PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

1.25x S&P 500

Last updated Mar 2, 2024

Asset Allocation


VOO 66.6%DXSLX 33.4%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

66.60%

DXSLX
Direxion Monthly S&P 500 Bull 1.75X Fund
Leveraged Equities, Leveraged

33.40%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 1.25x S&P 500, 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


300.00%400.00%500.00%600.00%700.00%800.00%OctoberNovemberDecember2024FebruaryMarch
775.07%
365.24%
1.25x S&P 500
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Mar 2, 2024, the 1.25x S&P 500 returned 9.35% Year-To-Date and 15.12% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
1.25x S&P 5009.35%4.54%17.09%34.32%17.72%15.10%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%15.08%12.68%
DXSLX
Direxion Monthly S&P 500 Bull 1.75X Fund
12.19%6.05%22.01%45.16%21.83%19.10%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.63%6.40%
2023-2.21%-6.10%-2.86%11.24%5.78%

Sharpe Ratio

The current 1.25x S&P 500 Sharpe ratio is 2.49. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.49

The Sharpe ratio of 1.25x S&P 500 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.49
2.44
1.25x S&P 500
Benchmark (^GSPC)
Portfolio components

Dividend yield

1.25x S&P 500 granted a 1.09% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
1.25x S&P 5001.09%0.97%1.13%3.47%1.83%2.73%3.78%3.52%1.34%3.12%2.59%2.97%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
DXSLX
Direxion Monthly S&P 500 Bull 1.75X Fund
0.58%0.00%0.00%7.89%2.42%4.41%7.21%6.99%0.00%5.14%4.06%5.23%

Expense Ratio

The 1.25x S&P 500 has a high expense ratio of 0.47%, 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.


0.50%1.00%1.50%2.00%1.35%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
1.25x S&P 500
2.49
VOO
Vanguard S&P 500 ETF
2.61
DXSLX
Direxion Monthly S&P 500 Bull 1.75X Fund
2.37

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

DXSLXVOO
DXSLX1.001.00
VOO1.001.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
1.25x S&P 500
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 1.25x S&P 500. 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 1.25x S&P 500 was 43.32%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.32%Feb 20, 202023Mar 23, 2020103Aug 18, 2020126
-31.61%Jan 4, 2022195Oct 12, 2022321Jan 24, 2024516
-25.75%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-24.56%May 2, 2011108Oct 3, 201191Feb 13, 2012199
-17.51%Jul 21, 2015143Feb 11, 201677Jun 2, 2016220

Volatility Chart

The current 1.25x S&P 500 volatility is 4.33%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.33%
3.47%
1.25x S&P 500
Benchmark (^GSPC)
Portfolio components
0 comments