LD 2024Port
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LD 2024Port, 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
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 2, 2024, the LD 2024Port returned 39.36% Year-To-Date and 25.89% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 20.10% | -0.39% | 11.72% | 31.44% | 13.30% | 10.96% |
| LD 2024Port | 39.36% | -2.71% | 4.97% | 52.32% | 33.00% | 25.86% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.79% | -0.41% | 10.24% | 24.58% | 12.27% | 11.39% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 17.24% | -1.00% | 10.95% | 30.41% | 17.03% | 13.80% |
SCHX Schwab U.S. Large-Cap ETF | 21.89% | -0.16% | 13.02% | 34.38% | 16.58% | 14.61% |
SMCI Super Micro Computer, Inc. | -8.36% | -36.82% | -66.72% | 2.16% | 66.05% | 23.06% |
LLY Eli Lilly and Company | 41.17% | -7.69% | 11.77% | 45.20% | 51.33% | 31.09% |
AVGO Broadcom Inc. | 52.96% | -4.37% | 33.02% | 94.32% | 44.40% | 38.08% |
MSFT Microsoft Corporation | 9.73% | -1.37% | 1.28% | 17.19% | 24.44% | 25.79% |
NVDA NVIDIA Corporation | 173.47% | 8.39% | 52.52% | 200.95% | 92.21% | 75.96% |
AMZN Amazon.com, Inc. | 30.27% | 6.12% | 6.29% | 42.81% | 17.11% | 29.67% |
GOOG Alphabet Inc. | 22.81% | 2.43% | 2.42% | 32.76% | 21.86% | 20.47% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 4.25% | -0.29% | 3.04% | 6.35% | 3.48% | 2.38% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.56% | 0.39% | 2.44% | 5.28% | 2.49% | 1.80% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 15.33% | -1.32% | 3.89% | 27.89% | 10.74% | 9.86% |
Monthly Returns
The table below presents the monthly returns of LD 2024Port, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 10.52% | 15.26% | 7.01% | -3.20% | 4.35% | 5.91% | -2.13% | -0.85% | 1.07% | -2.60% | 39.36% | ||
| 2023 | 6.30% | 1.39% | 7.67% | 2.03% | 16.24% | 6.26% | 5.55% | 0.36% | -4.50% | -1.58% | 8.24% | 5.03% | 65.55% |
| 2022 | -7.11% | -0.54% | 4.03% | -8.41% | 2.83% | -8.19% | 10.99% | -3.17% | -8.84% | 6.64% | 9.16% | -5.70% | -10.63% |
| 2021 | 2.65% | 2.99% | 2.55% | 4.27% | 1.00% | 5.24% | 2.19% | 3.55% | -4.38% | 7.43% | 3.12% | 3.47% | 39.36% |
| 2020 | 3.00% | -5.18% | -6.77% | 11.89% | 5.49% | 4.85% | 4.08% | 6.22% | -2.68% | -2.83% | 9.78% | 4.67% | 35.38% |
| 2019 | 6.43% | 4.72% | 5.09% | 2.93% | -8.46% | 5.66% | 1.15% | -0.79% | 1.17% | 3.61% | 3.69% | 4.41% | 32.78% |
| 2018 | 7.26% | -3.63% | -2.53% | 0.89% | 7.11% | -0.15% | 2.95% | 3.68% | 1.24% | -10.49% | 2.26% | -5.73% | 1.37% |
| 2017 | 2.77% | 1.98% | 1.58% | 0.84% | 4.99% | -0.45% | 3.40% | 0.57% | 0.06% | 4.17% | 2.99% | -0.48% | 24.66% |
| 2016 | -2.82% | -0.43% | 6.75% | -2.00% | 5.11% | -0.09% | 4.59% | 1.19% | 2.52% | -1.02% | 3.88% | 4.07% | 23.42% |
| 2015 | 0.18% | 6.80% | -2.61% | 1.32% | 3.90% | -3.04% | 3.05% | -1.86% | 0.33% | 7.88% | 1.92% | 1.43% | 20.36% |
| 2014 | -0.61% | 3.21% | 3.34% | -1.33% | 4.39% | 1.07% | 1.33% | 3.41% | -0.35% | 15.21% |
Expense Ratio
LD 2024Port has an expense ratio of 0.05%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LD 2024Port is 56, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.52 | 3.64 | 1.44 | 2.63 | 13.95 |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 3.15 | 4.25 | 1.57 | 5.32 | 20.52 |
SCHX Schwab U.S. Large-Cap ETF | 3.11 | 4.10 | 1.58 | 4.50 | 20.35 |
SMCI Super Micro Computer, Inc. | 0.03 | 0.83 | 1.12 | 0.04 | 0.09 |
LLY Eli Lilly and Company | 1.63 | 2.29 | 1.31 | 2.60 | 9.18 |
AVGO Broadcom Inc. | 2.21 | 2.80 | 1.36 | 4.00 | 12.29 |
MSFT Microsoft Corporation | 0.99 | 1.37 | 1.18 | 1.26 | 3.20 |
NVDA NVIDIA Corporation | 4.26 | 4.11 | 1.54 | 8.13 | 25.68 |
