DCA
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QLD ProShares Ultra QQQ | Leveraged Equities, Leveraged | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 21, 2006, corresponding to the inception date of QLD
Returns By Period
As of May 11, 2025, the DCA returned -13.98% Year-To-Date and 26.30% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| DCA | -13.98% | 18.38% | -15.77% | 8.78% | 24.76% | 26.30% |
| Portfolio components: | ||||||
QLD ProShares Ultra QQQ | -13.98% | 18.38% | -15.77% | 8.78% | 24.76% | 26.30% |
Monthly Returns
The table below presents the monthly returns of DCA, 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 | 3.48% | -6.00% | -15.56% | -0.34% | 5.08% | -13.98% | |||||||
| 2024 | 2.89% | 10.03% | 1.74% | -9.33% | 12.36% | 12.11% | -4.31% | 1.09% | 4.35% | -2.40% | 10.10% | 0.08% | 42.81% |
| 2023 | 21.20% | -1.74% | 18.79% | 0.34% | 15.24% | 12.32% | 7.22% | -3.98% | -10.21% | -4.94% | 21.78% | 10.72% | 117.72% |
| 2022 | -17.20% | -9.55% | 7.87% | -26.03% | -4.76% | -18.28% | 25.62% | -10.86% | -20.94% | 6.60% | 9.77% | -18.08% | -60.52% |
| 2021 | 0.23% | -0.72% | 2.31% | 11.84% | -2.82% | 12.75% | 5.56% | 8.39% | -11.43% | 16.17% | 3.63% | 1.61% | 54.67% |
| 2020 | 5.62% | -11.78% | -21.12% | 30.59% | 12.39% | 12.34% | 14.89% | 22.77% | -12.01% | -6.71% | 22.59% | 9.83% | 88.90% |
| 2019 | 17.83% | 5.62% | 7.62% | 10.84% | -16.46% | 15.35% | 4.31% | -4.71% | 1.36% | 8.44% | 8.04% | 7.61% | 81.69% |
| 2018 | 17.84% | -3.43% | -8.69% | 0.26% | 11.27% | 1.71% | 5.04% | 11.78% | -0.83% | -17.75% | -1.17% | -17.84% | -8.31% |
| 2017 | 10.28% | 8.76% | 3.86% | 5.32% | 7.62% | -5.14% | 8.20% | 3.57% | -0.62% | 9.12% | 3.71% | 0.89% | 70.34% |
| 2016 | -14.09% | -3.62% | 14.82% | -6.56% | 8.67% | -4.99% | 14.60% | 1.91% | 4.13% | -3.06% | 0.57% | 2.14% | 11.08% |
| 2015 | -4.35% | 14.73% | -4.95% | 3.59% | 4.43% | -5.12% | 8.91% | -14.01% | -5.05% | 23.81% | 0.95% | -3.57% | 14.74% |
| 2014 | -4.08% | 10.26% | -5.59% | -1.09% | 8.99% | 6.23% | 2.09% | 10.15% | -1.67% | 4.72% | 9.19% | -4.83% | 37.59% |
Expense Ratio
DCA has a high expense ratio of 0.95%, indicating above-average management fees. 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 DCA is 15, meaning it’s performing worse than 85% 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 | |
|---|---|---|---|---|---|
QLD ProShares Ultra QQQ | 0.19 | 0.62 | 1.09 | 0.23 | 0.66 |
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Dividends
Dividend yield
DCA provided a 0.26% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.26% | 0.25% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% |
| Portfolio components: | ||||||||||||
QLD ProShares Ultra QQQ | 0.26% | 0.25% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | |||||||
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.08 | $0.25 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.04 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2016 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.10 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2014 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.02 |
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 DCA. 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 DCA was 83.13%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.
The current DCA drawdown is 22.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -83.13% | Nov 1, 2007 | 339 | Mar 9, 2009 | 764 | Mar 19, 2012 | 1103 |
| -63.68% | Nov 22, 2021 | 277 | Dec 28, 2022 | 353 | May 24, 2024 | 630 |
| -51.72% | Feb 20, 2020 | 22 | Mar 20, 2020 | 71 | Jul 1, 2020 | 93 |
| -42.46% | Aug 30, 2018 | 80 | Dec 24, 2018 | 135 | Jul 10, 2019 | 215 |
| -42.29% | Dec 17, 2024 | 76 | Apr 8, 2025 | — | — | — |
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 1 assets, with an effective number of assets of 1.00, 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 | QLD | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.89 | 0.89 |
| QLD | 0.89 | 1.00 | 1.00 |
| Portfolio | 0.89 | 1.00 | 1.00 |