M24PP Alternative - DEPRECATED
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of COIN
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
M24PP Alternative - DEPRECATED | 34.31% | 2.98% | 16.23% | 64.73% | N/A | N/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/A | N/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/A | N/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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.46% | 13.69% | 5.39% | -6.34% | 8.76% | 7.27% | -2.21% | 34.31% | |||||
2023 | 19.70% | 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.
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.
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 | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
UBER Uber Technologies, Inc. | 1.68 | 2.48 | 1.30 | 1.89 | 5.80 |
VTI Vanguard Total Stock Market ETF | 2.31 | 3.13 | 1.41 | 2.10 | 10.44 |
VNQ Vanguard Real Estate ETF | 1.19 | 1.77 | 1.22 | 0.65 | 3.89 |
GOOGL Alphabet Inc. | 1.02 | 1.44 | 1.20 | 1.53 | 4.54 |
COIN Coinbase Global, Inc. | 2.38 | 2.90 | 1.32 | 2.20 | 10.38 |
AMZN Amazon.com, Inc. | 1.17 | 1.70 | 1.22 | 0.92 | 5.32 |
META Meta Platforms, Inc. | 2.23 | 3.11 | 1.41 | 3.25 | 13.63 |
QQQM Invesco NASDAQ 100 ETF | 1.89 | 2.53 | 1.33 | 2.37 | 9.09 |
VOO Vanguard S&P 500 ETF | 2.43 | 3.29 | 1.44 | 2.60 | 11.51 |
SQM Sociedad Química y Minera de Chile S.A. | -0.84 | -1.18 | 0.87 | -0.60 | -1.58 |
Dividends
Dividend yield
M24PP Alternative - DEPRECATED granted a 0.72% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
M24PP Alternative - DEPRECATED | 0.72% | 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.
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, 2021 | 277 | Dec 28, 2022 | 134 | Jul 13, 2023 | 411 |
-13.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-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 |
-9.21% | Mar 26, 2024 | 18 | Apr 19, 2024 | 25 | May 24, 2024 | 43 |
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.
Diversification
Asset Correlations Table
SQM | COIN | UBER | VNQ | META | NVDA | AAPL | GOOGL | AMZN | MSFT | VOO | VTI | QQQM | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQM | 1.00 | 0.34 | 0.25 | 0.37 | 0.26 | 0.35 | 0.30 | 0.26 | 0.30 | 0.26 | 0.45 | 0.47 | 0.40 |
COIN | 0.34 | 1.00 | 0.45 | 0.41 | 0.45 | 0.49 | 0.39 | 0.41 | 0.49 | 0.42 | 0.52 | 0.55 | 0.56 |
UBER | 0.25 | 0.45 | 1.00 | 0.35 | 0.49 | 0.48 | 0.40 | 0.45 | 0.53 | 0.43 | 0.55 | 0.58 | 0.57 |
VNQ | 0.37 | 0.41 | 0.35 | 1.00 | 0.38 | 0.34 | 0.47 | 0.41 | 0.41 | 0.45 | 0.69 | 0.70 | 0.56 |
META | 0.26 | 0.45 | 0.49 | 0.38 | 1.00 | 0.59 | 0.52 | 0.63 | 0.61 | 0.63 | 0.68 | 0.68 | 0.74 |
NVDA | 0.35 | 0.49 | 0.48 | 0.34 | 0.59 | 1.00 | 0.56 | 0.58 | 0.60 | 0.66 | 0.71 | 0.70 | 0.81 |
AAPL | 0.30 | 0.39 | 0.40 | 0.47 | 0.52 | 0.56 | 1.00 | 0.65 | 0.61 | 0.69 | 0.76 | 0.74 | 0.79 |
GOOGL | 0.26 | 0.41 | 0.45 | 0.41 | 0.63 | 0.58 | 0.65 | 1.00 | 0.69 | 0.74 | 0.73 | 0.71 | 0.79 |
AMZN | 0.30 | 0.49 | 0.53 | 0.41 | 0.61 | 0.60 | 0.61 | 0.69 | 1.00 | 0.69 | 0.71 | 0.70 | 0.78 |
MSFT | 0.26 | 0.42 | 0.43 | 0.45 | 0.63 | 0.66 | 0.69 | 0.74 | 0.69 | 1.00 | 0.79 | 0.76 | 0.85 |
VOO | 0.45 | 0.52 | 0.55 | 0.69 | 0.68 | 0.71 | 0.76 | 0.73 | 0.71 | 0.79 | 1.00 | 0.99 | 0.94 |
VTI | 0.47 | 0.55 | 0.58 | 0.70 | 0.68 | 0.70 | 0.74 | 0.71 | 0.70 | 0.76 | 0.99 | 1.00 | 0.93 |
QQQM | 0.40 | 0.56 | 0.57 | 0.56 | 0.74 | 0.81 | 0.79 | 0.79 | 0.78 | 0.85 | 0.94 | 0.93 | 1.00 |