EarthFund
Fund for Earth peroid
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TBT ProShares UltraShort 20+ Year Treasury | Leveraged Bonds, Leveraged | 30% |
TTT UltraPro Short 20+ Year Treasury | Leveraged Bonds, Leveraged | 40% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 30% |
Performance
Performance Chart
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
The earliest data available for this chart is Mar 29, 2012, corresponding to the inception date of TTT
Returns By Period
As of Apr 24, 2024, the EarthFund returned 23.31% Year-To-Date and -2.38% 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 | 6.30% | -3.13% | 19.37% | 22.56% | 11.65% | 10.55% |
| EarthFund | 23.31% | 9.68% | -10.31% | 41.45% | 5.12% | -2.38% |
| Portfolio components: | ||||||
UUP Invesco DB US Dollar Index Bullish Fund | 6.28% | 1.91% | 2.30% | 10.21% | 3.69% | 4.11% |
TBT ProShares UltraShort 20+ Year Treasury | 24.45% | 10.32% | -12.87% | 41.33% | 3.78% | -4.43% |
TTT UltraPro Short 20+ Year Treasury | 35.84% | 15.01% | -19.44% | 60.65% | 0.57% | -9.81% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.79% | 4.78% | -0.71% | |||||||||
| 2023 | 18.21% | 10.29% | -16.45% | -12.53% |
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.
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 | |
|---|---|---|---|---|---|
UUP Invesco DB US Dollar Index Bullish Fund | 1.63 | 2.34 | 1.30 | 1.11 | 6.74 |
TBT ProShares UltraShort 20+ Year Treasury | 1.01 | 1.57 | 1.18 | 0.53 | 2.19 |
TTT UltraPro Short 20+ Year Treasury | 0.97 | 1.56 | 1.18 | 0.58 | 2.20 |
Dividends
Dividend yield
EarthFund granted a 7.48% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
| EarthFund | 7.48% | 9.58% | 0.53% | 0.00% | 0.20% | 1.99% | 0.80% | 0.03% |
| Portfolio components: | ||||||||
UUP Invesco DB US Dollar Index Bullish Fund | 6.06% | 6.44% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% |
TBT ProShares UltraShort 20+ Year Treasury | 4.13% | 4.98% | 0.42% | 0.00% | 0.27% | 2.12% | 0.99% | 0.00% |
TTT UltraPro Short 20+ Year Treasury | 11.05% | 15.39% | 0.34% | 0.00% | 0.29% | 1.88% | 0.44% | 0.00% |
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 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 37.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.35% | Apr 4, 2012 | 2097 | Aug 4, 2020 | — | — | — |
| -0.57% | Apr 2, 2012 | 1 | Apr 2, 2012 | 1 | Apr 3, 2012 | 2 |
Volatility
Volatility Chart
The current EarthFund volatility is 7.85%, 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
| UUP | TBT | TTT | |
|---|---|---|---|
| UUP | 1.00 | 0.13 | 0.13 |
| TBT | 0.13 | 1.00 | 0.99 |
| TTT | 0.13 | 0.99 | 1.00 |