Rick's Barbell
Inspired by Taleb's Barbell. We put 5% in 3x leveraged risky bets (TECL,USD,FAS,CURE) and rest 95% in super safe (e.g. low vol. SVARX, anti-beta BTAL, commodities LCSIX and dollars UUP and gold UGL)
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's Barbell, 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 Dec 16, 2013, corresponding to the inception date of SVARX
Returns By Period
As of Dec 4, 2024, the Rick's Barbell returned 7.36% Year-To-Date and 6.83% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| Rick's Barbell | 7.36% | 0.75% | 2.43% | 8.90% | 7.27% | 6.83% |
| Portfolio components: | ||||||
LCSIX LoCorr Long/Short Commodity Strategies Fund | -4.20% | 0.11% | -5.08% | -3.57% | 4.60% | 5.31% |
SVARX Spectrum Low Volatility Fund | 3.19% | 0.87% | 3.16% | 7.25% | 7.38% | 6.89% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 10.03% | -5.67% | -3.62% | 1.76% | -2.72% | 0.30% |
UUP Invesco DB US Dollar Index Bullish Fund | 10.82% | 2.39% | 5.22% | 8.89% | 4.27% | 3.45% |
UGL ProShares Ultra Gold | 48.86% | -7.46% | 22.34% | 53.03% | 15.42% | 9.30% |
TECL Direxion Daily Technology Bull 3X Shares | 45.98% | 16.21% | 21.65% | 67.85% | 37.26% | 39.30% |
USD ProShares Ultra Semiconductors | 140.06% | 2.39% | 5.52% | 202.07% | 58.74% | 43.89% |
CURE Direxion Daily Healthcare Bull 3x Shares | 11.08% | -3.34% | -2.49% | 22.65% | 11.61% | 13.17% |
FAS Direxion Daily Financial Bull 3X Shares | 110.61% | 24.35% | 70.31% | 138.80% | 15.84% | 19.34% |
Monthly Returns
The table below presents the monthly returns of Rick's Barbell, 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 | 2.00% | 0.59% | 1.27% | 0.13% | 0.68% | 1.28% | -0.08% | 0.45% | 0.16% | -0.19% | 0.76% | 7.36% | |
| 2023 | 1.50% | -1.05% | 0.34% | -0.05% | 0.12% | -0.24% | 0.39% | 0.83% | 1.08% | 0.10% | 1.57% | 1.40% | 6.11% |
| 2022 | -0.18% | -0.63% | 1.33% | 0.64% | -0.33% | 0.36% | 0.92% | -0.83% | -0.56% | 1.36% | 0.52% | -1.04% | 1.54% |
| 2021 | 0.55% | 0.19% | 0.53% | 0.89% | 0.21% | 1.82% | 0.49% | 0.52% | 0.40% | 1.05% | 0.56% | 1.31% | 8.84% |
| 2020 | 2.34% | 0.49% | 1.18% | 1.68% | 1.68% | 0.71% | 1.64% | 0.44% | -0.55% | -0.91% | 0.74% | 1.52% | 11.48% |
| 2019 | 0.89% | 1.85% | 1.28% | 1.34% | -0.58% | 0.74% | 1.00% | 0.32% | -0.17% | -0.69% | 0.53% | 0.96% | 7.69% |
| 2018 | 0.43% | -0.85% | 0.33% | 0.88% | 1.54% | 0.17% | 0.79% | 1.30% | 0.55% | -0.38% | 0.66% | -0.17% | 5.34% |
| 2017 | 0.39% | 1.35% | 0.32% | -0.04% | 0.01% | -0.58% | -0.02% | 1.95% | 0.28% | 1.11% | -0.52% | 0.60% | 4.91% |
| 2016 | 1.45% | 0.17% | 0.69% | 0.27% | 1.86% | 0.70% | 1.08% | 0.57% | -0.52% | 0.71% | 0.02% | 0.68% | 7.93% |
| 2015 | 1.89% | 0.67% | 0.81% | -1.54% | 1.59% | -1.22% | 1.81% | -0.90% | 0.24% | 0.95% | 1.21% | 1.14% | 6.79% |
| 2014 | 0.64% | 1.02% | 0.62% | 0.49% | 0.99% | 0.69% | 0.97% | 1.05% | 1.75% | 1.14% | 1.14% | 0.31% | 11.35% |
| 2013 | 0.50% | 0.50% |
Expense Ratio
Rick's Barbell has a high expense ratio of 1.74%, 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 risk-adjusted rank of Rick's Barbell is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
LCSIX LoCorr Long/Short Commodity Strategies Fund | -0.69 | -0.89 | 0.88 | -0.40 | -1.14 |
SVARX Spectrum Low Volatility Fund | 1.69 | 2.65 | 1.45 | 2.85 | 6.03 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 0.07 | 0.21 | 1.03 | 0.04 | 0.27 |
