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etf
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TMF 7.69%BOIL 7.69%UCO 7.69%AGQ 7.69%BITX 7.69%TQQQ 7.69%UDOW 7.69%NUGT 7.69%URTY 7.69%NAIL 7.69%SOXL 7.69%DRN 7.69%UVXY 7.69%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquityReal EstateReal EstateVolatilityVolatility
PositionCategory/SectorWeight
TMF
Direxion Daily 20-Year Treasury Bull 3X
Leveraged Bonds, Leveraged

7.69%

BOIL
ProShares Ultra Bloomberg Natural Gas
Leveraged Commodities, Leveraged

7.69%

UCO
ProShares Ultra Bloomberg Crude Oil
Leveraged Commodities, Leveraged

7.69%

AGQ
ProShares Ultra Silver
Leveraged Commodities, Leveraged

7.69%

BITX
Volatility Shares 2x Bitcoin Strategy ETF
Blockchain, Leveraged

7.69%

TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged

7.69%

UDOW
ProShares UltraPro Dow30
Leveraged Equities, Leveraged

7.69%

NUGT
Direxion Daily Gold Miners Bull 2X Shares
Leveraged Equities, Leveraged

7.69%

URTY
ProShares UltraPro Russell2000
Leveraged Equities, Leveraged

7.69%

NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
Leveraged Equities, Leveraged

7.69%

SOXL
Direxion Daily Semiconductor Bull 3x Shares
Leveraged Equities, Leveraged

7.69%

DRN
Direxion Daily Real Estate Bull 3x Shares
REIT, Leveraged

7.69%

UVXY
ProShares Ultra VIX Short-Term Futures ETF
Leveraged, Volatility

7.69%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in etf, 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


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
39.76%
15.74%
etf
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 27, 2023, corresponding to the inception date of BITX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
etf9.35%-0.03%39.76%N/AN/AN/A
TQQQ
ProShares UltraPro QQQ
10.40%-3.10%45.38%106.02%29.24%37.40%
TMF
Direxion Daily 20-Year Treasury Bull 3X
-29.50%-13.01%4.02%-45.74%-24.64%-9.90%
BITX
Volatility Shares 2x Bitcoin Strategy ETF
81.41%-21.25%251.40%N/AN/AN/A
UDOW
ProShares UltraPro Dow30
-2.76%-8.58%29.95%24.76%7.94%18.78%
BOIL
ProShares Ultra Bloomberg Natural Gas
-54.57%-7.18%-80.13%-80.60%-67.76%-62.15%
UCO
ProShares Ultra Bloomberg Crude Oil
35.56%11.47%3.85%16.31%-25.32%-34.15%
NUGT
Direxion Daily Gold Miners Bull 2X Shares
10.81%23.68%26.36%-20.10%-14.86%-29.79%
AGQ
ProShares Ultra Silver
41.30%29.43%51.86%11.02%9.93%-4.83%
URTY
ProShares UltraPro Russell2000
-13.13%-10.69%28.76%11.04%-11.74%0.07%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
2.74%-9.01%127.80%153.94%19.67%N/A
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-2.61%14.33%-47.07%-79.35%-69.83%-63.66%
DRN
Direxion Daily Real Estate Bull 3x Shares
-26.89%-17.75%9.34%-11.35%-17.16%-3.14%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
26.79%-6.85%101.43%156.93%26.54%40.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.25%11.21%10.23%
2023-12.23%-1.20%14.44%16.23%

Expense Ratio

The etf has a high expense ratio of 1.09%, 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%1.85%
0.50%1.00%1.50%2.00%1.31%
0.50%1.00%1.50%2.00%1.23%
0.50%1.00%1.50%2.00%1.09%
0.50%1.00%1.50%2.00%0.99%
0.50%1.00%1.50%2.00%0.99%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.93%

Risk-Adjusted Performance

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.


