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EarthFund

Last updated Feb 24, 2024

Fund for Earth peroid

Asset Allocation


TTT 40%TBT 30%UUP 30%BondBondCurrencyCurrency
PositionCategory/SectorWeight
TTT
UltraPro Short 20+ Year Treasury
Leveraged Bonds, Leveraged

40%

TBT
ProShares UltraShort 20+ Year Treasury
Leveraged Bonds, Leveraged

30%

UUP
Invesco DB US Dollar Index Bullish Fund
Currency

30%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in EarthFund, 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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
2.91%
15.51%
EarthFund
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 29, 2012, corresponding to the inception date of TTT

Returns

As of Feb 24, 2024, the EarthFund returned 11.17% Year-To-Date and -4.17% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
EarthFund11.17%-1.27%2.90%15.97%2.38%-4.17%
UUP
Invesco DB US Dollar Index Bullish Fund
3.51%1.23%2.83%5.48%3.60%3.76%
TBT
ProShares UltraShort 20+ Year Treasury
11.56%-1.29%0.76%15.09%0.72%-6.32%
TTT
UltraPro Short 20+ Year Treasury
16.70%-2.67%-0.48%17.98%-3.66%-12.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.84%
20234.97%6.90%18.21%10.29%-16.45%-12.53%

Sharpe Ratio

The current EarthFund Sharpe ratio is 0.43. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.43

The Sharpe ratio of EarthFund is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.43
2.23
EarthFund
Benchmark (^GSPC)
Portfolio components

Dividend yield

EarthFund granted a 8.48% dividend yield in the last twelve months.


TTM2023202220212020201920182017
EarthFund8.48%9.58%0.53%0.00%0.20%1.99%0.80%0.03%
UUP
Invesco DB US Dollar Index Bullish Fund
6.23%6.44%0.89%0.00%0.00%2.03%1.08%0.10%
TBT
ProShares UltraShort 20+ Year Treasury
4.46%4.98%0.42%0.00%0.27%2.12%0.99%0.00%
TTT
UltraPro Short 20+ Year Treasury
13.19%15.39%0.34%0.00%0.29%1.88%0.44%0.00%

Expense Ratio

The EarthFund has a high expense ratio of 0.88%, 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.


0.95%
0.00%2.15%
0.92%
0.00%2.15%
0.75%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
EarthFund
0.43
UUP
Invesco DB US Dollar Index Bullish Fund
0.81
TBT
ProShares UltraShort 20+ Year Treasury
0.37
TTT
UltraPro Short 20+ Year Treasury
0.27

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

UUPTBTTTT
UUP1.000.130.13
TBT0.131.000.99
TTT0.130.991.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2024February
-44.06%
0
EarthFund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the EarthFund. 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 EarthFund was 76.35%, occurring on Aug 4, 2020. The portfolio has not yet recovered.

The current EarthFund drawdown is 44.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.35%Apr 4, 20122097Aug 4, 2020
-0.57%Apr 2, 20121Apr 2, 20121Apr 3, 20122

Volatility Chart

The current EarthFund volatility is 9.15%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2024February
9.15%
3.90%
EarthFund
Benchmark (^GSPC)
Portfolio components
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