LETF
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 50% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of May 29, 2025, the LETF returned -3.79% Year-To-Date and 20.20% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
| LETF | -3.79% | 12.44% | -5.13% | 6.83% | 12.97% | 20.20% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -11.24% | 30.12% | -9.54% | 7.43% | 28.61% | 31.28% |
TLT iShares 20+ Year Treasury Bond ETF | -0.88% | -4.22% | -6.25% | -1.26% | -9.78% | -1.05% |
Monthly Returns
The table below presents the monthly returns of LETF, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.49% | -1.94% | -11.59% | -2.78% | 11.36% | -3.79% | |||||||
| 2024 | 0.78% | 6.44% | 1.69% | -10.38% | 10.36% | 10.35% | -1.95% | 1.34% | 3.90% | -4.82% | 8.59% | -3.18% | 23.02% |
| 2023 | 20.10% | -4.05% | 17.63% | 0.15% | 10.19% | 10.14% | 4.09% | -4.86% | -12.11% | -6.72% | 21.73% | 12.73% | 83.55% |
| 2022 | -14.67% | -7.46% | 0.77% | -23.01% | -5.15% | -11.91% | 20.31% | -11.38% | -20.17% | 1.09% | 9.94% | -15.25% | -58.97% |
| 2021 | -2.05% | -3.52% | -1.46% | 10.42% | -2.58% | 12.51% | 6.03% | 6.25% | -10.32% | 13.45% | 4.19% | 0.19% | 34.88% |
| 2020 | 7.94% | -5.69% | -13.54% | 23.61% | 10.20% | 10.44% | 13.61% | 17.25% | -11.99% | -6.88% | 17.74% | 7.80% | 83.45% |
| 2019 | 13.77% | 4.22% | 8.55% | 7.43% | -10.10% | 11.18% | 3.24% | 1.34% | -0.48% | 5.74% | 6.37% | 4.91% | 69.80% |
| 2018 | 12.06% | -4.80% | -6.19% | -1.24% | 9.75% | 1.45% | 3.08% | 9.89% | -2.16% | -14.78% | -0.24% | -7.56% | -4.14% |
| 2017 | 8.17% | 7.80% | 2.87% | 4.81% | 6.80% | -3.96% | 5.95% | 4.27% | -1.71% | 6.92% | 3.30% | 1.58% | 57.10% |
| 2016 | -7.50% | -0.72% | 8.15% | -5.12% | 6.50% | -0.33% | 12.47% | 1.20% | 2.39% | -4.50% | -3.49% | 1.31% | 8.85% |
| 2015 | 1.58% | 6.87% | -3.32% | 0.79% | 2.10% | -6.02% | 8.99% | -11.50% | -2.25% | 19.05% | 0.43% | -3.19% | 10.79% |
| 2014 | -0.11% | 7.59% | -3.86% | 0.01% | 8.18% | 4.77% | 1.86% | 10.17% | -2.49% | 4.71% | 8.76% | -2.47% | 42.34% |
Expense Ratio
LETF has an expense ratio of 0.55%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LETF is 10, meaning it’s performing worse than 90% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 0.10 | 0.75 | 1.10 | 0.20 | 0.52 |
TLT iShares 20+ Year Treasury Bond ETF | -0.09 | -0.13 | 0.99 | -0.05 | -0.29 |
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Dividends
Dividend yield
LETF provided a 2.92% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.92% | 2.78% | 2.32% | 1.62% | 0.75% | 0.75% | 1.16% | 1.37% | 1.22% | 1.30% | 1.31% | 1.35% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.41% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
TLT iShares 20+ Year Treasury Bond ETF | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the LETF. 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 LETF was 61.58%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current LETF drawdown is 13.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.58% | Nov 22, 2021 | 277 | Dec 28, 2022 | — | — | — |
| -37.84% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
| -28.15% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -23.27% | Sep 3, 2020 | 14 | Sep 23, 2020 | 81 | Jan 20, 2021 | 95 |
| -19.92% | Feb 16, 2021 | 15 | Mar 8, 2021 | 74 | Jun 22, 2021 | 89 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TLT | TQQQ | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.26 | 0.90 | 0.84 |
| TLT | -0.26 | 1.00 | -0.20 | 0.05 |
| TQQQ | 0.90 | -0.20 | 1.00 | 0.95 |
| Portfolio | 0.84 | 0.05 | 0.95 | 1.00 |