2024 Quant. Projection

Asset Allocation

Position	Category/Sector	Target Weight
AAAU Goldman Sachs Physical Gold ETF	Precious Metals, Gold	10.31%
AAPL Apple Inc	Technology	5.39%
AMZN Amazon.com, Inc	Consumer Cyclical	11.51%
GOOG Alphabet Inc	Communication Services	15.08%
META Meta Platforms, Inc.	Communication Services	7.62%
MSFT Microsoft Corporation	Technology	6.56%
NVDA NVIDIA Corporation	Technology	14.67%
TSLA Tesla, Inc.	Consumer Cyclical	19.43%
VOO Vanguard S&P 500 ETF	S&P 500	9.43%

Benchmark Against

Benchmark

S&P 500 Index

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 graphics...

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 2024 Quant. Projection	-1.20%	-5.06%	-9.55%	-5.68%	29.35%	—	—	—
Portfolio components:
TSLA Tesla, Inc.	-5.42%	-8.11%	-19.82%	-17.30%	27.53%	22.79%	10.33%	36.16%
META Meta Platforms, Inc.	-0.82%	-12.23%	-12.90%	-20.86%	-1.31%	39.54%	14.16%	17.80%
AMZN Amazon.com, Inc	-0.38%	0.50%	-9.12%	-5.68%	7.02%	27.00%	5.83%	21.61%
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
AAAU Goldman Sachs Physical Gold ETF	-1.96%	-8.32%	8.32%	21.13%	49.28%	32.78%	21.79%	—
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
GOOG Alphabet Inc	-0.15%	-2.93%	-6.10%	19.65%	86.00%	41.44%	22.67%	23.06%

*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 +0.12%, while the average monthly return is +2.19%. At this rate, your investment would double in approximately 2.7 years.

Historically, 72% of months were positive and 28% 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%	0.31%									-9.55%
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 6.28%, 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 164.46% of S&P 500 Index gains and 110.23% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 6.28% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 6.28%

Beta: 1.45

R²: 0.76

Upside Capture: 164.46%

Downside Capture: 110.23%

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 51 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.10	0.88	+0.22
Sortino ratio Return per unit of downside risk	1.74	1.37	+0.38
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.91	1.39	+0.52
Martin ratio Return relative to average drawdown	7.05	6.43	+0.61
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
TSLA Tesla, Inc.	60	0.50	1.10	1.13	1.25	3.01
META Meta Platforms, Inc.	36	-0.03	0.25	1.03	-0.05	-0.12
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
AAAU Goldman Sachs Physical Gold ETF	81	1.80	2.23	1.33	2.59	9.38
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
GOOG Alphabet Inc	94	2.87	3.82	1.47	4.14	15.67

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 1.10
All Time: 1.12

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 1.00 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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 graphics...

Dividends

Dividend yield

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

	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									$11.48
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 graphics...

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 11.29%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.51%	Dec 18, 2024	75	Apr 8, 2025	84	Aug 8, 2025	159
-16.75%	Jul 11, 2024	20	Aug 7, 2024	58	Oct 29, 2024	78
-16.3%	Jan 29, 2026	42	Mar 30, 2026	—	—	—
-8.39%	Nov 4, 2025	13	Nov 20, 2025	22	Dec 23, 2025	35
-7.98%	Apr 12, 2024	6	Apr 19, 2024	11	May 6, 2024	17

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 7.74, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	AAAU	AAPL	TSLA	NVDA	GOOG	META	MSFT	AMZN	VOO	Portfolio
Benchmark	1.00	0.12	0.54	0.56	0.64	0.58	0.61	0.66	0.66	1.00	0.83
AAAU	0.12	1.00	0.01	0.04	0.03	0.09	0.05	0.03	0.03	0.12	0.12
AAPL	0.54	0.01	1.00	0.38	0.27	0.39	0.29	0.35	0.37	0.55	0.48
TSLA	0.56	0.04	0.38	1.00	0.34	0.40	0.35	0.36	0.40	0.56	0.79
NVDA	0.64	0.03	0.27	0.34	1.00	0.36	0.47	0.52	0.47	0.64	0.66
GOOG	0.58	0.09	0.39	0.40	0.36	1.00	0.47	0.46	0.56	0.58	0.64
META	0.61	0.05	0.29	0.35	0.47	0.47	1.00	0.57	0.61	0.61	0.66
MSFT	0.66	0.03	0.35	0.36	0.52	0.46	0.57	1.00	0.60	0.66	0.66
AMZN	0.66	0.03	0.37	0.40	0.47	0.56	0.61	0.60	1.00	0.66	0.72
VOO	1.00	0.12	0.55	0.56	0.64	0.58	0.61	0.66	0.66	1.00	0.82
Portfolio	0.83	0.12	0.48	0.79	0.66	0.64	0.66	0.66	0.72	0.82	1.00

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

2024 Quant. Projection

Asset Allocation

Transactions

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Monthly Dividends

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table