DUST NUGT ARB
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
USD=X USD Cash | 200% |
Performance
The chart shows the growth of an initial investment of $10,000 in DUST NUGT ARB, 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 Dec 10, 2010, corresponding to the inception date of NUGT
Returns
As of Dec 6, 2023, the DUST NUGT ARB returned -1.40% Year-To-Date and 6.42% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| DUST NUGT ARB | -1.40% | -1.20% | -2.50% | -0.01% | 5.74% | 6.42% |
| Portfolio components: | ||||||
DUST Direxion Daily Gold Miners Bear 2X Shares | -21.16% | -7.46% | 2.88% | -23.96% | -56.57% | -57.69% |
NUGT Direxion Daily Gold Miners Bull 2X Shares | -2.85% | 5.52% | -14.34% | -2.12% | -14.13% | -28.87% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 153.37% | 15.19% | 18.23% | 98.20% | 29.78% | 33.88% |
SQQQ ProShares UltraPro Short QQQ | -68.81% | -13.76% | -22.92% | -61.47% | -58.53% | -51.66% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -24.85% | 23.99% | -26.89% | -37.92% | -20.29% | -6.37% |
TMV Direxion Daily 20-Year Treasury Bear 3X | 11.50% | -21.72% | 23.04% | 31.24% | -3.77% | -13.59% |
SPXS Direxion Daily S&P 500 Bear 3X Shares | -38.96% | -12.85% | -14.53% | -31.43% | -44.33% | -38.59% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 50.15% | 14.55% | 14.30% | 31.34% | 17.98% | 21.03% |
DRV Direxion Daily Real Estate Bear 3x Shares | -19.80% | -22.50% | -14.66% | -14.20% | -36.23% | -34.87% |
DRN Direxion Daily Real Estate Bull 3x Shares | -5.30% | 24.35% | 3.55% | -13.70% | -14.45% | 1.29% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.14% | -1.43% | 0.04% | 0.78% | -2.11% | 0.79% | -0.62% |
Not enough dataDividend yield
DUST NUGT ARB granted a -3.19% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DUST NUGT ARB | -3.19% | -0.51% | -0.43% | -1.11% | -2.01% | -1.05% | -0.50% | 0.00% | -0.00% | -0.00% | -0.01% | -0.00% |
| Portfolio components: | ||||||||||||
DUST Direxion Daily Gold Miners Bear 2X Shares | 3.51% | 0.00% | 0.00% | 3.64% | 2.48% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NUGT Direxion Daily Gold Miners Bull 2X Shares | 1.47% | 0.70% | 0.00% | 0.00% | 0.63% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 1.19% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% | 0.00% |
SQQQ ProShares UltraPro Short QQQ | 5.83% | 0.28% | 0.00% | 2.15% | 2.92% | 1.47% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 0.31% | 0.16% | 0.01% | 0.42% | 0.09% | 0.15% | 0.04% | 0.00% | 0.00% | 0.00% | 0.06% | 0.02% |
TMV Direxion Daily 20-Year Treasury Bear 3X | 7.87% | 0.00% | 0.00% | 1.63% | 7.04% | 2.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPXS Direxion Daily S&P 500 Bear 3X Shares | 4.18% | 0.00% | 0.00% | 0.51% | 1.74% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.91% | 0.32% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DRV Direxion Daily Real Estate Bear 3x Shares | 3.85% | 0.38% | 0.00% | 0.58% | 1.71% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DRN Direxion Daily Real Estate Bull 3x Shares | 2.72% | 2.70% | 4.21% | 1.90% | 2.59% | 3.11% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
Expense Ratio
The DUST NUGT ARB has an expense ratio of -1.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
DUST Direxion Daily Gold Miners Bear 2X Shares | -0.31 | ||||
NUGT Direxion Daily Gold Miners Bull 2X Shares | -0.14 | ||||
USD=X USD Cash | N/A | ||||
TQQQ ProShares UltraPro QQQ | 1.57 | ||||
SQQQ ProShares UltraPro Short QQQ | -1.06 | ||||
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.74 | ||||
TMV Direxion Daily 20-Year Treasury Bear 3X | 0.65 | ||||
SPXS Direxion Daily S&P 500 Bear 3X Shares | -0.68 | ||||
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.59 | ||||
DRV Direxion Daily Real Estate Bear 3x Shares | -0.17 | ||||
DRN Direxion Daily Real Estate Bull 3x Shares | -0.30 |
Asset Correlations Table
| USD=X | NUGT | DUST | TMV | TMF | DRN | DRV | TQQQ | SQQQ | SPXS | SPXL | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| NUGT | 0.00 | 1.00 | -1.00 | -0.14 | 0.15 | 0.19 | -0.19 | 0.15 | -0.15 | -0.17 | 0.17 |
| DUST | 0.00 | -1.00 | 1.00 | 0.14 | -0.15 | -0.19 | 0.20 | -0.15 | 0.15 | 0.17 | -0.17 |
| TMV | 0.00 | -0.14 | 0.14 | 1.00 | -1.00 | 0.03 | -0.03 | 0.21 | -0.21 | -0.29 | 0.29 |
| TMF | 0.00 | 0.15 | -0.15 | -1.00 | 1.00 | -0.03 | 0.03 | -0.21 | 0.21 | 0.29 | -0.29 |
| DRN | 0.00 | 0.19 | -0.19 | 0.03 | -0.03 | 1.00 | -0.99 | 0.50 | -0.50 | -0.63 | 0.63 |
| DRV | 0.00 | -0.19 | 0.20 | -0.03 | 0.03 | -0.99 | 1.00 | -0.50 | 0.50 | 0.63 | -0.63 |
| TQQQ | 0.00 | 0.15 | -0.15 | 0.21 | -0.21 | 0.50 | -0.50 | 1.00 | -1.00 | -0.89 | 0.89 |
| SQQQ | 0.00 | -0.15 | 0.15 | -0.21 | 0.21 | -0.50 | 0.50 | -1.00 | 1.00 | 0.89 | -0.89 |
| SPXS | 0.00 | -0.17 | 0.17 | -0.29 | 0.29 | -0.63 | 0.63 | -0.89 | 0.89 | 1.00 | -1.00 |
| SPXL | 0.00 | 0.17 | -0.17 | 0.29 | -0.29 | 0.63 | -0.63 | 0.89 | -0.89 | -1.00 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the DUST NUGT ARB. 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 DUST NUGT ARB was 16.40%, occurring on Aug 15, 2013. Recovery took 388 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.4% | Aug 2, 2012 | 271 | Aug 15, 2013 | 388 | Feb 10, 2015 | 659 |
| -12.43% | Jun 3, 2022 | 8 | Jun 14, 2022 | 119 | Nov 28, 2022 | 127 |
| -12.33% | Mar 18, 2020 | 4 | Mar 23, 2020 | 1 | Mar 24, 2020 | 5 |
| -10.76% | Apr 22, 2020 | 96 | Sep 2, 2020 | 325 | Dec 1, 2021 | 421 |
| -9.91% | Feb 1, 2016 | 11 | Feb 12, 2016 | 251 | Jan 30, 2017 | 262 |
Volatility Chart
The current DUST NUGT ARB volatility is 0.64%, 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.