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2024 Quant. Projection
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

2024 Quant. Projection

Last updated Nov 14, 2024

2024 Quantity Projection

Asset Allocation

AAAU 6.69%TSLA 20.92%NVDA 14.22%AMZN 13.81%GOOG 10.87%VOO 10.09%META 9.04%MSFT 8.77%AAPL 5.58%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
AAAU
Goldman Sachs Physical Gold ETF		Precious Metals, Gold
6.69%
AAPL
Apple Inc		Technology
5.58%
AMZN
Amazon.com, Inc.		Consumer Cyclical
13.81%
GOOG
Alphabet Inc.		Communication Services
10.87%
META
Meta Platforms, Inc.		Communication Services
9.04%
MSFT
Microsoft Corporation		Technology
8.77%
NVDA
NVIDIA Corporation		Technology
14.22%
TSLA
Tesla, Inc.		Consumer Cyclical
20.92%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
10.09%

Transactions

DateTypeSymbolQuantityPrice
Mar 21, 2024BuyVanguard S&P 500 ETF2.591$481.57
Mar 21, 2024BuyNVIDIA Corporation1.37$910.95
Mar 21, 2024BuyMicrosoft Corporation2.908$429.19
Mar 21, 2024BuyAlphabet Inc.8.487$147.04
Mar 18, 2024SellMeta Platforms, Inc.2.203$492.05
Mar 18, 2024BuyTesla, Inc.6.244$173.32
Dec 18, 2023BuyTesla, Inc.2.684$253.94
Dec 18, 2023BuyMeta Platforms, Inc.4.4$337.49
Dec 18, 2023BuyAmazon.com, Inc.9.09$150.61
Dec 18, 2023BuyApple Inc3.49$195.54

1–10 of 11

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. The portfolio is rebalanced Quarterly

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.45%
12.99%
2024 Quant. Projection
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
2024 Quant. Projection49.90%12.14%27.45%N/AN/AN/A
Portfolio components:
TSLA
Tesla, Inc.		32.90%50.40%88.88%39.10%69.97%34.42%
META
Meta Platforms, Inc.		64.35%-1.07%22.80%72.98%24.51%22.80%
AMZN
Amazon.com, Inc.		40.91%14.07%16.59%46.84%19.81%29.37%
AAPL
Apple Inc		17.50%-3.63%18.85%20.69%28.54%24.42%
AAAU
Goldman Sachs Physical Gold ETF		24.57%-3.34%8.11%30.85%11.73%N/A
VOO
Vanguard S&P 500 ETF		26.94%3.01%13.73%35.06%15.77%13.41%
NVDA
NVIDIA Corporation		195.43%11.15%55.04%194.66%96.24%77.64%
MSFT
Microsoft Corporation		13.69%1.54%1.18%15.70%24.40%25.99%
GOOG
Alphabet Inc.		28.39%8.14%3.14%33.60%22.15%20.93%

Monthly Returns

The table below presents the monthly returns of 2024 Quant. Projection, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.28%13.32%0.47%-1.61%6.39%7.91%0.20%-0.80%6.54%0.16%49.90%
20231.49%1.49%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

AAAU
Goldman Sachs Physical Gold ETF
Expense ratio chart for AAAU: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: 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 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 Quant. Projection
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.		0.781.551.190.732.08
META
Meta Platforms, Inc.		2.133.041.424.1612.93
AMZN
Amazon.com, Inc.		1.862.541.332.148.53
AAPL
Apple Inc		1.001.561.191.353.17
AAAU
Goldman Sachs Physical Gold ETF		2.172.901.384.1413.73
VOO
Vanguard S&P 500 ETF		3.084.091.584.4620.36
NVDA
NVIDIA Corporation		3.883.901.507.4323.42
MSFT
Microsoft Corporation		0.861.211.161.092.65
GOOG
Alphabet Inc.		1.351.871.251.594.04

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for 2024 Quant. Projection. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

2024 Quant. Projection provided a 0.20% dividend yield over the last twelve months.

TTM
Portfolio0.20%

Monthly Dividends

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$3.04$4.00$0.00$3.05$7.56$0.00$3.05$7.18$0.00$0.87$28.75
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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.80%
-0.27%
2024 Quant. Projection
Benchmark (^GSPC)
Portfolio components

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 16.75%, occurring on Aug 7, 2024. Recovery took 58 trading sessions.

The current 2024 Quant. Projection drawdown is 0.80%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.75%Jul 11, 202420Aug 7, 202458Oct 29, 202478
-7.98%Apr 12, 20246Apr 19, 202411May 6, 202417
-4.74%Dec 28, 20235Jan 4, 202413Jan 24, 202418
-3.77%Mar 4, 202410Mar 15, 202415Apr 8, 202425
-3.26%Oct 31, 20241Oct 31, 20244Nov 6, 20245

Volatility

Volatility Chart

The current 2024 Quant. Projection volatility is 7.57%, 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%JuneJulyAugustSeptemberOctoberNovember
7.57%
3.75%
2024 Quant. Projection
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.
AAAUTSLAAAPLNVDAGOOGMETAAMZNMSFTVOO
AAAU1.000.080.090.090.220.230.240.140.26
TSLA0.081.000.390.260.260.230.320.300.51
AAPL0.090.391.000.250.400.260.360.410.53
NVDA0.090.260.251.000.290.440.430.500.62
GOOG0.220.260.400.291.000.450.540.580.51
META0.230.230.260.440.451.000.560.620.62
AMZN0.240.320.360.430.540.561.000.690.65
MSFT0.140.300.410.500.580.620.691.000.71
VOO0.260.510.530.620.510.620.650.711.00
The correlation results are calculated based on daily price changes starting from Dec 18, 2023