AMZN Amazon.com, Inc. | 1.67 | 2.31 | 1.30 | 1.71 | 7.57 |
GOOG Alphabet Inc. | 1.38 | 1.89 | 1.26 | 1.60 | 4.13 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.05 | 5.40 | 1.70 | 3.85 | 26.95 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 14.84 | 54.26 | 13.21 | 89.28 | 737.68 |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 1.98 | 2.77 | 1.33 | 1.72 | 10.44 |
Dividends
Dividend yield
LD 2024Port provided a 1.53% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.53% | 1.64% | 1.84% | 1.22% | 1.34% | 1.67% | 1.63% | 1.37% | 1.45% | 1.33% | 1.34% | 1.25% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.61% | 3.55% | 3.97% | 2.50% | 4.43% | 4.69% | 3.64% | 3.52% | 4.96% | 4.24% | 3.20% | 1.38% |
SCHX Schwab U.S. Large-Cap ETF | 1.23% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.16% | 1.70% | 1.93% | 2.04% | 1.76% | 1.65% |
SMCI Super Micro Computer, 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% |
LLY Eli Lilly and Company | 0.61% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AVGO Broadcom Inc. | 1.25% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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% |
GOOG Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.39% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.31% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% | 0.00% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 0.99% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% | 0.66% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the LD 2024Port. 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 LD 2024Port was 26.46%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.
The current LD 2024Port drawdown is 7.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 3, 2020 | 73 |
| -20.21% | Dec 28, 2021 | 202 | Oct 14, 2022 | 107 | Mar 21, 2023 | 309 |
| -18.79% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -13.47% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -10.61% | Dec 7, 2015 | 46 | Feb 11, 2016 | 27 | Mar 22, 2016 | 73 |
Volatility
Volatility Chart
The current LD 2024Port volatility is 5.18%, 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.
Diversification
Asset Correlations Table
| USFR | VTIP | LLY | SMCI | NVDA | AMZN | AVGO | GOOG | MSFT | SCHD | IVOG | FNDX | SCHX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USFR | 1.00 | 0.00 | 0.02 | -0.01 | 0.01 | 0.01 | 0.01 | 0.04 | 0.02 | 0.00 | 0.02 | 0.02 | 0.02 |
| VTIP | 0.00 | 1.00 | 0.03 | 0.03 | 0.01 | 0.06 | 0.03 | 0.06 | 0.05 | 0.07 | 0.08 | 0.09 | 0.08 |
| LLY | 0.02 | 0.03 | 1.00 | 0.20 | 0.23 | 0.25 | 0.25 | 0.29 | 0.33 | 0.36 | 0.32 | 0.36 | 0.40 |
| SMCI | -0.01 | 0.03 | 0.20 | 1.00 | 0.39 | 0.28 | 0.39 | 0.29 | 0.33 | 0.40 | 0.47 | 0.44 | 0.46 |
| NVDA | 0.01 | 0.01 | 0.23 | 0.39 | 1.00 | 0.53 | 0.61 | 0.52 | 0.58 | 0.42 | 0.55 | 0.48 | 0.62 |
| AMZN | 0.01 | 0.06 | 0.25 | 0.28 | 0.53 | 1.00 | 0.47 | 0.67 | 0.64 | 0.40 | 0.52 | 0.48 | 0.64 |
| AVGO | 0.01 | 0.03 | 0.25 | 0.39 | 0.61 | 0.47 | 1.00 | 0.48 | 0.54 | 0.52 | 0.59 | 0.55 | 0.65 |
| GOOG | 0.04 | 0.06 | 0.29 | 0.29 | 0.52 | 0.67 | 0.48 | 1.00 | 0.68 | 0.49 | 0.55 | 0.56 | 0.69 |
| MSFT | 0.02 | 0.05 | 0.33 | 0.33 | 0.58 | 0.64 | 0.54 | 0.68 | 1.00 | 0.54 | 0.58 | 0.58 | 0.74 |
| SCHD | 0.00 | 0.07 | 0.36 | 0.40 | 0.42 | 0.40 | 0.52 | 0.49 | 0.54 | 1.00 | 0.79 | 0.92 | 0.83 |
| IVOG | 0.02 | 0.08 | 0.32 | 0.47 | 0.55 | 0.52 | 0.59 | 0.55 | 0.58 | 0.79 | 1.00 | 0.86 | 0.88 |
| FNDX | 0.02 | 0.09 | 0.36 | 0.44 | 0.48 | 0.48 | 0.55 | 0.56 | 0.58 | 0.92 | 0.86 | 1.00 | 0.91 |
| SCHX | 0.02 | 0.08 | 0.40 | 0.46 | 0.62 | 0.64 | 0.65 | 0.69 | 0.74 | 0.83 | 0.88 | 0.91 | 1.00 |