M24PP Alternative - DEPRECATED
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 11% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.26% |
COIN Coinbase Global, Inc. | Technology | 7.33% |
GOOGL Alphabet Inc Class A | 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% |
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 Every 3 months.
The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of COIN
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| M24PP Alternative - DEPRECATED | -3.61% | 18.49% | -5.91% | 14.53% | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | -12.59% | 21.88% | -21.15% | 29.85% | 72.35% | 72.94% |
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.29% | 21.49% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.98% | 26.84% |
UBER Uber Technologies, Inc. | 36.44% | 26.48% | 12.54% | 23.95% | 20.28% | N/A |
VTI Vanguard Total Stock Market ETF | -3.64% | 14.17% | -5.14% | 10.03% | 15.30% | 11.75% |
VNQ Vanguard Real Estate ETF | 0.45% | 11.00% | -4.37% | 13.24% | 7.43% | 5.28% |
GOOGL Alphabet Inc Class A | -18.41% | 6.62% | -14.45% | -8.48% | 17.56% | 19.02% |
COIN Coinbase Global, Inc. | -16.83% | 36.33% | -19.20% | -2.23% | N/A | N/A |
AMZN Amazon.com, Inc. | -12.45% | 12.55% | -8.56% | 2.17% | 10.09% | 24.46% |
META Meta Platforms, Inc. | 2.23% | 17.15% | 1.24% | 27.00% | 23.20% | 22.71% |
QQQM Invesco NASDAQ 100 ETF | -4.32% | 17.29% | -4.59% | 11.71% | N/A | N/A |
VOO Vanguard S&P 500 ETF | -3.28% | 13.71% | -4.52% | 10.70% | 15.89% | 12.40% |
SQM Sociedad Química y Minera de Chile S.A. | -5.75% | 8.42% | -9.05% | -27.94% | 11.47% | 8.03% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.89% | -2.62% | -8.24% | 2.06% | 2.72% | -3.61% | |||||||
| 2024 | 2.46% | 13.69% | 5.39% | -6.34% | 8.76% | 7.27% | -2.21% | 1.27% | 2.49% | -0.44% | 8.23% | -2.72% | 42.73% |
| 2023 | 19.70% | 3.93% | 9.13% | 0.41% | 12.18% | 8.01% | 8.05% | -2.82% | -6.00% | -1.51% | 16.80% | 9.27% | 104.91% |
| 2022 | -9.51% | -3.49% | 4.96% | -16.38% | -5.70% | -11.37% | 14.60% | -2.66% | -11.34% | 2.20% | 5.82% | -10.47% | -38.66% |
| 2021 | -0.29% | -2.10% | 7.67% | 0.62% | 5.05% | -5.19% | 11.32% | 3.72% | -0.76% | 20.68% |
Expense Ratio
M24PP Alternative - DEPRECATED has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of M24PP Alternative - DEPRECATED is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.51 | 1.02 | 1.13 | 0.74 | 1.85 |
AAPL Apple Inc | 0.27 | 0.63 | 1.09 | 0.28 | 0.95 |
MSFT Microsoft Corporation | 0.30 | 0.57 | 1.07 | 0.29 | 0.63 |
UBER Uber Technologies, Inc. | 0.56 | 0.81 | 1.10 | 0.49 | 1.06 |
VTI Vanguard Total Stock Market ETF | 0.51 | 0.84 | 1.12 | 0.52 | 1.99 |
VNQ Vanguard Real Estate ETF | 0.74 | 1.11 | 1.15 | 0.55 | 2.41 |
GOOGL Alphabet Inc Class A | -0.28 | -0.15 | 0.98 | -0.26 | -0.58 |
COIN Coinbase Global, Inc. | -0.03 | 0.45 | 1.05 | -0.15 | -0.32 |
AMZN Amazon.com, Inc. | 0.07 | 0.31 | 1.04 | 0.06 | 0.16 |
META Meta Platforms, Inc. | 0.75 | 1.32 | 1.17 | 0.85 | 2.66 |
QQQM Invesco NASDAQ 100 ETF | 0.47 | 0.82 | 1.11 | 0.51 | 1.68 |
VOO Vanguard S&P 500 ETF | 0.56 | 0.92 | 1.13 | 0.58 | 2.25 |
SQM Sociedad Química y Minera de Chile S.A. | -0.64 | -0.79 | 0.91 | -0.41 | -1.33 |
Dividends
Dividend yield
M24PP Alternative - DEPRECATED provided a 0.77% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.77% | 0.71% | 0.77% | 0.88% | 0.57% | 0.75% | 0.86% | 1.19% | 1.05% | 1.29% | 1.26% | 1.27% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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 | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VNQ Vanguard Real Estate ETF | 4.10% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
GOOGL Alphabet Inc Class A | 0.52% | 0.32% | 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. | 0.34% | 0.34% | 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 | 0.62% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SQM Sociedad Química y Minera de Chile S.A. | 0.41% | 0.39% | 5.41% | 6.26% | 2.54% | 1.09% | 2.98% | 3.79% | 1.97% | 4.12% | 0.08% | 0.19% |
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 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 42.88%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.
