Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | -1,380% |
NVDA NVIDIA Corporation | Technology | -20% |
USD=X USD Cash | 1,500% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GO DOWN!, 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 Every 3 months.
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The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio GO DOWN! | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.02% | 0.29% | 0.90% | 1.83% | 3.96% | 4.71% | 3.28% | 2.13% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.93% | -3.24% | -4.88% | -5.44% | 88.14% | 85.17% | 66.71% | 70.07% |
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.57% | -2.32% | -4.00% | -1.03% | -11.44% | ||||||||
| 2025 | -2.76% | -5.33% | -2.30% | -4.79% | -10.27% | -10.24% | -7.46% | -5.06% | -6.83% | -6.62% | -1.27% | -6.22% | -51.19% |
| 2024 | -10.74% | -14.86% | -13.49% | -5.08% | -12.09% | -10.35% | -5.17% | -7.16% | -7.03% | -7.33% | -6.52% | -5.82% | -67.16% |
| 2023 | -10.66% | -10.99% | -14.53% | -4.99% | -13.22% | -10.92% | -7.58% | -8.94% | -3.23% | -4.70% | -9.69% | -8.40% | -67.95% |
| 2022 | 3.33% | 0.36% | -2.47% | 6.44% | -0.51% | 1.60% | -4.35% | 1.33% | 1.00% | -4.41% | -10.41% | -1.46% | -10.11% |
| 2021 | 0.10% | -0.95% | 0.69% | -2.60% | -1.83% | -5.85% | 0.65% | -2.72% | 1.55% | -4.59% | -6.96% | 3.52% | -17.87% |
Benchmark Metrics
GO DOWN! has an annualized alpha of -23.70%, beta of -0.27, and R² of 0.18 versus S&P 500 Index. Calculated based on daily prices since May 31, 2007.
- This portfolio participated in 25.89% of S&P 500 Index downside but only -71.15% of its upside — more exposed to losses than it benefited from rallies.
- Beta of -0.27 may look defensive, but with R² of 0.18 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.18 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -23.70%
- Beta
- -0.27
- R²
- 0.18
- Upside Capture
- -71.15%
- Downside Capture
- 25.89%
Expense Ratio
Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
GO DOWN! ranks 1 for risk / return — in the bottom 1% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.57 | 254.91 | 180.89 | 367.86 | 4,130.10 |
USD=X USD Cash | — | — | — | — | — | — |
NVDA NVIDIA Corporation | 81 | 1.47 | 2.17 | 1.27 | 3.02 | 7.54 |
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Dividends
Dividend yield
GO DOWN! provided a -54.60% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | -54.60% | -56.98% | -69.38% | -67.97% | -18.66% | -0.01% | -4.18% | -28.29% | -22.99% | -9.50% | -1.01% | -0.24% |
| Portfolio components: | ||||||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.96% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
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 GO DOWN!. 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 GO DOWN! was 99.67%, occurring on Apr 2, 2026. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.67% | May 31, 2007 | 6882 | Apr 2, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Asset Correlations Table
| Benchmark | USD=X | BIL | NVDA | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | -0.02 | 0.60 | -0.49 |
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| BIL | -0.02 | 0.00 | 1.00 | 0.02 | -0.44 |
| NVDA | 0.60 | 0.00 | 0.02 | 1.00 | -0.81 |
| Portfolio | -0.49 | 0.00 | -0.44 | -0.81 | 1.00 |