PortfoliosLab logo
​
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
M24PP Alternative - DEPRECATED
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

M24PP Alternative - DEPRECATED

Last updated Aug 25, 2024

Asset Allocation

NVDA 13.64%MSFT 12%AAPL 11%UBER 10.62%VTI 9.91%GOOGL 8.24%COIN 7.33%AMZN 6.26%META 4.92%QQQM 3%VOO 3%SQM 1.18%VNQ 8.9%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
11%
AMZN
Amazon.com, Inc.		Consumer Cyclical
6.26%
COIN
Coinbase Global, Inc.		Technology
7.33%
GOOGL
Alphabet Inc.		Communication Services
8.24%
META
Meta Platforms, Inc.		Communication Services
4.92%
MSFT
Microsoft Corporation		Technology
12%
NVDA
NVIDIA Corporation		Technology
13.64%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
3%
SQM
Sociedad Química y Minera de Chile S.A.		Basic Materials
1.18%
UBER
Uber Technologies, Inc.		Technology
10.62%
VNQ
Vanguard Real Estate ETF		REIT
8.90%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
3%
VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities
9.91%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in M24PP Alternative - 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

20.00%40.00%60.00%80.00%100.00%120.00%MarchAprilMayJuneJulyAugust
103.93%
36.18%
M24PP Alternative - DEPRECATED
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of COIN

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.76%2.89%10.80%27.49%14.28%10.89%
M24PP Alternative - DEPRECATED34.31%2.98%16.23%64.73%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		155.39%11.85%60.70%170.09%99.84%75.44%
AAPL
Apple Inc		18.44%4.35%24.71%26.72%35.64%25.95%
MSFT
Microsoft Corporation		10.56%-2.59%1.84%28.70%26.23%26.77%
UBER
Uber Technologies, Inc.		17.93%12.75%-7.80%64.46%17.44%N/A
VTI
Vanguard Total Stock Market ETF		17.55%2.67%10.68%27.77%15.35%12.29%
VNQ
Vanguard Real Estate ETF		9.48%5.77%15.19%21.03%4.61%6.29%
GOOGL
Alphabet Inc.		19.09%-0.50%19.78%26.98%23.25%19.10%
COIN
Coinbase Global, Inc.		17.30%-16.03%2.40%176.76%N/AN/A
AMZN
Amazon.com, Inc.		15.51%-3.84%1.13%31.82%14.80%26.41%
META
Meta Platforms, Inc.		47.53%11.90%7.10%79.90%23.58%21.51%
QQQM
Invesco NASDAQ 100 ETF		16.49%2.67%8.97%30.57%N/AN/A
VOO
Vanguard S&P 500 ETF		18.79%3.01%11.37%28.55%16.13%12.93%
SQM
Sociedad Química y Minera de Chile S.A.		-36.20%-0.23%-15.84%-36.30%16.31%8.14%

Monthly Returns

The table below presents the monthly returns of M24PP Alternative - DEPRECATED, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.46%13.69%5.39%-6.34%8.76%7.27%-2.21%34.31%
202319.70%3.93%9.13%0.41%12.20%8.01%8.06%-2.82%-6.00%-1.51%16.80%9.27%104.97%
2022-9.51%-3.48%4.97%-16.38%-5.70%-11.36%14.60%-2.66%-11.33%2.20%5.82%-10.46%-38.63%
2021-0.29%-2.10%7.67%0.62%5.05%-5.19%11.32%3.72%-0.75%20.70%

Expense Ratio

M24PP Alternative - DEPRECATED has an expense ratio of 0.02%, 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.

QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
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%
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 Rank

The current risk-adjusted rank of M24PP Alternative - DEPRECATED is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of M24PP Alternative - DEPRECATED is 9393
M24PP Alternative - DEPRECATED
The Sharpe Ratio Rank of M24PP Alternative - DEPRECATED is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of M24PP Alternative - DEPRECATED is 9292Sortino Ratio Rank
The Omega Ratio Rank of M24PP Alternative - DEPRECATED is 9292Omega Ratio Rank
The Calmar Ratio Rank of M24PP Alternative - DEPRECATED is 9595Calmar Ratio Rank
The Martin Ratio Rank of M24PP Alternative - DEPRECATED is 9494Martin 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.

