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DUST NUGT ARB

Last updated Dec 6, 2023

Asset Allocation


USD=X 200%CurrencyCurrency
PositionCategory/SectorWeight
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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-2.50%
7.02%
DUST NUGT ARB
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
DUST NUGT ARB-1.40%-1.20%-2.50%-0.01%5.74%6.42%
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


JanFebMarAprMayJunJulAugSepOctNovDec
20230.14%-1.43%0.04%0.78%-2.11%0.79%-0.62%

Sharpe Ratio

The current DUST NUGT ARB Sharpe ratio is -0.27. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.00-0.27

The Sharpe ratio of DUST NUGT ARB is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Chart placeholderNot enough data

Dividend yield

DUST NUGT ARB granted a -3.19% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
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%
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.


1.23%
0.00%2.15%
1.07%
0.00%2.15%
1.09%
0.00%2.15%
1.08%
0.00%2.15%
1.04%
0.00%2.15%
1.02%
0.00%2.15%
0.99%
0.00%2.15%
0.95%
0.00%2.15%
0.95%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USD=XNUGTDUSTTMVTMFDRNDRVTQQQSQQQSPXSSPXL
USD=X0.000.000.000.000.000.000.000.000.000.000.00
NUGT0.001.00-1.00-0.140.150.19-0.190.15-0.15-0.170.17
DUST0.00-1.001.000.14-0.15-0.190.20-0.150.150.17-0.17
TMV0.00-0.140.141.00-1.000.03-0.030.21-0.21-0.290.29
TMF0.000.15-0.15-1.001.00-0.030.03-0.210.210.29-0.29
DRN0.000.19-0.190.03-0.031.00-0.990.50-0.50-0.630.63
DRV0.00-0.190.20-0.030.03-0.991.00-0.500.500.63-0.63
TQQQ0.000.15-0.150.21-0.210.50-0.501.00-1.00-0.890.89
SQQQ0.00-0.150.15-0.210.21-0.500.50-1.001.000.89-0.89
SPXS0.00-0.170.17-0.290.29-0.630.63-0.890.891.00-1.00
SPXL0.000.17-0.170.29-0.290.63-0.630.89-0.89-1.001.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-3.81%
-4.78%
DUST NUGT ARB
Benchmark (^GSPC)
Portfolio components

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, 2012271Aug 15, 2013388Feb 10, 2015659
-12.43%Jun 3, 20228Jun 14, 2022119Nov 28, 2022127
-12.33%Mar 18, 20204Mar 23, 20201Mar 24, 20205
-10.76%Apr 22, 202096Sep 2, 2020325Dec 1, 2021421
-9.91%Feb 1, 201611Feb 12, 2016251Jan 30, 2017262

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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
0.64%
2.86%
DUST NUGT ARB
Benchmark (^GSPC)
Portfolio components
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