Denz Portofolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QID ProShares UltraShort QQQ | Leveraged Equities, Leveraged | 20% |
QLD ProShares Ultra QQQ | Leveraged Equities, Leveraged | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Denz Portofolio, 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 Jul 13, 2006, corresponding to the inception date of QID
Returns By Period
As of Sep 20, 2024, the Denz Portofolio returned 17.40% Year-To-Date and 18.17% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Denz Portofolio | 17.40% | -0.57% | 6.63% | 38.85% | 20.46% | 18.22% |
| Portfolio components: | ||||||
QLD ProShares Ultra QQQ | 30.18% | -0.62% | 11.71% | 67.10% | 32.33% | 29.18% |
QID ProShares UltraShort QQQ | -26.90% | -0.37% | -13.85% | -43.61% | -41.44% | -35.87% |
Monthly Returns
The table below presents the monthly returns of Denz Portofolio, 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 | 1.66% | 6.26% | 1.16% | -5.49% | 6.92% | 7.76% | -2.77% | 0.32% | 17.40% | ||||
| 2023 | 13.24% | -1.47% | 12.97% | 0.15% | 9.78% | 8.36% | 4.51% | -2.72% | -6.28% | -3.08% | 13.22% | 7.70% | 69.10% |
| 2022 | -10.14% | -5.22% | 1.94% | -14.35% | -3.61% | -7.85% | 15.62% | -7.98% | -13.75% | 3.18% | 5.58% | -12.21% | -42.02% |
| 2021 | -0.18% | -0.75% | 0.75% | 7.38% | -2.14% | 8.75% | 3.28% | 5.35% | -7.71% | 9.91% | 2.34% | 1.00% | 30.12% |
| 2020 | 3.30% | -7.68% | -17.74% | 18.51% | 9.27% | 8.86% | 9.31% | 16.57% | -10.14% | -4.58% | 13.46% | 6.85% | 46.47% |
| 2019 | 11.04% | 4.01% | 5.36% | 6.80% | -10.73% | 8.96% | 2.56% | -3.37% | 0.74% | 5.17% | 5.39% | 5.36% | 47.35% |
| 2018 | 11.06% | -2.77% | -6.21% | -0.16% | 7.27% | 1.08% | 2.96% | 7.66% | -0.59% | -10.81% | -1.16% | -8.31% | -2.34% |
| 2017 | 6.16% | 5.78% | 2.68% | 3.22% | 4.81% | -3.55% | 4.97% | 2.20% | -0.54% | 5.65% | 2.41% | 0.68% | 39.86% |
| 2016 | -8.39% | -2.25% | 7.41% | -4.01% | 4.82% | -3.26% | 9.29% | 1.28% | 2.62% | -1.92% | 0.15% | 1.24% | 5.75% |
| 2015 | -2.78% | 8.60% | -3.27% | 1.98% | 2.63% | -3.38% | 5.36% | -9.50% | -2.99% | 15.63% | 0.63% | -2.50% | 8.37% |
| 2014 | -2.63% | 6.05% | -3.72% | -0.96% | 5.50% | 4.08% | 1.12% | 6.38% | -1.25% | 2.53% | 5.94% | -3.29% | 20.66% |
| 2013 | 3.25% | 0.18% | 3.97% | 2.64% | 4.53% | -3.65% | 8.07% | -0.83% | 6.55% | 6.05% | 4.54% | 3.85% | 46.14% |
Expense Ratio
Denz Portofolio has a high expense ratio of 0.95%, indicating higher-than-average management fees. 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 Denz Portofolio is 23, indicating that it is in the bottom 23% 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 | |
|---|---|---|---|---|---|
QLD ProShares Ultra QQQ | 1.58 | 2.07 | 1.27 | 1.38 | 7.25 |
QID ProShares UltraShort QQQ | -1.11 | -1.72 | 0.81 | -0.40 | -1.13 |
Dividends
Dividend yield
Denz Portofolio granted a 1.58% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Denz Portofolio | 1.58% | 1.39% | 0.28% | 0.00% | 0.19% | 0.61% | 0.32% | 0.03% | 0.72% | 0.09% | 0.15% | 0.11% |
| Portfolio components: | ||||||||||||
QLD ProShares Ultra QQQ | 0.24% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
QID ProShares UltraShort QQQ | 6.95% | 5.63% | 0.15% | 0.00% | 0.92% | 2.54% | 1.38% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Denz Portofolio. 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 Denz Portofolio was 66.05%, occurring on Mar 9, 2009. Recovery took 761 trading sessions.
The current Denz Portofolio drawdown is 7.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.05% | Nov 1, 2007 | 339 | Mar 9, 2009 | 761 | Mar 14, 2012 | 1100 |
| -45.11% | Nov 22, 2021 | 277 | Dec 28, 2022 | 271 | Jan 29, 2024 | 548 |
| -36.12% | Feb 20, 2020 | 22 | Mar 20, 2020 | 73 | Jul 6, 2020 | 95 |
| -22.72% | Aug 30, 2018 | 86 | Jan 3, 2019 | 53 | Mar 21, 2019 | 139 |
| -19.7% | Sep 3, 2020 | 14 | Sep 23, 2020 | 73 | Jan 7, 2021 | 87 |
Volatility
Volatility Chart
The current Denz Portofolio volatility is 7.26%, 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
Asset Correlations Table
| QID | QLD | |
|---|---|---|
| QID | 1.00 | -1.00 |
| QLD | -1.00 | 1.00 |