UUP Invesco DB US Dollar Index Bullish Fund | 1.55 | 2.31 | 1.28 | 1.64 | 5.95 |
UGL ProShares Ultra Gold | 1.55 | 2.03 | 1.26 | 1.57 | 8.35 |
TECL Direxion Daily Technology Bull 3X Shares | 0.96 | 1.51 | 1.20 | 1.36 | 3.67 |
USD ProShares Ultra Semiconductors | 2.41 | 2.62 | 1.34 | 4.03 | 10.37 |
CURE Direxion Daily Healthcare Bull 3x Shares | 0.73 | 1.15 | 1.15 | 0.65 | 2.39 |
FAS Direxion Daily Financial Bull 3X Shares | 3.38 | 3.81 | 1.48 | 2.66 | 22.58 |
Dividends
Dividend yield
Rick's Barbell provided a 5.23% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.23% | 3.98% | 2.49% | 3.72% | 0.88% | 2.08% | 3.78% | 1.95% | 3.38% | 2.68% | 3.13% | 0.10% |
| Portfolio components: | ||||||||||||
LCSIX LoCorr Long/Short Commodity Strategies Fund | 1.97% | 1.89% | 10.75% | 7.14% | 2.93% | 0.54% | 12.36% | 0.02% | 3.20% | 7.35% | 9.86% | 0.00% |
SVARX Spectrum Low Volatility Fund | 7.00% | 3.35% | 0.00% | 5.70% | 0.71% | 3.38% | 2.41% | 4.79% | 6.68% | 3.02% | 2.82% | 0.18% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 5.58% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 5.82% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 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% |
TECL Direxion Daily Technology Bull 3X Shares | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.02% | 0.05% | 0.59% | 0.00% | 0.18% | 1.29% | 0.93% | 0.55% | 7.11% | 0.39% | 2.98% | 1.10% |
CURE Direxion Daily Healthcare Bull 3x Shares | 1.37% | 2.02% | 0.38% | 0.02% | 0.17% | 0.40% | 0.70% | 0.18% | 0.00% | 0.00% | 0.00% | 1.24% |
FAS Direxion Daily Financial Bull 3X Shares | 0.77% | 1.77% | 0.91% | 0.60% | 0.47% | 0.62% | 1.43% | 0.11% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Rick's Barbell. 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 Rick's Barbell was 2.72%, occurring on May 6, 2015. Recovery took 62 trading sessions.
The current Rick's Barbell drawdown is 0.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -2.72% | Mar 16, 2015 | 37 | May 6, 2015 | 62 | Aug 4, 2015 | 99 |
| -2.34% | Sep 3, 2020 | 43 | Nov 3, 2020 | 41 | Jan 4, 2021 | 84 |
| -2.18% | Aug 22, 2022 | 18 | Sep 15, 2022 | 85 | Jan 18, 2023 | 103 |
| -2.12% | Jan 29, 2018 | 12 | Feb 13, 2018 | 56 | May 4, 2018 | 68 |
| -2.1% | Jun 27, 2017 | 5 | Jul 3, 2017 | 40 | Aug 29, 2017 | 45 |
Volatility
Volatility Chart
The current Rick's Barbell volatility is 0.83%, 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
| LCSIX | UGL | UUP | SVARX | BTAL | CURE | USD | FAS | TECL | |
|---|---|---|---|---|---|---|---|---|---|
| LCSIX | 1.00 | 0.09 | -0.03 | -0.02 | 0.02 | -0.03 | -0.05 | -0.04 | -0.04 |
| UGL | 0.09 | 1.00 | -0.47 | 0.14 | 0.03 | -0.01 | -0.02 | -0.08 | -0.01 |
| UUP | -0.03 | -0.47 | 1.00 | -0.20 | 0.10 | -0.09 | -0.09 | -0.07 | -0.10 |
| SVARX | -0.02 | 0.14 | -0.20 | 1.00 | -0.29 | 0.30 | 0.30 | 0.31 | 0.35 |
| BTAL | 0.02 | 0.03 | 0.10 | -0.29 | 1.00 | -0.28 | -0.46 | -0.51 | -0.42 |
| CURE | -0.03 | -0.01 | -0.09 | 0.30 | -0.28 | 1.00 | 0.47 | 0.60 | 0.59 |
| USD | -0.05 | -0.02 | -0.09 | 0.30 | -0.46 | 0.47 | 1.00 | 0.53 | 0.84 |
| FAS | -0.04 | -0.08 | -0.07 | 0.31 | -0.51 | 0.60 | 0.53 | 1.00 | 0.62 |
| TECL | -0.04 | -0.01 | -0.10 | 0.35 | -0.42 | 0.59 | 0.84 | 0.62 | 1.00 |