DCA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QLD ProShares Ultra QQQ | Leveraged Equities, Leveraged | 100% |
Performance
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
Returns
As of Oct 3, 2023, the DCA returned 72.57% Year-To-Date and 28.45% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.69% | 19.60% | 7.98% | 9.78% |
| DCA | -8.64% | 22.60% | 72.57% | 65.43% | 19.32% | 28.45% |
| Portfolio components: | ||||||
QLD ProShares Ultra QQQ | -8.64% | 22.60% | 72.57% | 65.43% | 19.32% | 28.45% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 18.79% | 0.34% | 15.24% | 12.32% | 7.22% | -3.98% | -10.21% |
Dividend yield
DCA granted a 0.47% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DCA | 0.47% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.91% | 0.11% | 0.19% | 0.13% | 0.15% |
| Portfolio components: | ||||||||||||
QLD ProShares Ultra QQQ | 0.47% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.91% | 0.11% | 0.19% | 0.13% | 0.15% |
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
QLD ProShares Ultra QQQ | 1.31 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the DCA. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the DCA is 83.13%, recorded on Mar 9, 2009. It took 764 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 Chart
The current DCA volatility is 8.51%, 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.