The current M24PP Alternative - DEPRECATED drawdown is 9.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.88% | Nov 22, 2021 | 277 | Dec 28, 2022 | 134 | Jul 13, 2023 | 411 |
| -23.88% | Feb 14, 2025 | 37 | Apr 8, 2025 | — | — | — |
| -13.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | 49 | Oct 14, 2024 | 63 |
| -13.22% | Jul 20, 2023 | 70 | Oct 26, 2023 | 13 | Nov 14, 2023 | 83 |
| -9.63% | Apr 19, 2021 | 18 | May 12, 2021 | 28 | Jun 22, 2021 | 46 |
Volatility
Volatility Chart
The current M24PP Alternative - DEPRECATED volatility is 14.26%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 13 assets, with an effective number of assets of 10.57, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | SQM | VNQ | UBER | COIN | META | AAPL | NVDA | GOOGL | AMZN | MSFT | VTI | VOO | QQQM | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.42 | 0.65 | 0.53 | 0.53 | 0.67 | 0.73 | 0.71 | 0.72 | 0.71 | 0.78 | 0.99 | 1.00 | 0.94 | 0.88 |
| SQM | 0.42 | 1.00 | 0.34 | 0.24 | 0.33 | 0.24 | 0.29 | 0.32 | 0.26 | 0.28 | 0.25 | 0.44 | 0.42 | 0.38 | 0.40 |
| VNQ | 0.65 | 0.34 | 1.00 | 0.33 | 0.39 | 0.34 | 0.44 | 0.31 | 0.37 | 0.37 | 0.41 | 0.67 | 0.66 | 0.52 | 0.51 |
| UBER | 0.53 | 0.24 | 0.33 | 1.00 | 0.44 | 0.47 | 0.38 | 0.46 | 0.43 | 0.50 | 0.41 | 0.56 | 0.53 | 0.55 | 0.66 |
| COIN | 0.53 | 0.33 | 0.39 | 0.44 | 1.00 | 0.45 | 0.38 | 0.48 | 0.43 | 0.48 | 0.42 | 0.56 | 0.53 | 0.57 | 0.72 |
| META | 0.67 | 0.24 | 0.34 | 0.47 | 0.45 | 1.00 | 0.50 | 0.58 | 0.63 | 0.62 | 0.62 | 0.67 | 0.67 | 0.73 | 0.72 |
| AAPL | 0.73 | 0.29 | 0.44 | 0.38 | 0.38 | 0.50 | 1.00 | 0.51 | 0.61 | 0.58 | 0.66 | 0.71 | 0.73 | 0.75 | 0.69 |
| NVDA | 0.71 | 0.32 | 0.31 | 0.46 | 0.48 | 0.58 | 0.51 | 1.00 | 0.57 | 0.60 | 0.65 | 0.70 | 0.70 | 0.80 | 0.82 |
| GOOGL | 0.72 | 0.26 | 0.37 | 0.43 | 0.43 | 0.63 | 0.61 | 0.57 | 1.00 | 0.69 | 0.72 | 0.70 | 0.72 | 0.77 | 0.75 |
| AMZN | 0.71 | 0.28 | 0.37 | 0.50 | 0.48 | 0.62 | 0.58 | 0.60 | 0.69 | 1.00 | 0.70 | 0.70 | 0.71 | 0.78 | 0.77 |
| MSFT | 0.78 | 0.25 | 0.41 | 0.41 | 0.42 | 0.62 | 0.66 | 0.65 | 0.72 | 0.70 | 1.00 | 0.75 | 0.78 | 0.84 | 0.79 |
| VTI | 0.99 | 0.44 | 0.67 | 0.56 | 0.56 | 0.67 | 0.71 | 0.70 | 0.70 | 0.70 | 0.75 | 1.00 | 0.99 | 0.93 | 0.88 |
| VOO | 1.00 | 0.42 | 0.66 | 0.53 | 0.53 | 0.67 | 0.73 | 0.70 | 0.72 | 0.71 | 0.78 | 0.99 | 1.00 | 0.94 | 0.88 |
| QQQM | 0.94 | 0.38 | 0.52 | 0.55 | 0.57 | 0.73 | 0.75 | 0.80 | 0.77 | 0.78 | 0.84 | 0.93 | 0.94 | 1.00 | 0.93 |
| Portfolio | 0.88 | 0.40 | 0.51 | 0.66 | 0.72 | 0.72 | 0.69 | 0.82 | 0.75 | 0.77 | 0.79 | 0.88 | 0.88 | 0.93 | 1.00 |