2024 Quant. Projection

Asset Allocation

Position	Category/Sector	Target Weight
TSLA Tesla, Inc.	Consumer Cyclical	19.54%
GOOG Alphabet Inc	Communication Services	16.41%
NVDA NVIDIA Corporation	Technology	15.30%
AMZN Amazon.com, Inc	Consumer Cyclical	11.93%
VOO Vanguard S&P 500 ETF	S&P 500	9.43%
AAAU Goldman Sachs Physical Gold ETF	Gold, Precious Metals	8.46%
META Meta Platforms, Inc.	Communication Services	6.88%
MSFT Microsoft Corporation	Technology	6.41%
AAPL Apple Inc	Technology	5.63%

Benchmark Against

Benchmark

S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 2024 Quant. Projection

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Transactions

Date	Type	Symbol	Quantity	Price
Mar 21, 2024	Buy	Vanguard S&P 500 ETF	2.591	$481.57
Mar 21, 2024	Buy	NVIDIA Corporation	1.37	$910.95
Mar 21, 2024	Buy	Microsoft Corporation	2.908	$429.19
Mar 21, 2024	Buy	Alphabet Inc	8.487	$147.04
Mar 18, 2024	Sell	Meta Platforms, Inc.	2.203	$492.05
Mar 18, 2024	Buy	Tesla, Inc.	6.244	$173.32
Dec 18, 2023	Buy	Tesla, Inc.	2.684	$253.94
Dec 18, 2023	Buy	Meta Platforms, Inc.	4.4	$337.49
Dec 18, 2023	Buy	Amazon.com, Inc	9.09	$150.61
Dec 18, 2023	Buy	Apple Inc	3.49	$195.54

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2024 Quant. Projection, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Loading charts...

Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio 2024 Quant. Projection	0.65%	-4.98%	1.97%	2.65%	31.30%	—	—	—
Portfolio components:
AAAU Goldman Sachs Physical Gold ETF	0.21%	-8.45%	0.26%	3.13%	30.40%	29.97%	17.79%	—
AAPL Apple Inc	-1.89%	2.90%	11.12%	8.71%	48.46%	19.11%	19.46%	29.63%
AMZN Amazon.com, Inc	-0.33%	-10.07%	6.24%	8.08%	14.82%	25.71%	8.37%	21.19%
GOOG Alphabet Inc	-1.20%	-8.98%	15.25%	15.01%	107.32%	43.67%	23.94%	26.05%
META Meta Platforms, Inc.	-1.28%	-3.98%	-11.24%	-12.06%	-15.84%	30.58%	12.31%	17.60%
MSFT Microsoft Corporation	-1.18%	-0.60%	-14.48%	-15.77%	-11.77%	8.85%	11.09%	24.64%
NVDA NVIDIA Corporation	1.73%	-2.94%	12.01%	12.58%	47.43%	75.35%	64.54%	68.47%
TSLA Tesla, Inc.	4.59%	-4.53%	-9.07%	-6.97%	38.56%	18.72%	15.43%	39.56%
VOO Vanguard S&P 500 ETF	0.25%	0.24%	8.72%	8.77%	24.91%	21.45%	13.49%	15.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 18, 2023, 2024 Quant. Projection's average daily return is +0.13%, while the average monthly return is +2.47%. At this rate, an investment would double in approximately 2.4 years.

Historically, 71% of months were positive and 29% were negative. The best month was Feb 2024 with a return of +13.3%, while the worst month was Feb 2025 at -10.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 2024 Quant. Projection closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +13.6%, while the worst single day was Apr 4, 2025 at -5.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.76%	-5.54%	-6.20%	12.96%	5.47%	-5.06%							1.97%
2025	2.48%	-9.98%	-8.59%	1.72%	13.14%	4.36%	4.47%	2.12%	10.21%	4.68%	-1.73%	1.35%	24.15%
2024	-0.29%	13.32%	0.47%	-1.61%	6.39%	7.91%	0.21%	-0.80%	6.54%	0.16%	9.82%	5.43%	57.50%
2023												1.49%	1.49%

Benchmark Metrics

2024 Quant. Projection has an annualized alpha of 3.82%, beta of 1.45, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since December 18, 2023.

