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
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
Returns
As of Sep 23, 2023, the OLD BEST returned 51.57% Year-To-Date and 23.50% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 8.29% | 9.86% |
| OLD BEST | -3.00% | 20.47% | 51.57% | 41.35% | 18.45% | 23.45% |
| Portfolio components: | ||||||
QLD ProShares Ultra QQQ | -3.48% | 29.48% | 69.76% | 52.66% | 19.38% | 28.35% |
TQQQ ProShares UltraPro QQQ | -6.02% | 41.81% | 108.51% | 70.15% | 16.02% | 34.52% |
BLV Vanguard Long-Term Bond ETF | -2.29% | -6.53% | -2.32% | -3.49% | -0.65% | 2.23% |
GLD SPDR Gold Trust | 0.56% | -1.83% | 5.29% | 16.74% | 9.62% | 3.32% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| GLD | BLV | QLD | TQQQ | |
|---|---|---|---|---|
| GLD | 1.00 | 0.26 | 0.02 | 0.02 |
| BLV | 0.26 | 1.00 | -0.13 | -0.13 |
| QLD | 0.02 | -0.13 | 1.00 | 1.00 |
| TQQQ | 0.02 | -0.13 | 1.00 | 1.00 |
Dividend yield
OLD BEST granted a 1.44% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OLD BEST | 1.44% | 1.12% | 0.72% | 1.29% | 0.89% | 1.04% | 0.92% | 1.36% | 1.23% | 1.18% | 1.48% | 1.69% |
| Portfolio components: | ||||||||||||
QLD ProShares Ultra QQQ | 0.48% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.91% | 0.11% | 0.19% | 0.13% | 0.15% |
TQQQ ProShares UltraPro QQQ | 1.44% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% | 0.00% |
BLV Vanguard Long-Term Bond ETF | 4.32% | 4.28% | 3.59% | 6.44% | 4.17% | 4.94% | 4.59% | 5.46% | 5.96% | 5.55% | 7.19% | 8.24% |
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% |
Expense Ratio
The OLD BEST has a high expense ratio of 0.66%, 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
QLD ProShares Ultra QQQ | 0.96 | ||||
TQQQ ProShares UltraPro QQQ | 0.82 | ||||
BLV Vanguard Long-Term Bond ETF | -0.33 | ||||
GLD SPDR Gold Trust | 1.03 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the OLD BEST. 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 OLD BEST is 56.16%, recorded on Nov 3, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.16% | Nov 22, 2021 | 240 | Nov 3, 2022 | — | — | — |
| -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 Chart
The current OLD BEST volatility is 7.36%, 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.