Rick's WW3
This portfolio outperforms VBIAX (better returns, better sharpe) AND serves as a hedge against geopolitical conflicts
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's WW3, 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
The earliest data available for this chart is Mar 11, 2014, corresponding to the inception date of AIRR
Returns By Period
As of Dec 3, 2024, the Rick's WW3 returned 28.86% Year-To-Date and 11.92% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Rick's WW3 | 28.86% | 2.05% | 11.77% | 30.42% | 17.08% | 11.92% |
| Portfolio components: | ||||||
UGL ProShares Ultra Gold | 48.30% | -7.82% | 19.72% | 45.84% | 15.34% | 9.26% |
AIRR First Trust RBA American Industrial Renaissance ETF | 47.22% | 13.10% | 20.08% | 62.26% | 24.74% | 16.86% |
PPA Invesco Aerospace & Defense ETF | 31.08% | 5.26% | 15.54% | 36.06% | 12.97% | 14.34% |
XLV Health Care Select Sector SPDR Fund | 9.12% | -0.40% | 2.47% | 13.39% | 9.99% | 9.37% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 7.37% | 10.57% | 12.61% | 16.33% | 11.81% | 10.24% |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 30.08% | 3.55% | 9.35% | 31.41% | 16.92% | 9.33% |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 7.29% | 8.77% | -0.37% | 6.78% | 17.88% | 5.63% |
YCS ProShares UltraShort Yen | 23.81% | -4.01% | -4.07% | 15.18% | 17.54% | 6.38% |
EUO ProShares UltraShort Euro | 16.54% | 7.13% | 10.94% | 13.57% | 4.41% | 4.95% |
Monthly Returns
The table below presents the monthly returns of Rick's WW3, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.08% | 3.56% | 5.95% | 1.15% | 3.20% | -0.60% | 2.81% | 0.37% | 2.41% | 3.50% | 2.82% | 28.86% | |
| 2023 | 4.16% | -1.17% | 1.86% | 0.96% | -0.76% | 4.17% | 1.84% | 0.63% | -2.21% | 2.21% | 2.87% | 2.48% | 18.16% |
| 2022 | -2.77% | 4.87% | 4.08% | -0.62% | -0.54% | -1.12% | 2.90% | -0.70% | -3.69% | 7.68% | 2.59% | -2.89% | 9.50% |
| 2021 | 0.13% | 1.10% | 4.82% | 1.66% | 5.11% | -2.64% | -0.05% | 0.64% | -1.50% | 3.78% | -1.93% | 4.81% | 16.68% |
| 2020 | 0.35% | -5.33% | -8.18% | 9.73% | 3.43% | 0.65% | 3.05% | 1.74% | -4.44% | -0.89% | 6.21% | 4.63% | 9.95% |
| 2019 | 6.09% | 2.76% | -1.49% | 1.66% | -3.10% | 6.65% | 1.02% | 1.41% | 0.67% | 1.02% | 0.93% | 2.46% | 21.56% |
| 2018 | 1.38% | -3.55% | 0.06% | 1.34% | 1.75% | -0.15% | 2.06% | 0.14% | 1.39% | -3.65% | 1.26% | -4.57% | -2.81% |
| 2017 | 0.35% | 3.08% | -0.46% | 1.07% | -1.41% | -0.34% | 0.97% | 1.89% | 2.01% | 1.20% | 0.81% | 0.93% | 10.49% |
| 2016 | -0.73% | 3.37% | 2.28% | 1.99% | -0.47% | 2.69% | 2.18% | -1.19% | -0.06% | -1.65% | 5.10% | 1.39% | 15.69% |
| 2015 | 2.70% | 1.09% | 0.20% | -1.97% | 2.86% | -2.09% | -2.48% | -2.60% | -3.34% | 5.84% | -0.22% | -3.74% | -4.14% |
| 2014 | -1.54% | -0.54% | -0.52% | 3.08% | -2.97% | 3.93% | -0.84% | 1.54% | 1.53% | 1.34% | 4.89% |
Expense Ratio
Rick's WW3 features an expense ratio of 0.69%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Rick's WW3 is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
UGL ProShares Ultra Gold | 1.68 | 2.17 | 1.28 | 1.72 | 9.01 |
AIRR First Trust RBA American Industrial Renaissance ETF | 2.75 | 3.54 | 1.44 | 6.60 | 16.14 |
