TQQQ main
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DGRW WisdomTree U.S. Dividend Growth Fund | Large Cap Growth Equities, Dividend | 75% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TQQQ main, 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 May 22, 2013, corresponding to the inception date of DGRW
Returns By Period
As of Apr 25, 2024, the TQQQ main returned 5.64% Year-To-Date and 21.12% 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 | 6.33% | -2.81% | 21.13% | 24.56% | 11.55% | 10.55% |
| TQQQ main | 5.64% | -5.34% | 29.84% | 42.02% | 20.48% | 21.12% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 6.32% | -13.36% | 65.22% | 116.28% | 26.87% | 36.87% |
DGRW WisdomTree U.S. Dividend Growth Fund | 5.10% | -2.63% | 18.42% | 20.48% | 13.09% | 12.52% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.92% | 6.71% | 3.01% | |||||||||
| 2023 | -7.86% | -3.10% | 14.07% | 7.95% |
Expense Ratio
The TQQQ main has a high expense ratio of 0.45%, 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 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 2.13 | 2.60 | 1.32 | 1.46 | 9.52 |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.77 | 2.63 | 1.31 | 1.91 | 6.12 |
Dividends
Dividend yield
TQQQ main granted a 1.60% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TQQQ main | 1.60% | 1.62% | 1.76% | 1.34% | 1.43% | 1.66% | 1.85% | 1.30% | 1.60% | 1.64% | 1.35% | 0.79% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.31% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.70% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the TQQQ main. 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 TQQQ main was 43.61%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current TQQQ main drawdown is 6.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.61% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -36.79% | Dec 28, 2021 | 202 | Oct 14, 2022 | 290 | Dec 11, 2023 | 492 |
| -28.18% | Oct 4, 2018 | 56 | Dec 24, 2018 | 75 | Apr 12, 2019 | 131 |
| -19.86% | Nov 4, 2015 | 68 | Feb 11, 2016 | 106 | Jul 14, 2016 | 174 |
| -19.3% | Jul 21, 2015 | 26 | Aug 25, 2015 | 48 | Nov 2, 2015 | 74 |
Volatility
Volatility Chart
The current TQQQ main volatility is 5.59%, 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
| DGRW | TQQQ | |
|---|---|---|
| DGRW | 1.00 | 0.82 |
| TQQQ | 0.82 | 1.00 |