Rick's Barbell
Asset Allocation
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Dec 16, 2013, corresponding to the inception date of SVARX
Returns By Period
As of Jun 2, 2025, the Rick's Barbell returned 2.70% Year-To-Date and 7.56% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 3.96% | -2.00% | 12.02% | 14.19% | 10.85% |
| Rick's Barbell | 2.70% | 1.37% | 0.79% | 6.22% | 6.89% | 7.56% |
| Portfolio components: | ||||||
SVARX Spectrum Low Volatility Fund | 1.40% | 0.80% | 0.00% | 3.49% | 4.61% | 5.42% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 4.17% | -2.43% | 5.63% | 3.38% | -3.19% | 1.18% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 0.34% | -0.23% | -3.78% | -8.95% | 1.14% | 4.75% |
YCS ProShares UltraShort Yen | -12.15% | -1.25% | -3.75% | -9.06% | 17.12% | 5.61% |
EUO ProShares UltraShort Euro | -15.58% | -0.44% | -11.92% | -4.41% | 1.46% | 1.73% |
UGL ProShares Ultra Gold | 48.12% | 2.70% | 43.45% | 78.01% | 17.72% | 13.64% |
TECL Direxion Daily Technology Bull 3X Shares | -20.58% | 18.98% | -23.05% | -8.88% | 30.34% | 34.11% |
UPRO ProShares UltraPro S&P 500 | -9.79% | 10.94% | -17.37% | 14.90% | 30.70% | 21.55% |
Monthly Returns
The table below presents the monthly returns of Rick's Barbell, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.31% | 0.75% | -0.21% | -0.52% | 1.36% | 2.70% | |||||||
| 2024 | 0.37% | 0.54% | 1.89% | -1.01% | 1.08% | 1.44% | 1.27% | 1.19% | 1.71% | -1.40% | 1.09% | -1.86% | 6.42% |
| 2023 | 4.11% | -3.30% | 1.56% | -0.06% | -0.88% | 1.18% | 1.17% | 0.01% | -0.94% | 0.42% | 4.49% | 4.16% | 12.25% |
| 2022 | -1.50% | -0.94% | 0.41% | -2.14% | -0.50% | -1.38% | 2.09% | -2.71% | -2.74% | 1.26% | 3.05% | -1.47% | -6.56% |
| 2021 | 0.28% | -0.10% | 0.37% | 2.15% | 1.03% | 0.75% | 0.93% | 0.74% | -1.05% | 1.42% | -0.37% | 1.73% | 8.11% |
| 2020 | 2.13% | -0.37% | -2.30% | 3.78% | 4.29% | 2.85% | 5.40% | 2.78% | -2.22% | -0.97% | 1.06% | 3.25% | 21.13% |
| 2019 | 3.80% | 2.21% | 0.83% | 2.13% | -1.93% | 2.93% | 0.80% | 0.05% | -0.42% | 0.26% | -0.91% | 2.57% | 12.87% |
| 2018 | 1.77% | -1.84% | -0.17% | 0.01% | 0.52% | -0.26% | 0.96% | 1.08% | 0.44% | -1.75% | -0.38% | -0.65% | -0.34% |
| 2017 | 1.95% | 2.26% | 0.15% | 0.99% | 1.47% | -0.46% | 1.70% | 1.38% | 0.29% | 0.95% | -1.21% | 0.16% | 9.99% |
| 2016 | 0.42% | 0.89% | 3.81% | 2.79% | 0.90% | 0.85% | 2.51% | 1.42% | -0.28% | -0.25% | -0.52% | 0.14% | 13.32% |
| 2015 | 1.04% | 1.47% | -0.80% | 0.59% | 0.58% | -1.41% | 0.34% | -1.09% | -0.66% | 2.24% | -1.11% | 0.12% | 1.26% |
| 2014 | -0.52% | 2.39% | 0.02% | 0.70% | 1.01% | 1.65% | -0.72% | 0.65% | -1.17% | 0.70% | 0.63% | -0.13% | 5.30% |
Expense Ratio
Rick's Barbell has a high expense ratio of 2.16%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 83, Rick's Barbell is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SVARX Spectrum Low Volatility Fund | 1.45 | 1.86 | 1.27 | 1.43 | 2.64 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 0.19 | 0.48 | 1.06 | 0.18 | 0.66 |
LCSIX LoCorr Long/Short Commodity Strategies Fund | -1.41 | -1.81 | 0.78 | -0.70 | -1.47 |
YCS ProShares UltraShort Yen | -0.33 | -0.29 | 0.97 | -0.38 | -0.74 |
EUO ProShares UltraShort Euro | -0.30 | -0.23 | 0.97 | -0.20 | -0.52 |
UGL ProShares Ultra Gold | 2.10 | 2.54 | 1.32 | 4.58 | 11.62 |
TECL Direxion Daily Technology Bull 3X Shares | -0.09 | 0.35 | 1.05 | -0.25 | -0.56 |
UPRO ProShares UltraPro S&P 500 | 0.31 | 0.72 | 1.10 | 0.27 | 0.84 |
Loading data...
