PortfoliosLab logo

Dirty Harry Portfolio

Last updated Mar 21, 2023

%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


ASFYX 19.5%TMF 23%TIP 9%UGL 3.5%BTC-USD 19.5%TQQQ 19.5%VT 6%AlternativesAlternativesBondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity

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


-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
14.51%
10.21%
Dirty Harry Portfolio
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%5.31%6.69%
Dirty Harry Portfolio3.69%23.54%6.31%-26.40%14.05%25.82%
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%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dirty Harry Portfolio Sharpe ratio is -0.02. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
-0.02
0.14
Dirty Harry Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dirty Harry Portfolio granted a 8.15% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

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.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2023FebruaryMarch
-42.11%
-17.62%
Dirty Harry Portfolio
Benchmark (^GSPC)
Portfolio components

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, 2021365Nov 9, 2022
-45.37%Jun 10, 20113Jun 12, 2011590Jan 22, 2013593
-38.76%Dec 17, 2017343Nov 24, 2018210Jun 22, 2019553
-36%Dec 5, 201314Dec 18, 2013684Nov 2, 2015698
-31.61%Apr 11, 201386Jul 5, 2013124Nov 6, 2013210
-31.46%Nov 8, 201029Dec 6, 201058Feb 2, 201187
-30.63%Mar 7, 202012Mar 18, 202042Apr 29, 202054
-22.56%May 15, 20117May 21, 20115May 26, 201112
-14.75%Feb 14, 201136Mar 21, 201132Apr 22, 201168
-14.26%Sep 3, 202021Sep 23, 202043Nov 5, 202064

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.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2023FebruaryMarch
14.67%
15.52%
Dirty Harry Portfolio
Benchmark (^GSPC)
Portfolio components