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Leveraged ETF
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Asset Allocation


TQQQ 81.48%UPRO 15.05%TNA 3.47%EquityEquity
PositionCategory/SectorWeight
TNA
Direxion Daily Small Cap Bull 3X Shares
Leveraged Equities, Leveraged

3.47%

TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged

81.48%

UPRO
ProShares UltraPro S&P 500
Leveraged Equities, Leveraged

15.05%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Mar 1, 2024SellProShares UltraPro S&P 500372$66.70
Mar 1, 2024SellProShares UltraPro QQQ402$62.90
Mar 1, 2024SellDirexion Daily Small Cap Bull 3X Shares515$40.60
Dec 29, 2023BuyProShares UltraPro S&P 500372$54.60
Dec 29, 2023BuyProShares UltraPro QQQ402$50.50
Dec 29, 2023BuyDirexion Daily Small Cap Bull 3X Shares515$39.40
Dec 1, 2023BuyProShares UltraPro S&P 500413$49.20
Dec 1, 2023BuyProShares UltraPro QQQ463$43.90
Dec 1, 2023BuyDirexion Daily Small Cap Bull 3X Shares653$31.10
Oct 13, 2023SellProShares UltraPro S&P 500417$41.90

1–10 of 63

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Leveraged ETF, 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


-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril
51.35%
19.37%
Leveraged ETF
Benchmark (^GSPC)
Portfolio components

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Leveraged ETF5.58%-14.23%51.35%85.29%22.10%N/A
TNA
Direxion Daily Small Cap Bull 3X Shares
-9.95%-11.25%51.42%14.91%-11.02%0.77%
UPRO
ProShares UltraPro S&P 500
15.17%-10.11%59.51%61.97%19.03%23.15%
TQQQ
ProShares UltraPro QQQ
5.29%-15.07%51.63%102.08%26.71%36.75%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.66%14.68%3.46%
2023-16.05%-8.89%33.09%15.71%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for TNA: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for UPRO: current value at 0.92% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.92%

Risk-Adjusted Performance

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.


Leveraged ETF
Sharpe ratio
The chart of Sharpe ratio for Leveraged ETF, currently valued at 1.84, compared to the broader market-1.000.001.002.003.004.005.001.84
Sortino ratio
The chart of Sortino ratio for Leveraged ETF, currently valued at 2.37, compared to the broader market0.002.004.006.002.37
Omega ratio
The chart of Omega ratio for Leveraged ETF, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for Leveraged ETF, currently valued at 1.20, compared to the broader market0.002.004.006.008.001.20
Martin ratio
The chart of Martin ratio for Leveraged ETF, currently valued at 7.71, compared to the broader market0.0010.0020.0030.0040.0050.007.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TNA
Direxion Daily Small Cap Bull 3X Shares
0.240.791.090.180.72
UPRO
ProShares UltraPro S&P 500
1.772.381.281.186.60
TQQQ
ProShares UltraPro QQQ
2.062.551.311.429.25

Sharpe Ratio

The current Leveraged ETF Sharpe ratio is 1.84. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.84

The Sharpe ratio of Leveraged ETF lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
1.84
1.92
Leveraged ETF
Benchmark (^GSPC)
Portfolio components

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-42.07%
-3.50%
Leveraged ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Leveraged ETF. 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 Leveraged ETF was 79.20%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Leveraged ETF drawdown is 42.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.2%Nov 22, 2021277Dec 28, 2022
-74.56%Feb 13, 202027Mar 23, 202093Aug 4, 2020120
-61.25%Aug 30, 201880Dec 24, 2018220Nov 7, 2019300
-49.22%Jul 21, 201676Nov 4, 2016129May 12, 2017205
-34.06%Sep 3, 202014Sep 23, 202052Dec 7, 202066

Volatility

Volatility Chart

The current Leveraged ETF volatility is 13.75%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
13.75%
3.58%
Leveraged ETF
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TNATQQQUPRO
TNA1.000.690.82
TQQQ0.691.000.90
UPRO0.820.901.00