etf
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TQQQ
ProShares UltraPro QQQ
2.182.671.331.479.88
TMF
Direxion Daily 20-Year Treasury Bull 3X
-0.94-1.370.85-0.51-1.39
BITX
Volatility Shares 2x Bitcoin Strategy ETF
UDOW
ProShares UltraPro Dow30
0.771.271.150.522.69
BOIL
ProShares Ultra Bloomberg Natural Gas
-0.82-1.610.83-0.79-1.65
UCO
ProShares Ultra Bloomberg Crude Oil
0.340.771.100.170.96
NUGT
Direxion Daily Gold Miners Bull 2X Shares
-0.40-0.240.97-0.24-0.67
AGQ
ProShares Ultra Silver
0.140.571.060.070.28
URTY
ProShares UltraPro Russell2000
0.140.641.070.100.41
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
2.092.431.322.308.39
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-1.06-2.500.75-0.80-1.22
DRN
Direxion Daily Real Estate Bull 3x Shares
-0.28-0.050.99-0.19-0.83
SOXL
Direxion Daily Semiconductor Bull 3x Shares
1.892.491.291.907.91

Sharpe Ratio


Chart placeholderNot enough data

Dividends

Dividend yield

etf granted a 0.95% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
etf0.95%0.83%0.60%0.36%0.20%0.43%0.61%0.21%0.39%0.02%0.04%0.07%
TQQQ
ProShares UltraPro QQQ
1.26%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
TMF
Direxion Daily 20-Year Treasury Bull 3X
3.97%2.82%1.62%0.13%0.48%0.94%1.49%0.41%0.00%0.00%0.00%0.57%
BITX
Volatility Shares 2x Bitcoin Strategy ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UDOW
ProShares UltraPro Dow30
0.88%0.95%0.83%0.26%0.19%0.61%0.73%0.13%0.26%0.21%0.46%0.35%
BOIL
ProShares Ultra Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UCO
ProShares Ultra Bloomberg Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NUGT
Direxion Daily Gold Miners Bull 2X Shares
1.89%1.67%0.70%0.00%0.00%0.63%0.57%0.00%0.00%0.00%0.00%0.00%
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTY
ProShares UltraPro Russell2000
0.52%0.55%0.28%0.00%0.00%0.18%0.28%0.00%0.03%0.00%0.00%0.00%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
0.23%0.22%0.00%0.00%0.01%0.17%0.35%1.25%0.00%0.00%0.00%0.00%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DRN
Direxion Daily Real Estate Bull 3x Shares
3.22%2.84%2.70%4.21%1.90%2.59%3.11%0.91%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.43%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%0.00%0.00%0.00%

Drawdowns

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%NovemberDecember2024FebruaryMarchApril
-6.60%
-3.66%
etf
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the etf. 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 etf was 24.29%, occurring on Oct 3, 2023. Recovery took 51 trading sessions.

The current etf drawdown is 6.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.29%Jul 20, 202353Oct 3, 202351Dec 14, 2023104
-10.87%Dec 28, 202326Feb 5, 202417Feb 29, 202443
-6.6%Apr 10, 20244Apr 15, 2024
-6.4%Mar 8, 20248Mar 19, 20247Mar 28, 202415
-4.32%Mar 5, 20241Mar 5, 20242Mar 7, 20243

Volatility

Volatility Chart

The current etf volatility is 8.49%, 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
8.49%
3.44%
etf
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

BOILUCOBITXAGQTMFNUGTUVXYSOXLTQQQDRNNAILUDOWURTY
BOIL1.000.09-0.06-0.05-0.07-0.01-0.05-0.03-0.060.03-0.120.01-0.02
UCO0.091.00-0.070.09-0.080.110.020.03-0.00-0.07-0.010.020.13
BITX-0.06-0.071.000.070.080.07-0.120.150.150.200.160.200.28
AGQ-0.050.090.071.000.190.73-0.080.140.160.280.170.190.30
TMF-0.07-0.080.080.191.000.32-0.180.150.210.440.460.260.32
NUGT-0.010.110.070.730.321.00-0.170.260.270.460.350.360.47
UVXY-0.050.02-0.12-0.08-0.18-0.171.00-0.49-0.61-0.41-0.47-0.61-0.52
SOXL-0.030.030.150.140.150.26-0.491.000.840.380.560.530.61
TQQQ-0.06-0.000.150.160.210.27-0.610.841.000.410.590.670.60
DRN0.03-0.070.200.280.440.46-0.410.380.411.000.610.670.70
NAIL-0.12-0.010.160.170.460.35-0.470.560.590.611.000.690.74
UDOW0.010.020.200.190.260.36-0.610.530.670.670.691.000.75
URTY-0.020.130.280.300.320.47-0.520.610.600.700.740.751.00