Survival Portfolio (1)
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
PSQ ProShares Short QQQ | Inverse Equities | 14.29% |
RWM ProShares Short Russell2000 | Inverse Equities | 14.29% |
SDOW ProShares UltraPro Short Dow30 | Leveraged Equities, Leveraged | 14.29% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 14.29% |
SH ProShares Short S&P500 | Inverse Equities | 14.29% |
SPXU ProShares UltraPro Short S&P500 | Leveraged Equities, Leveraged | 14.29% |
SQQQ ProShares UltraPro Short QQQ | Leveraged Equities, Leveraged | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Survival Portfolio (1), 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.81% | -4.89% | -7.77% | 4.68% | 13.56% | 9.83% |
| Survival Portfolio (1) | 12.81% | 3.52% | 12.47% | -7.32% | N/A | N/A |
| Portfolio components: | ||||||
PSQ ProShares Short QQQ | 10.81% | 3.37% | 8.89% | -1.67% | -16.14% | -16.23% |
RWM ProShares Short Russell2000 | 18.95% | 8.37% | 20.53% | 9.46% | -10.91% | -7.90% |
SDOW ProShares UltraPro Short Dow30 | 11.02% | 2.74% | 15.88% | -17.96% | -35.15% | -34.95% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.19% | 0.32% | 2.21% | 4.93% | N/A | N/A |
SH ProShares Short S&P500 | 9.35% | 3.86% | 10.30% | -0.41% | -12.25% | -10.89% |
SPXU ProShares UltraPro Short S&P500 | 19.02% | 4.95% | 18.94% | -18.32% | -40.85% | -37.38% |
SQQQ ProShares UltraPro Short QQQ | 18.01% | 0.05% | 8.02% | -27.91% | -52.06% | -50.64% |
Monthly Returns
The table below presents the monthly returns of Survival Portfolio (1), 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 | -4.54% | 4.09% | 11.01% | 2.27% | 12.81% | ||||||||
| 2024 | -1.22% | -6.53% | -3.11% | 9.08% | -7.09% | -4.48% | -2.48% | -2.42% | -3.10% | 2.39% | -9.91% | 5.16% | -22.54% |
| 2023 | -10.78% | 3.96% | -6.13% | -1.44% | -2.22% | -8.68% | -5.43% | 4.14% | 9.17% | 4.58% | -13.82% | -7.73% | -31.49% |
| 2022 | 10.77% | 4.32% | -7.83% | 17.52% | -2.26% | 14.05% | -15.12% | 6.41% | 17.44% | -13.78% | -9.07% | 11.42% | 29.28% |
| 2021 | -0.25% | -4.34% | -7.26% | -7.52% | -1.32% | -4.78% | -3.36% | -4.96% | 7.85% | -10.86% | 1.12% | -6.22% | -35.61% |
| 2020 | -0.84% | -7.77% | -8.89% | -12.04% | 4.22% | 3.49% | -17.99% | -6.94% | -39.66% |
Expense Ratio
Survival Portfolio (1) has an expense ratio of 0.81%, placing it in the medium range. 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 Survival Portfolio (1) is 11, meaning it’s performing worse than 89% of other 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 | |
|---|---|---|---|---|---|
PSQ ProShares Short QQQ | -0.07 | 0.08 | 1.01 | -0.03 | -0.12 |
RWM ProShares Short Russell2000 | 0.45 | 0.78 | 1.10 | 0.21 | 1.08 |
SDOW ProShares UltraPro Short Dow30 | -0.30 | -0.10 | 0.99 | -0.17 | -0.61 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.51 | 489.28 | 490.28 | 501.29 | 7,957.65 |
SH ProShares Short S&P500 | 0.02 | 0.17 | 1.02 | 0.01 | 0.04 |
SPXU ProShares UltraPro Short S&P500 | -0.30 | -0.05 | 0.99 | -0.18 | -0.53 |
SQQQ ProShares UltraPro Short QQQ | -0.38 | -0.08 | 0.99 | -0.29 | -0.72 |
Dividends
Dividend yield
Survival Portfolio (1) provided a 5.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.99% | 7.50% | 5.93% | 0.51% | 0.00% | 0.58% | 1.76% | 0.99% | 0.07% |
| Portfolio components: | |||||||||
PSQ ProShares Short QQQ | 6.02% | 7.15% | 6.01% | 0.35% | 0.00% | 0.31% | 1.75% | 0.94% | 0.02% |
RWM ProShares Short Russell2000 | 4.55% | 6.02% | 4.78% | 0.39% | 0.00% | 0.20% | 1.55% | 0.87% | 0.07% |
SDOW ProShares UltraPro Short Dow30 | 6.86% | 8.30% | 5.38% | 0.36% | 0.00% | 0.52% | 2.17% | 1.23% | 0.09% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.80% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% |
SH ProShares Short S&P500 | 5.15% | 6.20% | 5.37% | 0.32% | 0.00% | 0.16% | 1.76% | 1.01% | 0.06% |
SPXU ProShares UltraPro Short S&P500 | 6.68% | 9.53% | 7.07% | 0.39% | 0.00% | 0.71% | 2.14% | 1.41% | 0.11% |
SQQQ ProShares UltraPro Short QQQ | 7.87% | 10.23% | 8.01% | 0.28% | 0.00% | 2.15% | 2.92% | 1.47% | 0.14% |
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 Survival Portfolio (1). 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 Survival Portfolio (1) was 75.21%, occurring on Feb 19, 2025. The portfolio has not yet recovered.
The current Survival Portfolio (1) drawdown is 69.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.21% | May 29, 2020 | 1188 | Feb 19, 2025 | — | — | — |
Volatility
Volatility Chart
The current Survival Portfolio (1) volatility is 26.13%, 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
| SGOV | RWM | SDOW | SQQQ | PSQ | SPXU | SH | |
|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.04 | 0.03 | 0.00 | 0.01 | 0.02 | 0.03 |
| RWM | 0.04 | 1.00 | 0.80 | 0.67 | 0.68 | 0.81 | 0.81 |
| SDOW | 0.03 | 0.80 | 1.00 | 0.69 | 0.70 | 0.89 | 0.89 |
| SQQQ | 0.00 | 0.67 | 0.69 | 1.00 | 1.00 | 0.92 | 0.91 |
| PSQ | 0.01 | 0.68 | 0.70 | 1.00 | 1.00 | 0.91 | 0.91 |
| SPXU | 0.02 | 0.81 | 0.89 | 0.92 | 0.91 | 1.00 | 1.00 |
| SH | 0.03 | 0.81 | 0.89 | 0.91 | 0.91 | 1.00 | 1.00 |