LEVERAGE, LEVERAGE, LEVERAGE!
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTAL AGFiQ US Market Neutral Anti-Beta Fund | Long-Short | 20% |
PUTW WisdomTree CBOE S&P 500 PutWrite Strategy Fund | Hedge Fund | 40% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | Leveraged Equities, Leveraged | 10% |
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 10% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 10% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LEVERAGE, LEVERAGE, LEVERAGE!, 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.
The earliest data available for this chart is Feb 24, 2016, corresponding to the inception date of PUTW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| LEVERAGE, LEVERAGE, LEVERAGE! | 0.21% | 1.14% | 0.37% | 13.61% | 11.20% | N/A |
| Portfolio components: | ||||||
PUTW WisdomTree CBOE S&P 500 PutWrite Strategy Fund | -3.23% | 2.69% | -1.01% | 6.55% | 11.72% | N/A |
TQQQ ProShares UltraPro QQQ | -24.67% | 18.15% | -15.69% | 6.22% | 30.43% | 30.39% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | -18.80% | 10.28% | -13.78% | 12.10% | 33.62% | 20.87% |
UGL ProShares Ultra Gold | 44.22% | 6.72% | 31.21% | 75.78% | 17.66% | 13.40% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 6.76% | -8.06% | 3.28% | 8.73% | -2.85% | 1.68% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.40% | -13.48% | -12.37% | -12.31% | -36.98% | -13.30% |
Monthly Returns
The table below presents the monthly returns of LEVERAGE, LEVERAGE, LEVERAGE!, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.02% | 1.47% | -2.43% | -1.86% | 0.11% | 0.21% | |||||||
| 2024 | 2.03% | 3.47% | 3.70% | -4.23% | 5.67% | 4.36% | 1.29% | 2.34% | 2.64% | -1.33% | 3.49% | -3.40% | 21.35% |
| 2023 | 8.61% | -4.34% | 8.33% | 1.74% | 0.37% | 3.78% | 1.40% | -2.19% | -6.50% | -1.32% | 9.65% | 5.21% | 25.91% |
| 2022 | -5.42% | -2.40% | 2.53% | -9.15% | -2.54% | -4.23% | 6.40% | -7.63% | -11.16% | 2.57% | 7.11% | -5.30% | -27.10% |
| 2021 | -2.04% | -3.60% | 1.96% | 4.75% | 1.74% | 3.71% | 4.09% | 2.55% | -5.36% | 6.84% | 0.80% | 3.49% | 19.82% |
| 2020 | 4.61% | -5.15% | -8.36% | 11.40% | 5.38% | 3.33% | 9.29% | 4.86% | -5.22% | -4.95% | 6.72% | 4.61% | 27.12% |
| 2019 | 6.22% | 1.83% | 4.01% | 2.46% | -2.96% | 7.13% | 1.97% | 4.42% | -1.42% | 2.74% | 1.60% | 1.89% | 33.77% |
| 2018 | 3.74% | -4.31% | -1.51% | 0.00% | 3.22% | 0.69% | 1.66% | 3.63% | -0.84% | -6.65% | 1.55% | -3.65% | -3.05% |
| 2017 | 3.53% | 4.19% | 1.02% | 2.40% | 3.24% | -1.54% | 2.32% | 2.52% | -1.61% | 2.19% | 2.07% | 1.72% | 24.20% |
| 2016 | -0.01% | 4.38% | -0.73% | 1.03% | 5.27% | 3.96% | -0.80% | -0.05% | -2.54% | -3.33% | 1.04% | 8.14% |
Expense Ratio
LEVERAGE, LEVERAGE, LEVERAGE! has a high expense ratio of 1.00%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LEVERAGE, LEVERAGE, LEVERAGE! is 73, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
PUTW WisdomTree CBOE S&P 500 PutWrite Strategy Fund | 0.57 | 0.82 | 1.14 | 0.58 | 2.25 |
TQQQ ProShares UltraPro QQQ | 0.19 | 0.78 | 1.11 | 0.24 | 0.67 |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.32 | 0.82 | 1.12 | 0.37 | 1.27 |
UGL ProShares Ultra Gold | 2.24 | 2.75 | 1.35 | 4.83 | 12.06 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 0.38 | 0.71 | 1.08 | 0.29 | 1.20 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.16 | 0.07 | 1.01 | -0.07 | -0.29 |
Dividends
Dividend yield
LEVERAGE, LEVERAGE, LEVERAGE! provided a 6.44% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.44% | 6.12% | 5.31% | 1.76% | 0.02% | 0.82% | 0.95% | 2.92% | 1.84% | 0.91% | 0.00% | 0.00% |
| Portfolio components: | ||||||||||||
PUTW WisdomTree CBOE S&P 500 PutWrite Strategy Fund | 12.73% | 11.99% | 8.94% | 3.27% | 0.00% | 1.43% | 1.47% | 6.46% | 3.52% | 2.27% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 1.66% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.98% | 0.74% | 0.98% | 0.33% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 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% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 3.27% | 3.49% | 6.14% | 1.01% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 4.25% | 4.29% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the LEVERAGE, LEVERAGE, LEVERAGE!. 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 LEVERAGE, LEVERAGE, LEVERAGE! was 31.42%, occurring on Oct 14, 2022. Recovery took 394 trading sessions.
The current LEVERAGE, LEVERAGE, LEVERAGE! drawdown is 5.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.42% | Dec 28, 2021 | 202 | Oct 14, 2022 | 394 | May 10, 2024 | 596 |
| -25.73% | Feb 20, 2020 | 20 | Mar 18, 2020 | 67 | Jun 23, 2020 | 87 |
| -13.23% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -12.82% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -12.15% | Sep 3, 2020 | 41 | Oct 30, 2020 | 129 | May 7, 2021 | 170 |
Volatility
Volatility Chart
The current LEVERAGE, LEVERAGE, LEVERAGE! volatility is 9.46%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.17, 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
| ^GSPC | UGL | TMF | BTAL | PUTW | TQQQ | SPXL | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | -0.12 | -0.54 | 0.79 | 0.90 | 1.00 | 0.78 |
| UGL | 0.03 | 1.00 | 0.32 | 0.02 | 0.02 | 0.04 | 0.03 | 0.35 |
| TMF | -0.12 | 0.32 | 1.00 | 0.16 | -0.11 | -0.07 | -0.12 | 0.30 |
| BTAL | -0.54 | 0.02 | 0.16 | 1.00 | -0.45 | -0.48 | -0.54 | -0.24 |
| PUTW | 0.79 | 0.02 | -0.11 | -0.45 | 1.00 | 0.72 | 0.79 | 0.70 |
| TQQQ | 0.90 | 0.04 | -0.07 | -0.48 | 0.72 | 1.00 | 0.90 | 0.82 |
| SPXL | 1.00 | 0.03 | -0.12 | -0.54 | 0.79 | 0.90 | 1.00 | 0.78 |
| Portfolio | 0.78 | 0.35 | 0.30 | -0.24 | 0.70 | 0.82 | 0.78 | 1.00 |