yechiel
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 50% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of May 18, 2025, the yechiel returned -4.28% Year-To-Date and 26.73% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| yechiel | -4.28% | 35.70% | 0.67% | 17.47% | 28.37% | 26.73% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -9.44% | 58.22% | -3.19% | 15.04% | 31.08% | 31.64% |
SCHG Schwab U.S. Large-Cap Growth ETF | -0.47% | 16.97% | 2.93% | 17.51% | 19.16% | 15.92% |
Monthly Returns
The table below presents the monthly returns of yechiel, 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 | 3.30% | -6.78% | -15.52% | -1.35% | 19.28% | -4.28% | |||||||
| 2024 | 3.22% | 10.79% | 2.19% | -9.14% | 11.95% | 12.70% | -4.22% | 1.15% | 4.24% | -2.32% | 11.03% | -0.10% | 46.57% |
| 2023 | 21.19% | -2.43% | 18.87% | 0.66% | 14.76% | 12.84% | 7.08% | -3.77% | -10.63% | -4.75% | 22.11% | 10.64% | 117.17% |
| 2022 | -17.25% | -9.01% | 7.09% | -25.06% | -5.63% | -15.88% | 25.83% | -11.43% | -20.69% | 6.40% | 8.24% | -17.55% | -59.75% |
| 2021 | -0.59% | -0.49% | 1.91% | 12.88% | -3.26% | 13.16% | 5.85% | 8.35% | -11.39% | 16.70% | 3.00% | 1.64% | 54.65% |
| 2020 | 5.49% | -12.32% | -23.95% | 30.46% | 13.52% | 11.67% | 15.14% | 23.53% | -12.85% | -6.58% | 21.88% | 10.04% | 80.68% |
| 2019 | 18.01% | 6.14% | 7.16% | 10.64% | -15.64% | 14.68% | 4.04% | -4.44% | 1.09% | 7.85% | 8.56% | 7.41% | 81.61% |
| 2018 | 17.36% | -4.62% | -8.24% | 0.09% | 10.56% | 1.74% | 5.10% | 11.53% | -0.59% | -17.54% | -0.75% | -16.38% | -7.79% |
| 2017 | 9.57% | 8.99% | 3.37% | 5.16% | 7.00% | -4.23% | 7.61% | 3.12% | -0.08% | 8.43% | 4.35% | 1.18% | 68.85% |
| 2016 | -13.99% | -2.66% | 13.01% | -4.99% | 7.15% | -4.44% | 13.87% | 1.75% | 3.39% | -3.59% | 1.94% | 1.73% | 10.24% |
| 2015 | -4.10% | 14.32% | -4.24% | 2.45% | 4.05% | -4.65% | 8.16% | -14.03% | -5.56% | 23.08% | 0.86% | -4.11% | 11.53% |
| 2014 | -4.40% | 10.21% | -4.61% | -1.00% | 8.42% | 6.00% | 1.06% | 10.00% | -2.25% | 4.73% | 8.81% | -4.18% | 35.67% |
Expense Ratio
yechiel has an expense ratio of 0.49%, placing it in the medium range. 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 yechiel is 17, meaning it’s performing worse than 83% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 0.20 | 0.88 | 1.12 | 0.33 | 0.88 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.70 | 1.19 | 1.17 | 0.81 | 2.70 |
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Dividends
Dividend yield
yechiel provided a 0.89% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.89% | 0.83% | 0.86% | 0.56% | 0.21% | 0.26% | 0.44% | 0.69% | 0.51% | 0.52% | 0.61% | 0.56% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.38% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the yechiel. 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 yechiel was 63.04%, occurring on Dec 28, 2022. Recovery took 346 trading sessions.
The current yechiel drawdown is 13.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.04% | Nov 22, 2021 | 277 | Dec 28, 2022 | 346 | May 15, 2024 | 623 |
| -53.14% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -42.54% | Dec 17, 2024 | 76 | Apr 8, 2025 | — | — | — |
| -39.82% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -31.77% | Jul 25, 2011 | 20 | Aug 19, 2011 | 115 | Feb 3, 2012 | 135 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TQQQ | SCHG | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.90 | 0.95 | 0.92 |
| TQQQ | 0.90 | 1.00 | 0.96 | 1.00 |
| SCHG | 0.95 | 0.96 | 1.00 | 0.98 |
| Portfolio | 0.92 | 1.00 | 0.98 | 1.00 |