2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024, 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 Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| 2024 | -9.44% | -7.62% | -9.31% | 3.47% | N/A | N/A |
| Portfolio components: | ||||||
QQQM Invesco NASDAQ 100 ETF | -15.09% | -9.76% | -12.23% | 5.20% | N/A | N/A |
AGG iShares Core U.S. Aggregate Bond ETF | 1.37% | -1.15% | 0.34% | 5.92% | -1.03% | 1.28% |
VOO Vanguard S&P 500 ETF | -12.03% | -8.89% | -11.37% | 5.19% | 14.80% | 11.29% |
BDEC Innovator U.S. Equity Buffer ETF - December | -8.40% | -6.29% | -8.96% | 0.05% | 10.10% | N/A |
BOCT Innovator U.S. Equity Buffer ETF - October | -8.21% | -6.26% | -7.40% | 0.13% | 10.73% | N/A |
SCHD Schwab US Dividend Equity ETF | -7.56% | -9.02% | -10.46% | 1.73% | 13.01% | 10.03% |
Monthly Returns
The table below presents the monthly returns of 2024, 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 | 1.97% | -0.27% | -4.07% | -7.17% | -9.44% | ||||||||
| 2024 | 1.04% | 3.06% | 2.46% | -3.46% | 3.79% | 2.61% | 1.60% | 1.75% | 1.58% | -0.69% | 4.20% | -2.39% | 16.35% |
| 2023 | 5.23% | -2.19% | 3.25% | 0.59% | 0.58% | 4.96% | 2.95% | -1.26% | -4.32% | -2.36% | 7.89% | 4.73% | 21.10% |
| 2022 | -4.47% | -2.50% | 2.46% | -7.44% | 0.95% | -6.70% | 6.79% | -3.31% | -7.63% | 6.14% | 5.42% | -4.57% | -15.28% |
| 2021 | -0.68% | 1.97% | 3.56% | 3.21% | 0.86% | 1.82% | 1.51% | 2.05% | -3.19% | 4.63% | -0.19% | 3.30% | 20.26% |
| 2020 | -5.06% | 8.77% | 2.84% | 6.21% |
Expense Ratio
2024 has an expense ratio of 0.22%, 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 2024 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 | |
|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 0.10 | 0.31 | 1.04 | 0.11 | 0.38 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.07 | 1.56 | 1.19 | 0.45 | 2.76 |
VOO Vanguard S&P 500 ETF | 0.22 | 0.43 | 1.06 | 0.22 | 0.94 |
BDEC Innovator U.S. Equity Buffer ETF - December | -0.04 | 0.03 | 1.01 | -0.03 | -0.16 |
BOCT Innovator U.S. Equity Buffer ETF - October | -0.03 | 0.04 | 1.01 | -0.03 | -0.15 |
SCHD Schwab US Dividend Equity ETF | 0.18 | 0.36 | 1.05 | 0.18 | 0.68 |
Dividends
Dividend yield
2024 provided a 2.03% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.03% | 1.85% | 1.75% | 1.66% | 1.24% | 1.40% | 1.53% | 1.62% | 1.35% | 1.46% | 1.51% | 1.38% |
| Portfolio components: | ||||||||||||
QQQM Invesco NASDAQ 100 ETF | 0.70% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.81% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
VOO Vanguard S&P 500 ETF | 1.48% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
BDEC Innovator U.S. Equity Buffer ETF - December | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BOCT Innovator U.S. Equity Buffer ETF - October | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 4.16% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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 2024. 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 was 21.16%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.
The current 2024 drawdown is 11.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.16% | Dec 28, 2021 | 200 | Oct 12, 2022 | 294 | Dec 13, 2023 | 494 |
| -15.16% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -5.8% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -5.06% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -4.55% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current 2024 volatility is 10.92%, 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 6 assets, with an effective number of assets of 5.56, 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
| AGG | SCHD | QQQM | BOCT | BDEC | VOO | |
|---|---|---|---|---|---|---|
| AGG | 1.00 | 0.12 | 0.18 | 0.16 | 0.17 | 0.17 |
| SCHD | 0.12 | 1.00 | 0.54 | 0.72 | 0.72 | 0.76 |
| QQQM | 0.18 | 0.54 | 1.00 | 0.88 | 0.89 | 0.92 |
| BOCT | 0.16 | 0.72 | 0.88 | 1.00 | 0.94 | 0.94 |
| BDEC | 0.17 | 0.72 | 0.89 | 0.94 | 1.00 | 0.95 |
| VOO | 0.17 | 0.76 | 0.92 | 0.94 | 0.95 | 1.00 |