tqqq_xlk_iau
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 35% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 10% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 55% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in tqqq_xlk_iau, 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 Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of Sep 20, 2024, the tqqq_xlk_iau returned 22.19% Year-To-Date and 19.03% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| tqqq_xlk_iau | 22.19% | 0.89% | 11.67% | 39.99% | 22.81% | 19.03% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 16.57% | -0.29% | 6.75% | 34.98% | 23.92% | 20.31% |
IAU iShares Gold Trust | 25.26% | 2.90% | 18.49% | 33.54% | 11.12% | 7.65% |
TQQQ ProShares UltraPro QQQ | 40.25% | -0.40% | 13.36% | 89.19% | 35.71% | 35.01% |
Monthly Returns
The table below presents the monthly returns of tqqq_xlk_iau, 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 | 1.38% | 4.25% | 3.58% | -3.49% | 6.02% | 6.02% | -0.66% | 1.21% | 22.19% | ||||
| 2023 | 10.35% | -2.00% | 11.80% | 0.24% | 6.82% | 4.75% | 3.27% | -1.94% | -6.86% | 1.80% | 11.00% | 4.53% | 51.09% |
| 2022 | -6.88% | -1.59% | 2.95% | -10.41% | -2.28% | -7.60% | 10.33% | -6.48% | -11.09% | 4.39% | 7.65% | -6.33% | -26.31% |
| 2021 | -1.63% | -1.57% | 0.92% | 5.96% | 1.55% | 3.26% | 3.85% | 3.23% | -6.17% | 7.44% | 2.81% | 3.16% | 24.46% |
| 2020 | 4.63% | -6.07% | -8.08% | 14.61% | 7.15% | 6.99% | 9.25% | 10.25% | -6.95% | -4.00% | 7.61% | 7.15% | 47.26% |
| 2019 | 7.54% | 4.65% | 3.46% | 4.94% | -6.96% | 9.86% | 2.60% | 0.97% | -0.09% | 4.31% | 3.19% | 4.96% | 46.04% |
| 2018 | 7.74% | -1.62% | -3.34% | -0.31% | 5.09% | -1.02% | 1.09% | 4.85% | -0.38% | -6.31% | -1.16% | -4.50% | -0.80% |
| 2017 | 5.37% | 5.01% | 1.78% | 2.49% | 3.33% | -3.18% | 4.53% | 3.55% | -0.80% | 4.71% | 1.51% | 1.18% | 33.35% |
| 2016 | -2.19% | 3.45% | 5.67% | -1.93% | 1.48% | 1.58% | 6.92% | -0.08% | 2.04% | -1.90% | -2.67% | 0.98% | 13.61% |
| 2015 | 0.41% | 4.11% | -3.43% | 1.98% | 1.88% | -3.58% | 0.58% | -4.31% | -2.06% | 10.49% | -1.56% | -1.96% | 1.67% |
| 2014 | -0.89% | 6.20% | -1.78% | 0.11% | 2.39% | 4.13% | -0.02% | 3.54% | -2.64% | 0.51% | 4.03% | -1.66% | 14.35% |
| 2013 | 1.68% | -1.24% | 2.72% | -0.96% | 0.73% | -5.74% | 6.63% | 1.13% | 1.17% | 4.11% | 0.99% | 1.87% | 13.34% |
Expense Ratio
tqqq_xlk_iau has an expense ratio of 0.25%, which is considered low compared to other funds. 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 rank of tqqq_xlk_iau is 53, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.52 | 2.05 | 1.27 | 1.94 | 6.96 |
IAU iShares Gold Trust | 2.32 | 3.25 | 1.41 | 2.73 | 13.99 |
TQQQ ProShares UltraPro QQQ | 1.52 | 1.99 | 1.26 | 1.25 | 6.88 |
Dividends
Dividend yield
tqqq_xlk_iau granted a 0.39% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| tqqq_xlk_iau | 0.39% | 0.54% | 0.63% | 0.35% | 0.51% | 0.64% | 0.89% | 0.75% | 0.96% | 0.98% | 0.97% | 0.94% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.52% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 1.02% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 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 tqqq_xlk_iau. 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 tqqq_xlk_iau was 32.22%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.
The current tqqq_xlk_iau drawdown is 2.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.22% | Dec 28, 2021 | 202 | Oct 14, 2022 | 185 | Jul 13, 2023 | 387 |
| -27.77% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -16.84% | Aug 30, 2018 | 80 | Dec 24, 2018 | 53 | Mar 13, 2019 | 133 |
| -13.58% | Sep 3, 2020 | 14 | Sep 23, 2020 | 66 | Dec 28, 2020 | 80 |
| -13.22% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current tqqq_xlk_iau volatility is 7.09%, 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
| IAU | XLK | TQQQ | |
|---|---|---|---|
| IAU | 1.00 | 0.02 | 0.03 |
| XLK | 0.02 | 1.00 | 0.96 |
| TQQQ | 0.03 | 0.96 | 1.00 |