.
VNQUBERABNBINTCNVDAMETAAAPLGOOGLAMZNMSFTVTI
VNQ1.000.320.330.390.300.350.440.370.370.410.68
UBER0.321.000.530.360.450.440.370.400.480.390.55
ABNB0.330.531.000.380.480.470.410.430.490.410.57
INTC0.390.360.381.000.510.460.470.450.450.490.63
NVDA0.300.450.480.511.000.570.530.540.580.630.67
META0.350.440.470.460.571.000.520.630.610.620.65
AAPL0.440.370.410.470.530.521.000.620.590.670.70
GOOGL0.370.400.430.450.540.630.621.000.670.720.68
AMZN0.370.480.490.450.580.610.590.671.000.690.68
MSFT0.410.390.410.490.630.620.670.720.691.000.73
VTI0.680.550.570.630.670.650.700.680.680.731.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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