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BOND + SOXS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


HYG 50%SOXS 50%BondBondEquityEquity
PositionCategory/SectorWeight
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds

50%

SOXS
Direxion Daily Semiconductor Bear 3x Shares
Leveraged Equities, Leveraged

50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BOND + SOXS, 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


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-32.23%
17.14%
BOND + SOXS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 11, 2010, corresponding to the inception date of SOXS

Returns By Period

As of Apr 13, 2024, the BOND + SOXS returned -18.43% Year-To-Date and -38.06% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
BOND + SOXS-18.43%0.88%-31.93%-47.29%-43.01%-37.92%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-38.81%-0.81%-65.63%-80.45%-76.92%-70.17%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
0.25%-0.40%8.27%7.70%2.61%3.17%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.04%-13.94%-5.20%
202310.11%9.96%-18.44%-10.36%

Expense Ratio

The BOND + SOXS has a high expense ratio of 0.78%, 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.


0.50%1.00%1.50%2.00%1.08%

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.


BOND + SOXS
Sharpe ratio
The chart of Sharpe ratio for BOND + SOXS, currently valued at -1.27, compared to the broader market0.002.004.00-1.27
Sortino ratio
The chart of Sortino ratio for BOND + SOXS, currently valued at -1.95, compared to the broader market-2.000.002.004.006.00-1.95
Omega ratio
The chart of Omega ratio for BOND + SOXS, currently valued at 0.78, compared to the broader market0.801.001.201.401.601.800.78
Calmar ratio
The chart of Calmar ratio for BOND + SOXS, currently valued at -0.48, compared to the broader market0.002.004.006.008.0010.0012.00-0.48
Martin ratio
The chart of Martin ratio for BOND + SOXS, currently valued at -1.36, compared to the broader market0.0010.0020.0030.0040.0050.00-1.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-0.97-1.990.77-0.81-1.35
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.342.071.240.867.22

Sharpe Ratio

The current BOND + SOXS Sharpe ratio is -1.27. 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.

0.002.004.00-1.27

The Sharpe ratio of BOND + SOXS 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 Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-1.27
2.15
BOND + SOXS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

BOND + SOXS granted a 8.48% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BOND + SOXS8.48%7.48%2.74%2.01%4.21%3.66%3.15%2.56%2.64%2.95%2.84%3.05%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
11.07%9.22%0.19%0.00%3.55%2.32%0.76%0.00%0.00%0.00%0.00%0.00%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.90%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%6.10%

Drawdowns

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%0.00%NovemberDecember2024FebruaryMarchApril
-99.30%
-2.49%
BOND + SOXS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BOND + SOXS. 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 BOND + SOXS was 99.36%, occurring on Mar 7, 2024. The portfolio has not yet recovered.

The current BOND + SOXS drawdown is 99.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.36%May 9, 20132726Mar 7, 2024
-5.12%Jul 25, 201151Oct 4, 201114Oct 24, 201165
-4.1%Oct 28, 201119Nov 23, 201121Dec 23, 201140
-3.57%Apr 27, 201018May 20, 201041Jul 20, 201059
-2.3%May 19, 201120Jun 16, 201114Jul 7, 201134

Volatility

Volatility Chart

The current BOND + SOXS volatility is 9.57%, 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%NovemberDecember2024FebruaryMarchApril
9.57%
3.24%
BOND + SOXS
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

HYGSOXS
HYG1.00-0.47
SOXS-0.471.00