A.T - AGGRESSIVE PORT 1.0
- 50% TQQQ - 50% UPRO
HOLD TILL RETIREMENT
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 50% |
ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in A.T - AGGRESSIVE PORT 1.0, 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 21, 2024, the A.T - AGGRESSIVE PORT 1.0 returned 47.20% Year-To-Date and 30.79% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
A.T - AGGRESSIVE PORT 1.0 | 47.20% | 4.29% | 16.77% | 100.96% | 32.14% | 30.44% |
Portfolio components: | ||||||
ProShares UltraPro QQQ | 39.35% | 2.56% | 12.40% | 99.19% | 35.51% | 34.63% |
ProShares UltraPro S&P 500 | 54.21% | 5.85% | 20.36% | 100.71% | 25.14% | 24.06% |
Monthly Returns
The table below presents the monthly returns of A.T - AGGRESSIVE PORT 1.0, 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 | 3.64% | 14.67% | 5.59% | -13.65% | 16.41% | 14.21% | -2.84% | 2.89% | 47.20% | ||||
2023 | 25.30% | -5.91% | 19.71% | 1.78% | 11.26% | 18.66% | 9.73% | -6.35% | -15.25% | -7.93% | 30.99% | 14.56% | 128.16% |
2022 | -20.75% | -12.32% | 10.48% | -31.33% | -5.52% | -26.06% | 33.78% | -15.04% | -28.75% | 15.77% | 13.49% | -21.61% | -69.28% |
2021 | -2.10% | 3.12% | 8.15% | 17.09% | -1.74% | 12.97% | 7.64% | 10.80% | -15.32% | 23.24% | 1.42% | 7.10% | 91.88% |
2020 | 3.64% | -20.29% | -42.83% | 41.86% | 16.12% | 10.98% | 19.99% | 28.78% | -15.82% | -9.38% | 34.87% | 13.07% | 55.20% |
2019 | 25.40% | 8.92% | 7.97% | 14.23% | -21.51% | 22.28% | 5.00% | -7.21% | 3.60% | 9.08% | 11.49% | 9.95% | 118.22% |
2018 | 22.94% | -9.72% | -11.25% | -0.28% | 11.76% | 1.75% | 9.15% | 13.33% | -0.24% | -23.69% | 0.82% | -26.51% | -22.08% |
2017 | 10.40% | 12.68% | 2.83% | 5.43% | 7.67% | -3.57% | 9.20% | 2.69% | 2.14% | 10.31% | 7.12% | 2.30% | 93.86% |
2016 | -18.24% | -3.77% | 21.25% | -4.38% | 8.53% | -3.96% | 16.82% | 1.62% | 2.84% | -5.12% | 6.06% | 4.30% | 21.81% |
2015 | -8.21% | 20.15% | -6.40% | 3.87% | 4.91% | -6.95% | 9.77% | -20.12% | -8.39% | 32.03% | 1.07% | -5.89% | 5.60% |
2014 | -8.53% | 14.55% | -3.30% | -0.18% | 9.99% | 7.85% | -0.68% | 13.78% | -3.59% | 6.31% | 11.34% | -4.63% | 47.57% |
2013 | 11.50% | 2.12% | 9.94% | 6.20% | 8.77% | -6.66% | 18.30% | -5.35% | 12.38% | 14.23% | 9.61% | 8.20% | 130.06% |
Expense Ratio
A.T - AGGRESSIVE PORT 1.0 has a high expense ratio of 0.94%, indicating higher-than-average management fees. 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 A.T - AGGRESSIVE PORT 1.0 is 29, 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 | |
---|---|---|---|---|---|
ProShares UltraPro QQQ | 1.66 | 2.10 | 1.28 | 1.36 | 7.48 |
ProShares UltraPro S&P 500 | 2.35 | 2.75 | 1.37 | 1.68 | 13.65 |
Dividends
Dividend yield
A.T - AGGRESSIVE PORT 1.0 granted a 0.79% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
A.T - AGGRESSIVE PORT 1.0 | 0.79% | 1.00% | 0.54% | 0.03% | 0.05% | 0.30% | 0.37% | 0.00% | 0.06% | 0.17% | 0.12% | 0.04% |
Portfolio components: | ||||||||||||
ProShares UltraPro QQQ | 1.03% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
ProShares UltraPro S&P 500 | 0.55% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
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 A.T - AGGRESSIVE PORT 1.0. 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 A.T - AGGRESSIVE PORT 1.0 was 73.02%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current A.T - AGGRESSIVE PORT 1.0 drawdown is 8.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-73.02% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
-72.49% | Dec 28, 2021 | 202 | Oct 14, 2022 | 419 | Jun 17, 2024 | 621 |
-53.8% | Aug 30, 2018 | 80 | Dec 24, 2018 | 145 | Jul 24, 2019 | 225 |
-46.28% | May 2, 2011 | 108 | Oct 3, 2011 | 99 | Feb 24, 2012 | 207 |
-42.99% | Apr 26, 2010 | 49 | Jul 2, 2010 | 87 | Nov 4, 2010 | 136 |
Volatility
Volatility Chart
The current A.T - AGGRESSIVE PORT 1.0 volatility is 15.58%, 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
TQQQ | UPRO | |
---|---|---|
TQQQ | 1.00 | 0.90 |
UPRO | 0.90 | 1.00 |