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My Portfolio

Last updated Nov 14, 2024

Asset Allocation

TMF 15.69%NFLX 22.27%META 20.38%AMZN 15.93%GOOGL 12.9%QLD 12.84%BondBondEquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
15.93%
GOOGL
Alphabet Inc.		Communication Services
12.90%
META
Meta Platforms, Inc.		Communication Services
20.38%
NFLX
Netflix, Inc.		Communication Services
22.27%
QLD
ProShares Ultra QQQ		Leveraged Equities, Leveraged
12.84%
TMF
Direxion Daily 20-Year Treasury Bull 3X		Leveraged Bonds, Leveraged
15.69%
UBT
ProShares Ultra 20+ Year Treasury		Leveraged Bonds, Leveraged
0%

Transactions

DateTypeSymbolQuantityPrice
Aug 2, 2024BuyDirexion Daily 20-Year Treasury Bull 3X42$58.84
Aug 2, 2024BuyDirexion Daily 20-Year Treasury Bull 3X42$59.10
Aug 2, 2024BuyDirexion Daily 20-Year Treasury Bull 3X43$58.55
Aug 2, 2024BuyDirexion Daily 20-Year Treasury Bull 3X43$57.90
Aug 1, 2024BuyDirexion Daily 20-Year Treasury Bull 3X90$55.16
Jul 31, 2024BuyDirexion Daily 20-Year Treasury Bull 3X46$53.94
Jul 31, 2024BuyDirexion Daily 20-Year Treasury Bull 3X47$52.90
Jul 30, 2024BuyDirexion Daily 20-Year Treasury Bull 3X49$51.49
Jul 29, 2024BuyDirexion Daily 20-Year Treasury Bull 3X59$50.87
Jul 24, 2024BuyDirexion Daily 20-Year Treasury Bull 3X230$48.68

1–10 of 69

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My Portfolio, 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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.26%
12.75%
My Portfolio
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
My Portfolio44.81%4.28%14.26%53.58%N/AN/A
Portfolio components:
META
Meta Platforms, Inc.		64.35%-1.76%20.68%72.98%24.51%22.80%
GOOGL
Alphabet Inc.		28.37%8.44%3.95%34.20%21.96%20.55%
AMZN
Amazon.com, Inc.		40.91%14.16%15.11%46.84%19.81%29.37%
NFLX
Netflix, Inc.		70.57%16.48%35.36%85.10%23.08%31.22%
QLD
ProShares Ultra QQQ		44.74%5.23%22.28%62.65%32.06%29.50%
UBT
ProShares Ultra 20+ Year Treasury		-17.77%-8.03%-4.45%-0.06%-17.03%-5.42%
TMF
Direxion Daily 20-Year Treasury Bull 3X		-30.21%-12.74%-10.67%-7.52%-29.68%-12.43%

Monthly Returns

The table below presents the monthly returns of My Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.35%11.81%2.02%-5.64%8.78%7.73%-3.83%3.47%4.53%-2.33%44.81%
202319.26%-2.70%12.97%3.21%14.64%6.71%5.59%-0.90%-6.15%2.03%10.67%5.30%93.27%
2022-6.17%14.83%-16.44%-0.29%-11.28%12.95%-1.94%-6.49%1.54%8.29%-5.10%-13.91%

Expense Ratio

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

TMF
Direxion Daily 20-Year Treasury Bull 3X
Expense ratio chart for TMF: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%
QLD
ProShares Ultra QQQ
Expense ratio chart for QLD: 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%
UBT
ProShares Ultra 20+ Year Treasury
Expense ratio chart for UBT: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of My Portfolio is 54, 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.

The Risk-Adjusted Performance Rank of My Portfolio is 5454
Combined Rank
The Sharpe Ratio Rank of My Portfolio is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of My Portfolio is 4848Sortino Ratio Rank
The Omega Ratio Rank of My Portfolio is 4545Omega Ratio Rank
The Calmar Ratio Rank of My Portfolio is 7979Calmar Ratio Rank
The Martin Ratio Rank of My Portfolio is 4848Martin 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.

My Portfolio
Sharpe ratio
The chart of Sharpe ratio for My Portfolio, currently valued at 2.58, compared to the broader market0.002.004.006.002.58
Sortino ratio
The chart of Sortino ratio for My Portfolio, currently valued at 3.41, compared to the broader market-2.000.002.004.006.003.41
Omega ratio
The chart of Omega ratio for My Portfolio, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.802.001.44
Calmar ratio
The chart of Calmar ratio for My Portfolio, currently valued at 4.62, compared to the broader market0.005.0010.0015.004.62
Martin ratio
The chart of Martin ratio for My Portfolio, currently valued at 14.83, compared to the broader market0.0010.0020.0030.0040.0050.0060.0014.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
META
Meta Platforms, Inc.		2.133.041.424.1612.93
GOOGL
Alphabet Inc.		1.351.891.251.624.06
AMZN
Amazon.com, Inc.		1.862.541.332.578.53
NFLX
Netflix, Inc.		2.953.891.526.4520.63
QLD
ProShares Ultra QQQ		2.012.491.342.668.68
UBT
ProShares Ultra 20+ Year Treasury		0.150.411.050.070.32
TMF
Direxion Daily 20-Year Treasury Bull 3X		-0.020.281.03-0.01-0.05

Sharpe Ratio

The current My Portfolio Sharpe ratio is 2.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.05 to 2.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of My Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.58
2.91
My Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My Portfolio provided a 0.26% dividend yield over the last twelve months.

TTM2023
Portfolio0.26%0.01%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$76.00$18.76$0.00$0.00$192.04$0.00$0.00$833.78$0.00$0.00$1,120.57
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$13.02$0.00$0.00$12.79$25.82
2022$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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.44%
-0.27%
My Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My Portfolio. 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 My Portfolio was 32.13%, occurring on Nov 4, 2022. Recovery took 60 trading sessions.

The current My Portfolio drawdown is 0.44%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.13%Apr 5, 2022149Nov 4, 202260Feb 2, 2023209
-14.88%Feb 3, 202325Mar 10, 202317Apr 4, 202342
-12.18%Jul 8, 202423Aug 7, 202465Nov 7, 202488
-11.76%Feb 10, 20229Feb 23, 202216Mar 17, 202225
-10.87%Sep 12, 202333Oct 26, 202311Nov 10, 202344

Volatility

Volatility Chart

The current My Portfolio volatility is 5.68%, 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.

2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.68%
3.75%
My Portfolio
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.
TMFUBTNFLXGOOGLMETAAMZNQLD
TMF1.000.990.110.040.060.070.09
UBT0.991.000.110.050.070.070.09
NFLX0.110.111.000.520.600.590.67
GOOGL0.040.050.521.000.640.690.77
META0.060.070.600.641.000.630.74
AMZN0.070.070.590.690.631.000.79
QLD0.090.090.670.770.740.791.00
The correlation results are calculated based on daily price changes starting from Feb 10, 2022