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OLD BEST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BLV 20%GLD 20%QLD 30%TQQQ 30%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%MayJuneJulyAugustSeptemberOctober
28.97%
15.83%
OLD BEST
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
OLD BEST33.78%3.39%28.97%75.74%26.83%25.02%
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.45%7.15%3.19%-7.53%9.73%9.33%-1.77%1.37%4.58%33.78%
202318.70%-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%
20206.11%-8.42%-17.17%25.15%10.92%10.73%14.46%17.69%-11.71%-5.62%16.41%9.15%76.46%
201914.45%4.37%6.63%8.06%-11.87%13.24%3.26%-0.70%-0.13%6.78%5.84%6.63%69.52%
201813.76%-4.04%-6.67%-0.64%8.69%0.50%3.42%8.81%-1.12%-13.51%-0.90%-9.36%-4.40%
20178.94%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%
20133.32%-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.


Expense ratio chart for QLD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for BLV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


The Risk-Adjusted Performance Rank of OLD BEST is 3636
Combined Rank
The Sharpe Ratio Rank of OLD BEST is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of OLD BEST is 3131Sortino Ratio Rank
The Omega Ratio Rank of OLD BEST is 3232Omega Ratio Rank
The Calmar Ratio Rank of OLD BEST is 3434Calmar Ratio Rank
The Martin Ratio Rank of OLD BEST is 3232Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


OLD BEST
Sharpe ratio
The chart of Sharpe ratio for OLD BEST, currently valued at 2.95, compared to the broader market0.002.004.006.002.95
Sortino ratio
The chart of Sortino ratio for OLD BEST, currently valued at 3.50, compared to the broader market-2.000.002.004.006.003.50
Omega ratio
The chart of Omega ratio for OLD BEST, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.802.001.47
Calmar ratio
The chart of Calmar ratio for OLD BEST, currently valued at 2.30, compared to the broader market0.005.0010.002.30
Martin ratio
The chart of Martin ratio for OLD BEST, currently valued at 14.54, compared to the broader market0.0010.0020.0030.0040.0050.0060.0014.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QLD
ProShares Ultra QQQ
2.703.101.422.3711.73
TQQQ
ProShares UltraPro QQQ
2.923.031.422.3812.24
BLV
Vanguard Long-Term Bond ETF
1.311.941.230.433.88
GLD
SPDR Gold Trust
2.663.581.465.0717.22

Sharpe Ratio

The current OLD BEST Sharpe ratio is 2.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of OLD BEST with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.95
3.43
OLD BEST
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

OLD BEST provided a 1.35% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
OLD BEST1.35%1.29%1.10%0.67%1.17%0.77%0.87%0.73%1.10%0.91%0.85%1.01%
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.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.64%
-0.54%
OLD BEST
Benchmark (^GSPC)
Portfolio components

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, 2021240Nov 3, 2022383May 15, 2024623
-42.95%Feb 20, 202022Mar 20, 202056Jun 10, 202078
-29.26%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-22.44%Sep 3, 202014Sep 23, 202066Dec 28, 202080
-20.94%Apr 26, 201049Jul 2, 201058Sep 24, 2010107

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.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
5.91%
2.71%
OLD BEST
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.

GLDBLVQLDTQQQ
GLD1.000.260.030.03
BLV0.261.00-0.10-0.10
QLD0.03-0.101.001.00
TQQQ0.03-0.101.001.00
The correlation results are calculated based on daily price changes starting from Feb 12, 2010