Rick's 2x Harry Browne
2x leveraged version of Harry Browne's Permanent portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EUO ProShares UltraShort Euro | Leveraged Currency, Leveraged | 27% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 27% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 19% |
YCS ProShares UltraShort Yen | Leveraged Currency, Leveraged | 27% |
Performance
Performance Chart
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The earliest data available for this chart is May 5, 2025, corresponding to the inception date of EUO
Returns By Period
As of May 11, 2025, the Rick's 2x Harry Browne returned 2.17% Year-To-Date and 14.04% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 5.53% | -5.60% | 8.37% | 14.61% | 10.35% |
| Rick's 2x Harry Browne | N/A | N/A | N/A | N/A | N/A | N/A |
| Portfolio components: | ||||||
YCS ProShares UltraShort Yen | N/A | N/A | N/A | N/A | N/A | N/A |
EUO ProShares UltraShort Euro | N/A | N/A | N/A | N/A | N/A | N/A |
UGL ProShares Ultra Gold | N/A | N/A | N/A | N/A | N/A | N/A |
UPRO ProShares UltraPro S&P 500 | N/A | N/A | N/A | N/A | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Rick's 2x Harry Browne, 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 | 0.73% | 0.73% |
Expense Ratio
Rick's 2x Harry Browne has a high expense ratio of 0.97%, 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
With an overall rank of 85, Rick's 2x Harry Browne is among the top 15% 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 | |
|---|---|---|---|---|---|
YCS ProShares UltraShort Yen | — | — | — | — | — |
EUO ProShares UltraShort Euro | — | — | — | — | — |
UGL ProShares Ultra Gold | — | — | — | — | — |
UPRO ProShares UltraPro S&P 500 | — | — | — | — | — |
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Dividends
Dividend yield
Rick's 2x Harry Browne provided a 0.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Portfolio components: | ||||||||||||
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUO ProShares UltraShort Euro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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% |
UPRO ProShares UltraPro S&P 500 | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Rick's 2x Harry Browne. 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 2x Harry Browne was 0.47%, occurring on May 9, 2025. The portfolio has not yet recovered.
The current Rick's 2x Harry Browne drawdown is 4.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.47% | May 9, 2025 | 1 | May 9, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.92, 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 | EUO | UGL | UPRO | YCS | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.80 | -1.00 | 1.00 | 1.00 | 0.40 |
| EUO | 0.80 | 1.00 | -0.80 | 0.80 | 0.80 | 0.80 |
| UGL | -1.00 | -0.80 | 1.00 | -1.00 | -1.00 | -0.40 |
| UPRO | 1.00 | 0.80 | -1.00 | 1.00 | 1.00 | 0.40 |
| YCS | 1.00 | 0.80 | -1.00 | 1.00 | 1.00 | 0.40 |
| Portfolio | 0.40 | 0.80 | -0.40 | 0.40 | 0.40 | 1.00 |