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Gold Stock USD 2x
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


UGL 33.33%EUO 33.33%SSO 33.33%CommodityCommodityCurrencyCurrencyEquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Gold Stock USD 2x, 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 Every 3 months.


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The earliest data available for this chart is Dec 3, 2008, corresponding to the inception date of UGL

Returns By Period

As of Apr 4, 2026, the Gold Stock USD 2x returned 2.31% Year-To-Date and 17.55% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.63%-3.84%-1.98%29.73%16.86%10.37%12.29%
Portfolio
Gold Stock USD 2x
-1.04%-8.16%2.31%10.16%47.84%29.80%20.51%17.55%
SSO
ProShares Ultra S&P500
0.17%-7.53%-8.75%-6.34%58.29%28.66%15.72%21.33%
EUO
ProShares UltraShort Euro
0.92%1.54%4.94%5.98%-5.59%1.18%4.23%2.54%
UGL
ProShares Ultra Gold
-3.94%-16.94%9.85%30.77%102.31%56.26%34.59%20.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 4, 2008, Gold Stock USD 2x's average daily return is +0.06%, while the average monthly return is +1.31%. At this rate, your investment would double in approximately 4.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2026 at -10.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Gold Stock USD 2x closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Jan 30, 2026 at -8.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.77%5.96%-10.80%0.44%2.31%
20255.84%-0.12%0.78%-1.20%3.48%1.39%3.03%3.11%9.81%4.75%3.12%0.44%39.78%
20241.26%3.52%7.74%-0.18%2.71%2.82%3.24%1.31%4.60%3.54%3.48%-1.29%37.75%
20236.95%-4.00%5.78%0.28%1.20%1.42%3.04%-1.62%-4.74%3.17%5.52%2.96%20.98%
2022-4.07%2.57%3.57%-3.80%-3.92%-4.08%6.15%-3.94%-6.44%3.16%5.89%-4.15%-9.77%
2021-2.69%-1.90%4.84%4.17%5.04%-2.37%3.07%2.21%-4.29%5.81%0.01%4.95%19.72%

Benchmark Metrics

Gold Stock USD 2x has an annualized alpha of 8.78%, beta of 0.57, and R² of 0.43 versus S&P 500 Index. Calculated based on daily prices since December 04, 2008.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.52%) than losses (37.49%) — typical of diversified or defensive assets.
  • Beta of 0.57 may look defensive, but with R² of 0.43 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.43 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
8.78%
Beta
0.57
0.43
Upside Capture
69.52%
Downside Capture
37.49%

Expense Ratio

Gold Stock USD 2x has a high expense ratio of 0.94%, 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.


Return for Risk

Risk / Return Rank

Gold Stock USD 2x ranks 54 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


Gold Stock USD 2x Risk / Return Rank: 5454
Overall Rank
Gold Stock USD 2x Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
Gold Stock USD 2x Sortino Ratio Rank: 5151
Sortino Ratio Rank
Gold Stock USD 2x Omega Ratio Rank: 6565
Omega Ratio Rank
Gold Stock USD 2x Calmar Ratio Rank: 4949
Calmar Ratio Rank
Gold Stock USD 2x Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.88

+0.52

Sortino ratio

Return per unit of downside risk

1.83

1.37

+0.46

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.09

Calmar ratio

Return relative to maximum drawdown

1.87

1.39

+0.48

Martin ratio

Return relative to average drawdown

7.12

6.43

+0.69


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SSO
ProShares Ultra S&P500
390.721.221.181.195.03
EUO
ProShares UltraShort Euro
4-0.47-0.530.93-0.55-0.79
UGL
ProShares Ultra Gold
731.601.981.292.408.01

Sharpe Ratio

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.

Gold Stock USD 2x Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.41
  • 5-Year: 1.25
  • 10-Year: 1.14
  • All Time: 1.00

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 0.99 to 1.69, 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 Gold Stock USD 2x compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Gold Stock USD 2x provided a 0.27% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.27%0.23%0.28%0.06%0.17%0.06%0.07%0.17%0.25%0.13%0.17%0.21%
SSO
ProShares Ultra S&P500
0.81%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%
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%

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 Gold Stock USD 2x. 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 Gold Stock USD 2x was 24.53%, occurring on Mar 16, 2020. Recovery took 84 trading sessions.

The current Gold Stock USD 2x drawdown is 13.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.53%Feb 21, 202017Mar 16, 202084Jul 15, 2020101
-18.08%Jan 30, 202639Mar 26, 2026
-17.07%Mar 9, 2022153Oct 14, 2022197Jul 31, 2023350
-16.29%Apr 13, 201595Aug 25, 2015210Jun 24, 2016305
-15.82%Oct 5, 2012181Jun 27, 2013224May 19, 2014405

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 3.00, 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.

BenchmarkEUOUGLSSOPortfolio
Benchmark1.00-0.220.061.000.64
EUO-0.221.00-0.36-0.22-0.03
UGL0.06-0.361.000.060.63
SSO1.00-0.220.061.000.64
Portfolio0.64-0.030.630.641.00
The correlation results are calculated based on daily price changes starting from Dec 4, 2008