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SSO 50, GLD 20, TIP 30
Performance
Risk-Adjusted Performance
Dividends
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Diversification

SSO 50, GLD 20, TIP 30

Currency in USD · Last updated May 23, 2025

Asset Allocation

TIP 30%GLD 20%SSO 50%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
GLD
SPDR Gold Trust		Precious Metals, Gold
20%
SSO
ProShares Ultra S&P 500		Leveraged Equities, Leveraged
50%
TIP
iShares TIPS Bond ETF		Inflation-Protected Bonds
30%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 21, 2006, corresponding to the inception date of SSO

Returns By Period

As of May 23, 2025, the SSO 50, GLD 20, TIP 30 returned 3.28% Year-To-Date and 12.95% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%7.94%-2.79%10.16%14.45%10.68%
SSO 50, GLD 20, TIP 303.21%7.19%0.49%17.52%16.77%13.10%
Portfolio components:
SSO
ProShares Ultra S&P 500		-6.72%16.13%-9.80%12.25%25.13%18.35%
GLD
SPDR Gold Trust		27.93%2.01%23.98%43.59%13.67%10.52%
TIP
iShares TIPS Bond ETF		3.04%-0.09%2.20%5.15%1.27%2.27%
*Annualized

Monthly Returns

The table below presents the monthly returns of SSO 50, GLD 20, TIP 30, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.14%-0.55%-3.47%-0.50%3.75%3.21%
20241.06%4.78%5.00%-4.47%5.75%3.68%2.33%2.74%3.40%-0.97%5.71%-3.73%27.59%
20237.87%-4.37%5.79%1.51%-0.45%6.09%3.82%-2.72%-6.89%-1.55%10.86%5.76%27.00%
2022-6.23%-1.42%2.88%-9.30%-1.34%-8.62%8.20%-5.34%-10.67%6.04%6.85%-4.86%-23.31%
2021-1.72%0.89%4.37%6.78%2.17%1.36%3.79%3.37%-6.27%8.71%-0.92%5.98%31.39%
20201.32%-7.47%-14.03%12.25%4.61%2.25%8.40%6.53%-4.87%-2.80%9.17%5.46%18.98%
20198.93%3.17%2.14%4.25%-6.63%9.25%1.50%-0.31%1.05%2.71%3.51%3.98%37.96%
20185.95%-4.91%-2.37%-0.14%2.01%-0.02%3.00%3.03%0.09%-7.72%1.81%-7.98%-8.01%
20173.08%4.69%-0.10%1.43%1.28%-0.12%2.67%1.26%1.17%2.39%3.36%2.04%25.64%
2016-3.56%2.52%6.55%1.48%-0.10%2.68%4.16%-0.78%0.23%-2.62%1.08%1.70%13.73%
2015-0.33%3.63%-2.29%1.09%0.96%-2.67%0.96%-6.04%-3.19%8.73%-1.04%-2.32%-3.23%
2014-2.32%5.78%-0.08%1.11%2.17%3.43%-2.23%4.27%-3.45%2.02%2.97%-0.44%13.55%

Expense Ratio

SSO 50, GLD 20, TIP 30 has an expense ratio of 0.59%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SSO
ProShares Ultra S&P 500
GLD
SPDR Gold Trust
TIP
iShares TIPS Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SSO 50, GLD 20, TIP 30 is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of SSO 50, GLD 20, TIP 30 is 6666
Overall Rank
The Sharpe Ratio Rank of SSO 50, GLD 20, TIP 30 is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SSO 50, GLD 20, TIP 30 is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SSO 50, GLD 20, TIP 30 is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SSO 50, GLD 20, TIP 30 is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SSO 50, GLD 20, TIP 30 is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SSO
ProShares Ultra S&P 500		0.320.631.090.280.97
GLD
SPDR Gold Trust		2.472.851.364.7012.79
TIP
iShares TIPS Bond ETF		1.091.361.170.472.94

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SSO 50, GLD 20, TIP 30 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 0.91
  • 5-Year: 0.94
  • 10-Year: 0.75
  • All Time: 0.68

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of SSO 50, GLD 20, TIP 30 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

SSO 50, GLD 20, TIP 30 provided a 1.33% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.33%1.18%0.91%2.34%1.37%0.45%0.78%1.19%0.81%0.70%0.41%0.66%
Portfolio components:
SSO
ProShares Ultra S&P 500		0.90%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%0.32%
GLD
SPDR 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%
TIP
iShares TIPS Bond ETF		2.92%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%

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 SSO 50, GLD 20, TIP 30. 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 SSO 50, GLD 20, TIP 30 was 49.29%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.

The current SSO 50, GLD 20, TIP 30 drawdown is 3.55%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.29%Nov 1, 2007339Mar 9, 2009420Nov 4, 2010759
-31.54%Feb 20, 202022Mar 20, 202095Aug 5, 2020117
-29.17%Dec 28, 2021202Oct 14, 2022326Feb 2, 2024528
-19.83%Jan 29, 2018229Dec 24, 201871Apr 8, 2019300
-17.07%Feb 20, 202534Apr 8, 2025———

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.63, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCTIPGLDSSOPortfolio
^GSPC1.00-0.120.060.990.95
TIP-0.121.000.30-0.120.05
GLD0.060.301.000.050.28
SSO0.99-0.120.051.000.95
Portfolio0.950.050.280.951.00
The correlation results are calculated based on daily price changes starting from Jun 22, 2006