TQQQ/BTC
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 50% | |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TQQQ/BTC, 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Apr 30, 2024, the TQQQ/BTC returned 30.83% Year-To-Date and 64.00% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 7.26% | -2.63% | 22.78% | 22.71% | 11.87% | 10.55% |
| TQQQ/BTC | 30.83% | -9.82% | 77.72% | 119.07% | 58.52% | 64.24% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 10.73% | -9.13% | 72.02% | 101.51% | 28.92% | 36.75% |
BTC-USD Bitcoin | 51.05% | -10.50% | 84.15% | 127.26% | 63.22% | 64.61% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.29% | 28.99% | 9.96% | |||||||||
| 2023 | 10.31% | 19.22% | 13.94% |
Expense Ratio
TQQQ/BTC has a high expense ratio of 0.48%, 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 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 1.60 | 2.11 | 1.26 | 0.54 | 8.79 |
BTC-USD Bitcoin | 5.29 | 4.69 | 1.54 | 2.71 | 44.78 |
Dividends
Dividend yield
TQQQ/BTC granted a 0.63% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| TQQQ/BTC | 0.63% | 0.63% | 0.28% | 0.00% | 0.00% | 0.03% | 0.06% | 0.00% | 0.00% | 0.01% | 0.01% |
| Portfolio components: | |||||||||||
TQQQ ProShares UltraPro QQQ | 1.26% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
BTC-USD Bitcoin | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the TQQQ/BTC. 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 TQQQ/BTC was 77.98%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current TQQQ/BTC drawdown is 16.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -77.98% | Nov 9, 2021 | 415 | Dec 28, 2022 | — | — | — |
| -77.44% | Jun 10, 2011 | 169 | Nov 25, 2011 | 441 | Feb 8, 2013 | 610 |
| -65.29% | Dec 17, 2017 | 374 | Dec 25, 2018 | 183 | Jun 26, 2019 | 557 |
| -59.17% | Feb 15, 2020 | 31 | Mar 16, 2020 | 116 | Jul 10, 2020 | 147 |
| -52.54% | Dec 5, 2013 | 406 | Jan 14, 2015 | 516 | Jun 13, 2016 | 922 |
Volatility
Volatility Chart
The current TQQQ/BTC volatility is 11.20%, 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
| BTC-USD | TQQQ | |
|---|---|---|
| BTC-USD | 1.00 | 0.09 |
| TQQQ | 0.09 | 1.00 |