LETF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 50% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in LETF, 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 Oct 3, 2023, the LETF returned 43.91% Year-To-Date and 22.30% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.69% | 19.60% | 7.98% | 9.78% |
| LETF | -10.98% | 6.30% | 43.91% | 35.54% | 14.52% | 22.30% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -13.46% | 30.84% | 113.45% | 92.13% | 15.89% | 34.67% |
TLT iShares 20+ Year Treasury Bond ETF | -8.06% | -17.07% | -10.53% | -12.22% | -3.36% | 0.45% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 17.63% | 0.15% | 10.19% | 10.14% | 4.09% | -4.86% | -12.11% |
Dividend yield
LETF granted a 2.68% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LETF | 2.68% | 1.65% | 0.78% | 0.80% | 1.26% | 1.51% | 1.38% | 1.52% | 1.56% | 1.65% | 2.05% | 1.74% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.41% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.96% | 2.73% | 1.57% | 1.60% | 2.45% | 2.91% | 2.76% | 3.03% | 3.11% | 3.27% | 4.10% | 3.48% |
Expense Ratio
The LETF has a high expense ratio of 0.55%, 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 1.22 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.73 |
Asset Correlations Table
| TLT | TQQQ | |
|---|---|---|
| TLT | 1.00 | -0.24 |
| TQQQ | -0.24 | 1.00 |
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 LETF. 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 LETF is 61.58%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.58% | Nov 22, 2021 | 277 | Dec 28, 2022 | — | — | — |
| -37.83% | 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 Chart
The current LETF volatility is 6.90%, 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.