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BOND + SOXS

Last updated Mar 23, 2023

Expense Ratio

0.79%

Dividend Yield

3.96%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in BOND + SOXS in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $144 for a total return of roughly -98.56%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-100.00%0.00%100.00%200.00%300.00%NovemberDecember2023FebruaryMarch
-98.56%
243.30%
BOND + SOXS
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 23, 2023, the BOND + SOXS returned -26.75% Year-To-Date and -35.30% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.20%2.84%4.19%-12.48%8.83%9.76%
BOND + SOXS-9.39%-29.63%-37.69%-23.37%-40.61%-35.55%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-17.60%-55.76%-68.54%-54.16%-74.02%-66.62%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
-0.49%1.26%3.30%-5.05%2.17%2.79%

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 BOND + SOXS Sharpe ratio is -0.37. 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.


-0.80-0.60-0.40-0.200.000.200.40NovemberDecember2023FebruaryMarch
-0.42
-0.54
BOND + SOXS
Benchmark (^GSPC)
Portfolio components

Dividends

BOND + SOXS granted a 3.96% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

3.96%2.77%2.14%4.50%4.08%3.79%3.31%3.58%4.24%4.31%4.88%5.62%

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2023FebruaryMarch
-98.78%
-17.68%
BOND + SOXS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the BOND + SOXS. 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 BOND + SOXS is 98.78%, recorded on Mar 23, 2023. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.78%Dec 3, 20132342Mar 23, 2023
-5.12%Jul 25, 201151Oct 4, 201114Oct 24, 201165
-4.1%Oct 28, 201119Nov 23, 201121Dec 23, 201140
-3.58%May 9, 201332Jun 24, 2013111Nov 29, 2013143
-3.57%Apr 27, 201018May 20, 201041Jul 20, 201059
-2.3%May 19, 201120Jun 16, 201114Jul 7, 201134
-2.27%May 3, 201221Jun 1, 201220Jun 29, 201241
-1.97%Nov 5, 201013Nov 23, 201028Jan 4, 201141
-1.33%Mar 4, 20119Mar 16, 201113Apr 4, 201122
-1.33%Mar 2, 201227Apr 10, 201215May 1, 201242

Volatility Chart

Current BOND + SOXS volatility is 9.90%. 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.


20.00%40.00%60.00%80.00%NovemberDecember2023FebruaryMarch
42.56%
19.59%
BOND + SOXS
Benchmark (^GSPC)
Portfolio components