USELESS AF PORTFOLIO
like we can totally short spx
ACTUALLY, we can use synthetic, which actually reaches full rfr (besides option fees) since european options blah blah but who has that much money to be able to short that many spx shares
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 | -700% | |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | Government Bonds | 100% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 700% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in USELESS AF 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 every 3 months.
The earliest data available for this chart is Feb 4, 2014, corresponding to the inception date of USFR
Returns By Period
As of Mar 1, 2025, the USELESS AF PORTFOLIO returned 1.84% Year-To-Date and 15.58% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.24% | -1.42% | 5.42% | 15.91% | 14.73% | 11.02% |
| USELESS AF PORTFOLIO | 1.84% | 1.46% | 7.43% | 15.30% | 14.55% | 15.59% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 1.40% | -1.27% | 6.13% | 17.41% | 16.49% | 13.00% |
^GSPC S&P 500 | 1.24% | -1.42% | 5.42% | 15.91% | 14.73% | 11.02% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.75% | 0.33% | 2.46% | 5.18% | 2.69% | 1.93% |
Monthly Returns
The table below presents the monthly returns of USELESS AF PORTFOLIO, 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 | 0.38% | 1.84% | |||||||||||
| 2024 | 0.66% | 0.73% | 1.80% | 1.67% | 1.99% | 1.10% | 0.58% | 1.21% | 1.44% | 0.76% | 1.57% | 1.60% | 16.19% |
| 2023 | 1.18% | 1.20% | 1.80% | 1.40% | 2.12% | 0.78% | 1.73% | 1.46% | 1.22% | 0.62% | 2.19% | 1.52% | 18.66% |
| 2022 | 0.29% | 1.03% | 1.49% | 0.28% | 1.56% | 0.86% | 0.70% | 0.97% | 1.14% | 1.13% | 1.30% | 1.58% | 13.02% |
| 2021 | 0.67% | 1.11% | 2.37% | 0.42% | 0.80% | 0.37% | 1.16% | 0.40% | 0.64% | 0.83% | 0.77% | 1.43% | 11.51% |
| 2020 | 1.14% | 2.24% | 0.40% | 0.86% | 1.64% | 0.23% | 2.56% | -0.18% | 1.30% | 1.62% | 1.35% | 0.40% | 14.41% |
| 2019 | 0.56% | 2.33% | 1.19% | 0.98% | 1.79% | 0.89% | 1.23% | 1.31% | 1.90% | 1.16% | 1.77% | 1.03% | 17.37% |
| 2018 | 0.07% | 1.41% | 1.72% | 0.58% | 1.98% | 2.03% | -0.13% | 1.61% | 1.24% | 0.91% | 0.90% | 2.13% | 15.44% |
| 2017 | -0.07% | 1.29% | 1.23% | 0.90% | 2.05% | 1.12% | 1.02% | 1.45% | 1.09% | 0.95% | 1.89% | 2.22% | 16.23% |
| 2016 | 0.83% | 1.66% | 1.93% | 0.65% | 1.56% | 1.74% | 1.25% | 1.46% | 1.29% | 1.22% | 1.93% | 2.17% | 19.17% |
| 2015 | 1.65% | 0.72% | 0.67% | 2.16% | 1.39% | 0.82% | 1.70% | -0.41% | 2.00% | 0.70% | 2.27% | 0.49% | 15.07% |
| 2014 | 1.64% | 1.11% | 0.77% | 1.29% | 1.46% | 0.92% | 1.49% | 1.07% | 0.20% | 2.22% | 0.84% | 13.80% |
Expense Ratio
USELESS AF PORTFOLIO features an expense ratio of 0.36%, falling within the medium range. 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
With an overall rank of 99, USELESS AF PORTFOLIO is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.47 | 1.99 | 1.27 | 2.23 | 9.05 |
^GSPC S&P 500 | 1.34 | 1.83 | 1.24 | 2.03 | 8.08 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 16.74 | 56.08 | 14.53 | 87.91 | 767.42 |
Dividends
Dividend yield
USELESS AF PORTFOLIO provided a 13.54% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 13.54% | 13.88% | 15.31% | 13.63% | 8.74% | 11.20% | 15.26% | 16.10% | 13.49% | 14.40% | 14.72% | 12.97% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.23% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
^GSPC S&P 500 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.95% | 5.17% | 5.12% | 1.78% | 0.02% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 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 USELESS AF 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 USELESS AF PORTFOLIO was 4.60%, occurring on Mar 23, 2020. Recovery took 42 trading sessions.
The current USELESS AF PORTFOLIO drawdown is 0.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4.6% | Mar 18, 2020 | 4 | Mar 23, 2020 | 42 | May 21, 2020 | 46 |
| -2.39% | Aug 28, 2015 | 3 | Sep 1, 2015 | 9 | Sep 15, 2015 | 12 |
| -1.93% | Mar 2, 2020 | 9 | Mar 12, 2020 | 3 | Mar 17, 2020 | 12 |
| -1.48% | Jan 28, 2021 | 2 | Jan 29, 2021 | 12 | Feb 17, 2021 | 14 |
| -1.46% | Jun 17, 2020 | 10 | Jun 30, 2020 | 2 | Jul 2, 2020 | 12 |
Volatility
Volatility Chart
The current USELESS AF PORTFOLIO volatility is 1.26%, 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
| USFR | VOO | ^GSPC | |
|---|---|---|---|
| USFR | 1.00 | 0.01 | 0.01 |
| VOO | 0.01 | 1.00 | 1.00 |
| ^GSPC | 0.01 | 1.00 | 1.00 |