OLD BEST
NASDAQ,GLD,BOND
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BLV Vanguard Long-Term Bond ETF | Total Bond Market | 20% |
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
QLD ProShares Ultra QQQ | Leveraged Equities, Leveraged | 30% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in OLD BEST, 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 Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of Oct 30, 2024, the OLD BEST returned 33.78% Year-To-Date and 25.02% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| OLD BEST | 33.78% | 3.39% | 28.97% | 75.74% | 26.83% | 25.02% |
| Portfolio components: | ||||||
QLD ProShares Ultra QQQ | 38.58% | 4.88% | 32.70% | 88.78% | 32.37% | 29.40% |
TQQQ ProShares UltraPro QQQ | 53.26% | 6.88% | 46.81% | 141.55% | 35.75% | 35.51% |
BLV Vanguard Long-Term Bond ETF | -1.20% | -5.22% | 6.88% | 16.44% | -2.87% | 1.60% |
GLD SPDR Gold Trust | 33.96% | 4.52% | 20.87% | 38.35% | 12.49% | 8.58% |
Monthly Returns
The table below presents the monthly returns of OLD BEST, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.45% | 7.15% | 3.19% | -7.53% | 9.73% | 9.33% | -1.77% | 1.37% | 4.58% | 33.78% | |||
| 2023 | 18.70% | -3.56% | 17.27% | 0.39% | 10.79% | 9.60% | 5.61% | -3.92% | -10.14% | -3.34% | 18.67% | 10.13% | 88.52% |
| 2022 | -13.95% | -5.80% | 3.85% | -21.04% | -4.32% | -12.74% | 19.51% | -10.54% | -18.38% | 3.29% | 10.11% | -13.61% | -52.41% |
| 2021 | -1.30% | -2.69% | 0.52% | 10.12% | -0.91% | 9.24% | 5.27% | 6.32% | -9.97% | 12.77% | 2.95% | 1.58% | 36.75% |
| 2020 | 6.11% | -8.42% | -17.17% | 25.15% | 10.92% | 10.73% | 14.46% | 17.69% | -11.71% | -5.62% | 16.41% | 9.15% | 76.46% |
| 2019 | 14.45% | 4.37% | 6.63% | 8.06% | -11.87% | 13.24% | 3.26% | -0.70% | -0.13% | 6.78% | 5.84% | 6.63% | 69.52% |
| 2018 | 13.76% | -4.04% | -6.67% | -0.64% | 8.69% | 0.50% | 3.42% | 8.81% | -1.12% | -13.51% | -0.90% | -9.36% | -4.40% |
| 2017 | 8.94% | 7.82% | 2.86% | 4.68% | 6.18% | -4.42% | 6.77% | 3.88% | -1.37% | 6.77% | 3.12% | 1.48% | 56.87% |
| 2016 | -8.83% | 0.51% | 9.46% | -3.56% | 4.78% | -0.97% | 12.20% | 0.94% | 3.08% | -3.51% | -2.41% | 1.38% | 11.86% |
| 2015 | -0.28% | 8.31% | -4.10% | 2.05% | 2.92% | -4.91% | 6.02% | -10.78% | -3.68% | 19.35% | -0.48% | -3.21% | 8.37% |
| 2014 | -1.49% | 8.96% | -4.63% | -0.37% | 6.54% | 6.10% | 0.81% | 8.69% | -3.02% | 3.18% | 7.49% | -3.30% | 31.37% |
| 2013 | 3.32% | -0.29% | 4.76% | 2.77% | 3.27% | -6.75% | 11.30% | -0.08% | 6.73% | 7.82% | 4.05% | 3.97% | 47.86% |
Expense Ratio
OLD BEST features an expense ratio of 0.66%, falling within the medium range. 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 Rank
The current rank of OLD BEST is 36, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
QLD ProShares Ultra QQQ | 2.70 | 3.10 | 1.42 | 2.37 | 11.73 |
TQQQ ProShares UltraPro QQQ | 2.92 | 3.03 | 1.42 | 2.38 | 12.24 |
BLV Vanguard Long-Term Bond ETF | 1.31 | 1.94 | 1.23 | 0.43 | 3.88 |
GLD SPDR Gold Trust | 2.66 | 3.58 | 1.46 | 5.07 | 17.22 |
Dividends
Dividend yield
OLD BEST provided a 1.35% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OLD BEST | 1.35% | 1.29% | 1.10% | 0.67% | 1.17% | 0.77% | 0.87% | 0.73% | 1.10% | 0.91% | 0.85% | 1.01% |
| Portfolio components: | ||||||||||||
QLD ProShares Ultra QQQ | 0.28% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
TQQQ ProShares UltraPro QQQ | 1.24% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
BLV Vanguard Long-Term Bond ETF | 4.45% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% | 4.85% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the OLD BEST. 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 OLD BEST was 56.16%, occurring on Nov 3, 2022. Recovery took 383 trading sessions.
The current OLD BEST drawdown is 0.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.16% | Nov 22, 2021 | 240 | Nov 3, 2022 | 383 | May 15, 2024 | 623 |
| -42.95% | Feb 20, 2020 | 22 | Mar 20, 2020 | 56 | Jun 10, 2020 | 78 |
| -29.26% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -22.44% | Sep 3, 2020 | 14 | Sep 23, 2020 | 66 | Dec 28, 2020 | 80 |
| -20.94% | Apr 26, 2010 | 49 | Jul 2, 2010 | 58 | Sep 24, 2010 | 107 |
Volatility
Volatility Chart
The current OLD BEST volatility is 5.91%, 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
| GLD | BLV | QLD | TQQQ | |
|---|---|---|---|---|
| GLD | 1.00 | 0.26 | 0.03 | 0.03 |
| BLV | 0.26 | 1.00 | -0.10 | -0.10 |
| QLD | 0.03 | -0.10 | 1.00 | 1.00 |
| TQQQ | 0.03 | -0.10 | 1.00 | 1.00 |