Dirty Harry Portfolio
%20 TQQQ / %20 TMF / %20 UPAR / %20 KMLM / %20 Crypto. Used other similar assets to simulate further back. Will switch KMLM with MFUT when it comes out.
Expense Ratio
- 0.78%
Dividend Yield
- 8.15%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | Systematic Trend | 19.5% |
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 23% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 9% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 3.5% |
BTC-USD Bitcoin | 19.5% | |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 19.5% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 6% |
Performance
The chart shows the growth of $10,000 invested in Dirty Harry Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,758,769 for a total return of roughly 97,487.69%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Mar 21, 2023, the Dirty Harry Portfolio returned 23.54% Year-To-Date and 25.82% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -3.13% | 2.92% | 2.02% | -11.46% | 5.31% | 6.69% |
| Dirty Harry Portfolio | 3.69% | 23.54% | 6.31% | -26.40% | 14.05% | 25.82% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 3.29% | 43.53% | 1.46% | -53.06% | 8.41% | 23.21% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 9.89% | 16.67% | -10.05% | -55.51% | -8.40% | -3.48% |
BTC-USD Bitcoin | 13.03% | 67.80% | 42.99% | -34.08% | 16.98% | 51.99% |
VT Vanguard Total World Stock ETF | -3.96% | 2.83% | 4.66% | -10.04% | 3.83% | 5.40% |
UGL ProShares Ultra Gold | 14.38% | 15.29% | 33.67% | -2.10% | 6.39% | -1.46% |
TIP iShares TIPS Bond ETF | 1.18% | 2.14% | -0.45% | -9.11% | 1.85% | 0.86% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -10.14% | -9.44% | -11.81% | 7.82% | 5.14% | 4.34% |
| Returns over 1 year are annualized | ||||||
Dividends
Dirty Harry Portfolio granted a 8.15% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 8.15% | 7.58% | 2.12% | 1.68% | 2.13% | 1.22% | 0.48% | 0.33% | 1.75% | 4.65% | 0.42% | 0.92% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Dirty Harry Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Dirty Harry Portfolio is 54.48%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.48% | Nov 10, 2021 | 365 | Nov 9, 2022 | — | — | — |
| -45.37% | Jun 10, 2011 | 3 | Jun 12, 2011 | 590 | Jan 22, 2013 | 593 |
| -38.76% | Dec 17, 2017 | 343 | Nov 24, 2018 | 210 | Jun 22, 2019 | 553 |
| -36% | Dec 5, 2013 | 14 | Dec 18, 2013 | 684 | Nov 2, 2015 | 698 |
| -31.61% | Apr 11, 2013 | 86 | Jul 5, 2013 | 124 | Nov 6, 2013 | 210 |
| -31.46% | Nov 8, 2010 | 29 | Dec 6, 2010 | 58 | Feb 2, 2011 | 87 |
| -30.63% | Mar 7, 2020 | 12 | Mar 18, 2020 | 42 | Apr 29, 2020 | 54 |
| -22.56% | May 15, 2011 | 7 | May 21, 2011 | 5 | May 26, 2011 | 12 |
| -14.75% | Feb 14, 2011 | 36 | Mar 21, 2011 | 32 | Apr 22, 2011 | 68 |
| -14.26% | Sep 3, 2020 | 21 | Sep 23, 2020 | 43 | Nov 5, 2020 | 64 |
Volatility Chart
Current Dirty Harry Portfolio volatility is 50.97%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.