PPA Invesco Aerospace & Defense ETF | 2.66 | 3.52 | 1.48 | 6.37 | 20.05 |
XLV Health Care Select Sector SPDR Fund | 1.28 | 1.80 | 1.23 | 1.40 | 4.66 |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.14 | 1.67 | 1.20 | 1.91 | 3.99 |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 1.18 | 1.81 | 1.22 | 1.49 | 3.94 |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 0.35 | 0.62 | 1.08 | 0.36 | 0.71 |
YCS ProShares UltraShort Yen | 0.57 | 0.88 | 1.12 | 0.56 | 1.39 |
EUO ProShares UltraShort Euro | 1.10 | 1.68 | 1.20 | 0.66 | 4.10 |
Dividends
Dividend yield
Rick's WW3 provided a 0.74% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.74% | 0.81% | 0.70% | 0.58% | 0.72% | 0.77% | 0.71% | 0.69% | 0.80% | 0.80% | 0.61% | 0.46% |
| Portfolio components: | ||||||||||||
UGL ProShares Ultra Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.15% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% | 0.37% | 0.00% |
PPA Invesco Aerospace & Defense ETF | 0.54% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% | 0.62% | 1.26% |
XLV Health Care Select Sector SPDR Fund | 1.54% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.71% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% | 0.42% |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 3.49% | 4.54% | 2.02% | 1.99% | 2.23% | 2.43% | 3.91% | 4.86% | 3.62% | 3.30% | 2.48% | 0.69% |
IEO iShares U.S. Oil & Gas Exploration & Production ETF | 2.85% | 3.00% | 3.77% | 2.62% | 3.17% | 1.85% | 1.67% | 0.94% | 0.98% | 2.03% | 1.30% | 0.88% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUO ProShares UltraShort Euro | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Rick's WW3. 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 Rick's WW3 was 23.20%, occurring on Mar 16, 2020. Recovery took 99 trading sessions.
The current Rick's WW3 drawdown is 2.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.2% | Feb 24, 2020 | 16 | Mar 16, 2020 | 99 | Aug 5, 2020 | 115 |
| -13.35% | Apr 13, 2015 | 195 | Jan 19, 2016 | 119 | Jul 8, 2016 | 314 |
| -10.04% | Oct 4, 2018 | 56 | Dec 24, 2018 | 34 | Feb 13, 2019 | 90 |
| -7.99% | Aug 11, 2020 | 32 | Sep 24, 2020 | 37 | Nov 16, 2020 | 69 |
| -7.93% | Apr 21, 2022 | 40 | Jun 16, 2022 | 95 | Nov 1, 2022 | 135 |
Volatility
Volatility Chart
The current Rick's WW3 volatility is 3.66%, 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.
Diversification
Asset Correlations Table
| UGL | EUO | YCS | IEO | XLV | NLR | PSCC | PPA | AIRR | |
|---|---|---|---|---|---|---|---|---|---|
| UGL | 1.00 | -0.41 | -0.48 | 0.05 | -0.00 | 0.16 | 0.01 | 0.01 | -0.01 |
| EUO | -0.41 | 1.00 | 0.44 | -0.07 | -0.07 | -0.19 | -0.07 | -0.06 | -0.09 |
| YCS | -0.48 | 0.44 | 1.00 | 0.17 | 0.15 | -0.01 | 0.10 | 0.18 | 0.20 |
| IEO | 0.05 | -0.07 | 0.17 | 1.00 | 0.32 | 0.36 | 0.36 | 0.51 | 0.56 |
| XLV | -0.00 | -0.07 | 0.15 | 0.32 | 1.00 | 0.43 | 0.44 | 0.57 | 0.49 |
| NLR | 0.16 | -0.19 | -0.01 | 0.36 | 0.43 | 1.00 | 0.38 | 0.51 | 0.46 |
| PSCC | 0.01 | -0.07 | 0.10 | 0.36 | 0.44 | 0.38 | 1.00 | 0.56 | 0.62 |
| PPA | 0.01 | -0.06 | 0.18 | 0.51 | 0.57 | 0.51 | 0.56 | 1.00 | 0.75 |
| AIRR | -0.01 | -0.09 | 0.20 | 0.56 | 0.49 | 0.46 | 0.62 | 0.75 | 1.00 |