3x leveraged LONG

The chart shows the growth of an initial investment of $10,000 in 3x leveraged LONG, 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 Every 3 months.

Based on dividend-adjusted daily data since May 4, 2017, 3x leveraged LONG's average daily return is +0.14%, while the average monthly return is +2.68%. At this rate, an investment would double in approximately 2.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +40.8%, while the worst month was Mar 2020 at -56.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 3x leveraged LONG closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +28.2%, while the worst single day was Mar 16, 2020 at -34.4%.

3x leveraged LONG has an annualized alpha of -5.56%, beta of 2.82, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since May 04, 2017.

• This portfolio captured 374.10% of S&P 500 Index gains and 204.23% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio had an annualized alpha of -5.56% versus S&P 500 Index - delivering less than market exposure alone would predict.
• Beta of 2.82 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

3x leveraged LONG has a high expense ratio of 1.01%, 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.

3x leveraged LONG ranks 70 for risk / return — better than 70% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below presents risk-adjusted performance metrics for 3x leveraged LONG and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

3x leveraged LONG Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.80
• 5-Year: 0.34
• All Time: 0.38

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 3x leveraged LONG compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

3x leveraged LONG provided a 1.96% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 3x leveraged LONG. 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 3x leveraged LONG was 80.66%, occurring on Mar 23, 2020. Recovery took 222 trading sessions.

The current 3x leveraged LONG drawdown is 12.88%.

The chart below shows the rolling one-month volatility.