M24PP Alternative - DEPRECATED
Sharpe ratio
The chart of Sharpe ratio for M24PP Alternative - DEPRECATED, currently valued at 3.11, compared to the broader market-1.000.001.002.003.004.003.11
Sortino ratio
The chart of Sortino ratio for M24PP Alternative - DEPRECATED, currently valued at 3.90, compared to the broader market-2.000.002.004.003.90
Omega ratio
The chart of Omega ratio for M24PP Alternative - DEPRECATED, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for M24PP Alternative - DEPRECATED, currently valued at 4.82, compared to the broader market0.002.004.006.008.004.82
Martin ratio
The chart of Martin ratio for M24PP Alternative - DEPRECATED, currently valued at 17.10, compared to the broader market0.005.0010.0015.0020.0025.0030.0017.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.002.004.006.008.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.005.0010.0015.0020.0025.0030.0010.55
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		3.383.691.466.2219.49
AAPL
Apple Inc		1.311.931.241.773.89
MSFT
Microsoft Corporation		1.522.021.261.956.68
UBER
Uber Technologies, Inc.		1.682.481.301.895.80
VTI
Vanguard Total Stock Market ETF		2.313.131.412.1010.44
VNQ
Vanguard Real Estate ETF		1.191.771.220.653.89
GOOGL
Alphabet Inc.		1.021.441.201.534.54
COIN
Coinbase Global, Inc.		2.382.901.322.2010.38
AMZN
Amazon.com, Inc.		1.171.701.220.925.32
META
Meta Platforms, Inc.		2.233.111.413.2513.63
QQQM
Invesco NASDAQ 100 ETF		1.892.531.332.379.09
VOO
Vanguard S&P 500 ETF		2.433.291.442.6011.51
SQM
Sociedad Química y Minera de Chile S.A.		-0.84-1.180.87-0.60-1.58

Sharpe Ratio

The current M24PP Alternative - DEPRECATED Sharpe ratio is 3.05. 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 1.79 to 2.40, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of M24PP Alternative - 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 Ratio1.002.003.004.005.00MarchAprilMayJuneJulyAugust
3.11
2.28
M24PP Alternative - DEPRECATED
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

M24PP Alternative - DEPRECATED granted a 0.72% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
M24PP Alternative - DEPRECATED0.72%0.81%0.92%0.59%0.76%0.88%1.21%1.05%1.30%1.29%1.33%1.47%
Portfolio components:
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%
AAPL
Apple Inc		0.43%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		0.73%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		1.32%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VNQ
Vanguard Real Estate ETF		3.76%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.		0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COIN
Coinbase Global, 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%
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.		0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF		0.66%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SQM
Sociedad Química y Minera de Chile S.A.		3.47%8.50%9.79%3.91%1.65%4.59%5.41%2.38%5.31%2.37%5.80%3.94%

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.

-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MarchAprilMayJuneJulyAugust
-3.78%
-0.89%
M24PP Alternative - DEPRECATED
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the M24PP Alternative - 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 Alternative - DEPRECATED was 42.84%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.

The current M24PP Alternative - DEPRECATED drawdown is 2.76%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.84%Nov 22, 2021277Dec 28, 2022134Jul 13, 2023411
-13.61%Jul 17, 202414Aug 5, 2024———
-13.22%Jul 20, 202370Oct 26, 202313Nov 14, 202383
-9.63%Apr 19, 202118May 12, 202128Jun 22, 202146
-9.21%Mar 26, 202418Apr 19, 202425May 24, 202443

Volatility

Volatility Chart

The current M24PP Alternative - DEPRECATED volatility is 8.52%, 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%MarchAprilMayJuneJulyAugust
8.52%
5.88%
M24PP Alternative - 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.
SQMCOINUBERVNQMETANVDAAAPLGOOGLAMZNMSFTVOOVTIQQQM
SQM1.000.340.250.370.260.350.300.260.300.260.450.470.40
COIN0.341.000.450.410.450.490.390.410.490.420.520.550.56
UBER0.250.451.000.350.490.480.400.450.530.430.550.580.57
VNQ0.370.410.351.000.380.340.470.410.410.450.690.700.56
META0.260.450.490.381.000.590.520.630.610.630.680.680.74
NVDA0.350.490.480.340.591.000.560.580.600.660.710.700.81
AAPL0.300.390.400.470.520.561.000.650.610.690.760.740.79
GOOGL0.260.410.450.410.630.580.651.000.690.740.730.710.79
AMZN0.300.490.530.410.610.600.610.691.000.690.710.700.78
MSFT0.260.420.430.450.630.660.690.740.691.000.790.760.85
VOO0.450.520.550.690.680.710.760.730.710.791.000.990.94
VTI0.470.550.580.700.680.700.740.710.700.760.991.000.93
QQQM0.400.560.570.560.740.810.790.790.780.850.940.931.00
The correlation results are calculated based on daily price changes starting from Apr 15, 2021