Dividends
Dividend yield
Rick's Barbell provided a 6.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.69% | 7.84% | 3.12% | 0.62% | 5.04% | 3.72% | 4.02% | 2.60% | 5.53% | 7.42% | 2.80% | 2.76% |
| Portfolio components: | ||||||||||||
SVARX Spectrum Low Volatility Fund | 7.91% | 9.35% | 3.35% | 0.00% | 5.85% | 4.46% | 4.91% | 2.41% | 6.90% | 9.07% | 3.02% | 2.82% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 3.35% | 3.49% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.69% | 2.69% | 1.89% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.20% | 7.35% | 9.86% |
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% |
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% |
TECL Direxion Daily Technology Bull 3X Shares | 0.50% | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% |
UPRO ProShares UltraPro S&P 500 | 1.11% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Rick's Barbell. 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 Barbell was 9.33%, occurring on Oct 14, 2022. Recovery took 282 trading sessions.
The current Rick's Barbell drawdown is 0.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.33% | Jan 3, 2022 | 198 | Oct 14, 2022 | 282 | Nov 29, 2023 | 480 |
| -6.45% | Feb 21, 2020 | 21 | Mar 20, 2020 | 16 | Apr 14, 2020 | 37 |
| -4.28% | Sep 3, 2020 | 41 | Oct 30, 2020 | 46 | Jan 7, 2021 | 87 |
| -3.73% | Oct 3, 2018 | 57 | Dec 24, 2018 | 24 | Jan 30, 2019 | 81 |
| -3.71% | Dec 12, 2024 | 79 | Apr 8, 2025 | 28 | May 19, 2025 | 107 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 1.54, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | LCSIX | UGL | EUO | YCS | BTAL | SVARX | TECL | UPRO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.05 | -0.01 | -0.10 | 0.21 | -0.51 | 0.41 | 0.90 | 1.00 | 0.77 |
| LCSIX | -0.05 | 1.00 | 0.10 | -0.02 | -0.09 | 0.02 | -0.01 | -0.04 | -0.05 | 0.08 |
| UGL | -0.01 | 0.10 | 1.00 | -0.40 | -0.46 | 0.03 | 0.14 | -0.01 | -0.01 | 0.35 |
| EUO | -0.10 | -0.02 | -0.40 | 1.00 | 0.43 | 0.07 | -0.17 | -0.08 | -0.10 | -0.25 |
| YCS | 0.21 | -0.09 | -0.46 | 0.43 | 1.00 | -0.14 | -0.08 | 0.19 | 0.21 | -0.04 |
| BTAL | -0.51 | 0.02 | 0.03 | 0.07 | -0.14 | 1.00 | -0.29 | -0.44 | -0.51 | -0.31 |
| SVARX | 0.41 | -0.01 | 0.14 | -0.17 | -0.08 | -0.29 | 1.00 | 0.36 | 0.41 | 0.73 |
| TECL | 0.90 | -0.04 | -0.01 | -0.08 | 0.19 | -0.44 | 0.36 | 1.00 | 0.90 | 0.72 |
| UPRO | 1.00 | -0.05 | -0.01 | -0.10 | 0.21 | -0.51 | 0.41 | 0.90 | 1.00 | 0.77 |
| Portfolio | 0.77 | 0.08 | 0.35 | -0.25 | -0.04 | -0.31 | 0.73 | 0.72 | 0.77 | 1.00 |