This portfolio captured 159.11% of S&P 500 Index gains and 118.93% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 3.82% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 3.82%

Beta: 1.45

R²: 0.76

Upside Capture: 159.11%

Downside Capture: 118.93%

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

AAAU

Goldman Sachs Physical Gold ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

2024 Quant. Projection ranks 21 for risk / return — below 21% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2024 Quant. Projection and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.58	1.94	-0.35
Sortino ratioReturn per unit of downside risk	2.15	2.63	-0.47
Omega ratioGain probability vs. loss probability	1.27	1.35	-0.09
Calmar ratioReturn relative to maximum drawdown	1.93	2.59	-0.66
Martin ratioReturn relative to average drawdown	7.12	11.84	-4.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAAU Goldman Sachs Physical Gold ETF	34	1.15	1.53	1.23	1.53	3.83
AAPL Apple Inc	88	2.18	3.09	1.39	3.53	8.89
AMZN Amazon.com, Inc	56	0.49	0.89	1.11	0.68	1.64
GOOG Alphabet Inc	96	3.76	5.15	1.61	5.20	18.68
META Meta Platforms, Inc.	23	-0.45	-0.44	0.94	-0.48	-1.01
MSFT Microsoft Corporation	24	-0.47	-0.49	0.94	-0.35	-0.73
NVDA NVIDIA Corporation	77	1.37	1.94	1.24	2.36	5.73
TSLA Tesla, Inc.	66	0.87	1.43	1.17	1.29	3.01
VOO Vanguard S&P 500 ETF	69	2.08	2.80	1.38	2.81	12.97

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

2024 Quant. Projection Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.58
All Time: 1.29

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 2024 Quant. Projection compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

2024 Quant. Projection provided a 0.27% dividend yield over the last twelve months.

Position	TTM	2025	2024
Portfolio	0.27%	0.24%	0.26%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	$0.00	$3.55	$7.92	$0.00	$3.59	$5.29							$20.36
2025	$0.00	$3.29	$7.68	$0.00	$3.32	$7.59	$0.00	$3.32	$7.58	$0.00	$3.55	$7.66	$44.00
2024	$0.00	$3.04	$4.00	$0.00	$3.05	$7.55	$0.00	$3.05	$7.18	$0.00	$3.29	$7.44	$38.60
2023												$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.

Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 2024 Quant. Projection. 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 Quant. Projection was 29.51%, occurring on Apr 8, 2025. Recovery took 84 trading sessions.

The current 2024 Quant. Projection drawdown is 7.40%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-29.51%Apr 2025	3mo 21d	4mo 2d	7mo 23dDec 2024 - Aug 2025
2024 correction2024	-16.75%Aug 2024	27d	2mo 23d	3mo 20dJul 2024 - Oct 2024
2026 correction2026	-16.30%Mar 2026	2mo	1mo 7d	3mo 7dJan 2026 - May 2026
2025 pullback2025	-8.39%Nov 2025	16d	1mo 3d	1mo 19dNov 2025 - Dec 2025
2024 pullback2024	-7.98%Apr 2024	7d	17d	24dApr 2024 - May 2024

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 7.64, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.56	1.41

The portfolio has a diversification ratio of 1.41, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2024 Quant. Projection correlation to the S&P 500 Index

2024 Quant. Projection has a 0.81 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Dec 18, 2023	0.82

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while AAAU has the lowest at 0.15.

0.15

0.53

0.56

0.58

Portfolio Correlations

Correlation vs. 2024 Quant. Projection. VOO has the highest portfolio correlation at 0.82, while AAAU has the lowest at 0.16.

0.16

0.47

0.63

0.65

Asset Correlations Table

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

	AAAU	AAPL	TSLA	NVDA	GOOG	META	MSFT	AMZN	VOO
AAAU	1.00	0.02	0.06	0.05	0.13	0.07	0.04	0.06	0.16
AAPL	0.02	1.00	0.37	0.25	0.38	0.28	0.32	0.36	0.54
TSLA	0.06	0.37	1.00	0.34	0.39	0.35	0.34	0.39	0.55
NVDA	0.05	0.25	0.34	1.00	0.37	0.46	0.50	0.45	0.63
GOOG	0.13	0.38	0.39	0.37	1.00	0.47	0.43	0.57	0.58
META	0.07	0.28	0.35	0.46	0.47	1.00	0.54	0.60	0.59
MSFT	0.04	0.32	0.34	0.50	0.43	0.54	1.00	0.56	0.63
AMZN	0.06	0.36	0.39	0.45	0.57	0.60	0.56	1.00	0.65
VOO	0.16	0.54	0.55	0.63	0.58	0.59	0.63	0.65	1.00

The correlation results are calculated based on daily price changes starting from Dec 18, 2023

Diversification Analysis

Find what 2024 Quant. Projection is missing

See which holdings overlap, where 2024 Quant. Projection is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification