DCA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QLD ProShares Ultra QQQ | Leveraged Equities, Leveraged | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DCA, 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 QLD
Returns By Period
As of Sep 21, 2024, the DCA returned 29.59% Year-To-Date and 29.11% 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% |
| DCA | 29.59% | 2.25% | 11.20% | 66.20% | 32.20% | 28.85% |
| Portfolio components: | ||||||
QLD ProShares Ultra QQQ | 29.59% | 2.25% | 11.20% | 66.20% | 32.20% | 28.85% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.89% | 10.03% | 1.74% | -9.33% | 12.35% | 12.11% | -4.31% | 1.09% | 29.59% | ||||
| 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% | 22.58% | 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% | 0.96% | -3.57% | 14.74% |
| 2014 | -4.08% | 10.26% | -5.59% | -1.09% | 8.99% | 6.23% | 2.09% | 10.15% | -1.67% | 4.73% | 9.19% | -4.83% | 37.59% |
| 2013 | 5.31% | 0.48% | 6.08% | 4.66% | 7.11% | -5.17% | 13.05% | -1.04% | 9.56% | 10.06% | 6.91% | 5.82% | 82.12% |
Expense Ratio
DCA has a high expense ratio of 0.95%, indicating higher-than-average management fees. 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 DCA is 21, indicating that it is in the bottom 21% 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 | |
|---|---|---|---|---|---|
QLD ProShares Ultra QQQ | 1.69 | 2.17 | 1.28 | 1.46 | 7.70 |
Dividends
Dividend yield
DCA granted a 0.24% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DCA | 0.24% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
| Portfolio components: | ||||||||||||
QLD ProShares Ultra QQQ | 0.24% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
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 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 10.48%.
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 |
| -30.74% | Nov 5, 2015 | 65 | Feb 9, 2016 | 120 | Aug 1, 2016 | 185 |
Volatility
Volatility Chart
The current DCA volatility is 12.97%, 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.