yechiel
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in yechiel, 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 Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of Sep 21, 2024, the yechiel returned 32.29% Year-To-Date and 28.54% 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 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| yechiel | 32.29% | 0.28% | 11.86% | 70.23% | 32.64% | 28.84% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 39.35% | -0.57% | 12.40% | 99.19% | 36.64% | 35.53% |
SCHG Schwab U.S. Large-Cap Growth ETF | 24.83% | 1.07% | 10.85% | 42.60% | 20.43% | 16.51% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.22% | 10.79% | 2.19% | -9.14% | 11.95% | 12.70% | -4.22% | 1.15% | 32.29% | ||||
| 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% | 6.13% | 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% | -0.76% | -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% | 13.16% | -4.99% | 7.15% | -4.44% | 13.87% | 1.75% | 3.39% | -3.59% | 1.94% | 1.73% | 10.39% |
| 2015 | -4.10% | 14.32% | -4.25% | 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% | -4.17% | 35.68% |
| 2013 | 6.30% | 0.55% | 6.28% | 4.34% | 6.95% | -5.20% | 12.97% | -1.73% | 9.91% | 9.68% | 6.80% | 5.85% | 81.79% |
Expense Ratio
yechiel features an expense ratio of 0.49%, falling within the medium range. 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 yechiel is 25, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 1.66 | 2.10 | 1.28 | 1.36 | 7.48 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.30 | 2.98 | 1.41 | 2.64 | 12.32 |
Dividends
Dividend yield
yechiel granted a 0.67% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| yechiel | 0.67% | 0.86% | 0.56% | 0.21% | 0.26% | 0.44% | 0.69% | 0.51% | 0.64% | 0.61% | 0.56% | 0.54% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.03% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.32% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
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 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 10.15%.
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 |
| -39.83% | 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 |
| -30.49% | Apr 26, 2010 | 49 | Jul 2, 2010 | 74 | Oct 18, 2010 | 123 |
Volatility
Volatility Chart
The current yechiel volatility is 12.19%, 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
| SCHG | TQQQ | |
|---|---|---|
| SCHG | 1.00 | 0.96 |
| TQQQ | 0.96 | 1.00 |