槓桿測試
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SSO ProShares Ultra S&P 500 | Leveraged Equities, Leveraged | 65% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 槓桿測試, 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 Jun 21, 2006, corresponding to the inception date of SSO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| 槓桿測試 | 23.72% | 3.11% | 14.71% | 37.60% | 14.75% | 14.64% |
| Portfolio components: | ||||||
SSO ProShares Ultra S&P 500 | 33.71% | 2.44% | 16.14% | 51.24% | 21.95% | 19.56% |
TLT iShares 20+ Year Treasury Bond ETF | 5.21% | 4.33% | 11.57% | 13.37% | -3.93% | 1.25% |
Monthly Returns
The table below presents the monthly returns of 槓桿測試, 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 | 0.84% | 5.78% | 4.38% | -7.83% | 7.21% | 4.95% | 2.27% | 3.27% | 23.72% | ||||
| 2023 | 10.62% | -5.37% | 6.02% | 1.80% | -0.84% | 8.41% | 3.09% | -3.73% | -9.21% | -5.16% | 15.34% | 8.69% | 30.10% |
| 2022 | -8.25% | -4.57% | 2.34% | -14.54% | -1.18% | -11.07% | 12.90% | -7.35% | -15.01% | 8.05% | 9.20% | -9.06% | -35.80% |
| 2021 | -2.76% | 1.49% | 4.32% | 7.79% | 0.73% | 4.39% | 4.33% | 3.74% | -7.22% | 10.08% | -0.23% | 5.17% | 35.34% |
| 2020 | 2.38% | -7.41% | -14.94% | 16.67% | 5.79% | 2.01% | 9.20% | 7.95% | -5.53% | -4.69% | 15.23% | 4.66% | 29.95% |
| 2019 | 10.41% | 3.82% | 4.02% | 4.35% | -6.39% | 9.20% | 1.73% | 1.13% | 1.26% | 2.22% | 4.55% | 2.74% | 45.47% |
| 2018 | 6.09% | -6.46% | -2.73% | -0.59% | 3.59% | 0.88% | 4.12% | 4.55% | -0.32% | -10.14% | 2.63% | -8.77% | -8.44% |
| 2017 | 2.53% | 5.67% | -0.22% | 1.75% | 2.32% | 0.95% | 2.34% | 1.36% | 1.69% | 2.93% | 4.14% | 2.20% | 31.31% |
| 2016 | -4.70% | 0.84% | 8.29% | 0.13% | 2.35% | 2.53% | 5.57% | -0.27% | -0.72% | -3.92% | 1.93% | 2.67% | 14.91% |
| 2015 | -0.48% | 4.53% | -1.86% | -0.03% | 0.71% | -4.10% | 4.33% | -8.37% | -2.49% | 11.36% | 0.15% | -2.63% | -0.22% |
| 2014 | -2.55% | 5.84% | 1.26% | 1.53% | 3.90% | 2.61% | -1.63% | 6.74% | -2.64% | 3.83% | 4.65% | 0.57% | 26.27% |
| 2013 | 5.72% | 1.87% | 4.93% | 4.15% | 0.60% | -3.12% | 5.93% | -4.53% | 4.54% | 6.38% | 2.93% | 2.83% | 36.56% |
Expense Ratio
槓桿測試 has an expense ratio of 0.27%, 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 槓桿測試 is 76, placing it in the top 24% 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 | |
|---|---|---|---|---|---|
SSO ProShares Ultra S&P 500 | 1.88 | 2.42 | 1.32 | 1.41 | 9.53 |
TLT iShares 20+ Year Treasury Bond ETF | 0.76 | 1.15 | 1.13 | 0.26 | 2.06 |
Dividends
Dividend yield
槓桿測試 granted a 1.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 槓桿測試 | 1.62% | 1.30% | 1.26% | 0.64% | 0.66% | 1.12% | 1.41% | 1.10% | 1.24% | 1.32% | 1.15% | 1.31% |
| Portfolio components: | ||||||||||||
SSO ProShares Ultra S&P 500 | 0.56% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.50% | 0.63% | 0.33% | 0.26% |
TLT iShares 20+ Year Treasury Bond ETF | 3.57% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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 槓桿測試. 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 槓桿測試 was 63.65%, occurring on Mar 9, 2009. Recovery took 734 trading sessions.
The current 槓桿測試 drawdown is 2.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.65% | Oct 10, 2007 | 355 | Mar 9, 2009 | 734 | Feb 3, 2012 | 1089 |
| -41.53% | Dec 28, 2021 | 202 | Oct 14, 2022 | 436 | Jul 12, 2024 | 638 |
| -34.79% | Feb 20, 2020 | 20 | Mar 18, 2020 | 85 | Jul 20, 2020 | 105 |
| -22.49% | Aug 30, 2018 | 80 | Dec 24, 2018 | 66 | Apr 1, 2019 | 146 |
| -15.06% | Apr 27, 2015 | 85 | Aug 25, 2015 | 159 | Apr 13, 2016 | 244 |
Volatility
Volatility Chart
The current 槓桿測試 volatility is 4.89%, 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
| SSO | TLT | |
|---|---|---|
| SSO | 1.00 | -0.29 |
| TLT | -0.29 | 1.00 |