Rick's Simple 3
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 25% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's Simple 3, 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 Feb 20, 2007, corresponding to the inception date of UUP
Returns By Period
As of Dec 3, 2024, the Rick's Simple 3 returned 19.02% Year-To-Date and 8.91% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Rick's Simple 3 | 19.02% | 1.73% | 9.61% | 20.54% | 11.30% | 8.91% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 26.37% | 5.72% | 13.75% | 34.30% | 21.38% | 18.21% |
UUP Invesco DB US Dollar Index Bullish Fund | 10.85% | 2.42% | 5.26% | 8.92% | 4.28% | 3.45% |
IAU iShares Gold Trust | 27.57% | -3.55% | 13.21% | 29.76% | 12.17% | 8.06% |
Monthly Returns
The table below presents the monthly returns of Rick's Simple 3, 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 | 1.48% | 1.90% | 2.91% | 0.76% | 1.32% | 2.36% | 0.30% | -0.01% | 1.90% | 2.67% | 1.65% | 19.02% | |
| 2023 | 3.58% | 0.10% | 3.48% | 0.12% | 3.20% | 0.72% | 1.26% | 0.47% | -1.05% | 1.83% | 2.04% | 1.05% | 18.02% |
| 2022 | -2.14% | 0.53% | 2.21% | -1.47% | -1.85% | -0.90% | 3.08% | -0.66% | -1.59% | 0.35% | 1.14% | -2.56% | -3.95% |
| 2021 | -0.36% | -1.36% | 1.48% | 1.34% | 0.94% | 0.90% | 1.22% | 1.28% | -1.45% | 2.23% | 1.20% | 1.00% | 8.68% |
| 2020 | 2.51% | -1.23% | -1.16% | 5.37% | 2.11% | 1.95% | 2.65% | 2.08% | -1.92% | -0.86% | 0.36% | 1.86% | 14.33% |
| 2019 | 2.86% | 1.16% | 1.39% | 1.47% | -1.43% | 3.17% | 2.08% | 1.68% | -0.16% | 0.79% | 0.82% | 1.17% | 15.97% |
| 2018 | 1.39% | 0.04% | -1.10% | 1.01% | 2.44% | -0.15% | 0.20% | 1.41% | -0.07% | -0.51% | 0.23% | -1.05% | 3.81% |
| 2017 | 1.23% | 2.67% | 0.17% | 0.37% | 0.04% | -1.79% | 0.22% | 1.50% | -0.63% | 1.78% | -0.20% | 0.40% | 5.84% |
| 2016 | 0.05% | 1.87% | -0.59% | -0.42% | 0.96% | 1.62% | 1.97% | -0.23% | 0.47% | 0.40% | -0.23% | 0.29% | 6.28% |
| 2015 | 4.06% | 0.33% | 0.27% | -1.46% | 1.81% | -1.83% | 0.28% | -1.65% | -0.89% | 3.74% | 0.13% | -1.34% | 3.29% |
| 2014 | 1.07% | 1.88% | -1.35% | -0.38% | 0.83% | 1.81% | 0.52% | 1.99% | 0.27% | 0.40% | 1.87% | 0.78% | 10.08% |
| 2013 | 0.12% | 0.52% | 1.52% | -2.13% | 0.41% | -3.03% | 2.39% | 1.49% | -1.26% | 1.14% | -0.27% | -0.49% | 0.28% |
Expense Ratio
Rick's Simple 3 features an expense ratio of 0.49%, falling within the medium range. 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 risk-adjusted rank of Rick's Simple 3 is 90, placing it in the top 10% 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.92 | 2.53 | 1.34 | 2.47 | 8.94 |
UUP Invesco DB US Dollar Index Bullish Fund | 1.50 | 2.24 | 1.27 | 1.59 | 5.77 |
IAU iShares Gold Trust | 1.93 | 2.57 | 1.34 | 3.59 | 11.06 |
Dividends
Dividend yield
Rick's Simple 3 provided a 3.05% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.05% | 3.38% | 0.64% | 0.11% | 0.14% | 1.20% | 0.77% | 0.26% | 0.26% | 0.25% | 0.35% | 0.25% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
UUP Invesco DB US Dollar Index Bullish Fund | 5.81% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Rick's Simple 3. 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 Rick's Simple 3 was 10.20%, occurring on Nov 20, 2008. Recovery took 205 trading sessions.
The current Rick's Simple 3 drawdown is 0.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.2% | Nov 7, 2007 | 263 | Nov 20, 2008 | 205 | Sep 16, 2009 | 468 |
| -9.8% | Feb 21, 2020 | 17 | Mar 16, 2020 | 31 | Apr 29, 2020 | 48 |
| -6.63% | Apr 13, 2015 | 95 | Aug 25, 2015 | 213 | Jun 29, 2016 | 308 |
| -6.37% | Oct 4, 2012 | 182 | Jun 27, 2013 | 160 | Feb 14, 2014 | 342 |
| -5.71% | Aug 16, 2022 | 94 | Dec 28, 2022 | 53 | Mar 16, 2023 | 147 |
Volatility
Volatility Chart
The current Rick's Simple 3 volatility is 2.04%, 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.
Diversification
Asset Correlations Table
| QQQ | IAU | UUP | |
|---|---|---|---|
| QQQ | 1.00 | 0.05 | -0.17 |
| IAU | 0.05 | 1.00 | -0.44 |
| UUP | -0.17 | -0.44 | 1.00 |