leverage+ non leverage
combination of leverage and non leverage Nasdaq and Tech
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in leverage+ non leverage, 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 Mar 11, 2010, corresponding to the inception date of SOXL
Returns By Period
As of Jul 25, 2024, the leverage+ non leverage returned 22.70% Year-To-Date and 33.29% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| leverage+ non leverage | 19.35% | -12.47% | 11.26% | 39.26% | 32.59% | 32.96% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 25.72% | -15.03% | 14.97% | 49.76% | 30.14% | 34.56% |
XLK Technology Select Sector SPDR Fund | 11.34% | -5.60% | 6.22% | 22.60% | 22.16% | 19.93% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 27.15% | -27.38% | 17.39% | 51.48% | 26.32% | 38.36% |
SOXX iShares PHLX Semiconductor ETF | 17.20% | -8.50% | 12.95% | 31.59% | 29.26% | 27.58% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
TECL Direxion Daily Technology Bull 3X Shares | 19.62% | -18.38% | 5.86% | 45.51% | 34.42% | 38.80% |
Monthly Returns
The table below presents the monthly returns of leverage+ non leverage, 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 | 3.23% | 12.26% | 2.53% | -10.81% | 13.77% | 13.02% | 19.35% | ||||||
| 2023 | 22.97% | -0.60% | 20.27% | -3.59% | 19.44% | 12.30% | 6.85% | -5.61% | -12.07% | -5.44% | 26.30% | 13.34% | 128.23% |
| 2022 | -17.21% | -8.40% | 4.11% | -24.56% | -1.30% | -20.11% | 28.34% | -14.24% | -22.58% | 7.94% | 15.44% | -18.24% | -59.22% |
| 2021 | 0.28% | 3.19% | 1.72% | 8.27% | -1.47% | 13.08% | 5.16% | 6.99% | -11.15% | 15.62% | 10.22% | 3.84% | 67.95% |
| 2020 | 3.44% | -12.91% | -25.32% | 27.85% | 13.71% | 13.76% | 13.28% | 22.15% | -11.11% | -6.81% | 26.88% | 10.83% | 79.31% |
| 2019 | 16.31% | 10.80% | 8.17% | 14.82% | -20.61% | 18.58% | 6.57% | -5.08% | 3.30% | 8.68% | 9.26% | 10.40% | 106.41% |
| 2018 | 16.59% | -2.78% | -8.03% | -3.27% | 14.60% | -1.69% | 5.22% | 10.85% | -1.60% | -18.57% | -1.41% | -15.37% | -11.43% |
| 2017 | 8.70% | 8.40% | 5.24% | 3.27% | 9.91% | -6.78% | 8.84% | 4.67% | 2.66% | 12.92% | 2.20% | -0.06% | 76.96% |
| 2016 | -12.13% | -1.53% | 15.91% | -8.38% | 10.79% | -3.84% | 16.67% | 4.13% | 5.10% | -2.54% | 3.53% | 3.71% | 30.80% |
| 2015 | -6.69% | 16.30% | -5.90% | 2.75% | 6.83% | -8.97% | 3.29% | -12.68% | -3.72% | 22.89% | 1.87% | -4.21% | 6.26% |
| 2014 | -4.26% | 10.22% | 0.14% | -1.45% | 8.43% | 6.91% | -0.07% | 9.50% | -1.68% | 2.57% | 10.77% | -3.60% | 42.25% |
| 2013 | 6.69% | 2.65% | 5.12% | 3.70% | 7.68% | -4.62% | 9.05% | -3.06% | 9.41% | 9.10% | 5.58% | 7.46% | 75.52% |
Expense Ratio
leverage+ non leverage features an expense ratio of 0.63%, falling within the medium range. 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 rank of leverage+ non leverage is 31, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 0.97 | 1.47 | 1.19 | 0.73 | 4.39 |
XLK Technology Select Sector SPDR Fund | 1.11 | 1.55 | 1.20 | 1.88 | 5.32 |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.63 | 1.34 | 1.16 | 0.67 | 2.40 |
SOXX iShares PHLX Semiconductor ETF | 1.11 | 1.60 | 1.20 | 1.86 | 4.56 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
TECL Direxion Daily Technology Bull 3X Shares | 0.69 | 1.21 | 1.15 | 0.68 | 3.06 |
Dividends
Dividend yield
leverage+ non leverage granted a 0.74% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| leverage+ non leverage | 0.74% | 0.71% | 0.77% | 0.35% | 0.48% | 0.61% | 0.87% | 0.54% | 1.12% | 0.66% | 0.78% | 0.63% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.36% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
XLK Technology Select Sector SPDR Fund | 0.71% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.71% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
TECL Direxion Daily Technology Bull 3X Shares | 0.35% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the leverage+ non leverage. 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 leverage+ non leverage was 64.11%, occurring on Oct 14, 2022. Recovery took 330 trading sessions.
The current leverage+ non leverage drawdown is 19.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.11% | Dec 28, 2021 | 202 | Oct 14, 2022 | 330 | Feb 8, 2024 | 532 |
| -54.21% | Feb 20, 2020 | 22 | Mar 20, 2020 | 77 | Jul 10, 2020 | 99 |
| -41.26% | Aug 30, 2018 | 80 | Dec 24, 2018 | 73 | Apr 10, 2019 | 153 |
| -38.18% | Feb 18, 2011 | 127 | Aug 19, 2011 | 131 | Feb 28, 2012 | 258 |
| -32.68% | Apr 26, 2010 | 90 | Aug 31, 2010 | 46 | Nov 4, 2010 | 136 |
Volatility
Volatility Chart
The current leverage+ non leverage volatility is 15.91%, 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
| SOXX | SOXL | TQQQ | QQQ | XLK | TECL | |
|---|---|---|---|---|---|---|
| SOXX | 1.00 | 1.00 | 0.83 | 0.83 | 0.84 | 0.84 |
| SOXL | 1.00 | 1.00 | 0.83 | 0.83 | 0.84 | 0.85 |
| TQQQ | 0.83 | 0.83 | 1.00 | 1.00 | 0.96 | 0.96 |
| QQQ | 0.83 | 0.83 | 1.00 | 1.00 | 0.96 | 0.96 |
| XLK | 0.84 | 0.84 | 0.96 | 0.96 | 1.00 | 1.00 |
| TECL | 0.84 | 0.85 | 0.96 | 0.96 | 1.00 | 1.00 |