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leveraged 80/20 - 2x
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


UST 20%SSO 80%BondBondEquityEquity
PositionCategory/SectorTarget Weight
SSO
ProShares Ultra S&P 500
Leveraged Equities, Leveraged
80%
UST
ProShares Ultra 7-10 Year Treasury
Leveraged Bonds, Leveraged
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in leveraged 80/20 - 2x, 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.


500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2025FebruaryMarch
1,511.11%
416.50%
leveraged 80/20 - 2x
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 22, 2010, corresponding to the inception date of UST

Returns By Period

As of Mar 15, 2025, the leveraged 80/20 - 2x returned -6.82% Year-To-Date and 15.51% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-4.13%-6.82%0.23%9.48%15.81%10.54%
leveraged 80/20 - 2x-9.19%-15.28%-2.57%14.08%31.85%17.09%
SSO
ProShares Ultra S&P 500
-9.39%-15.56%-2.47%14.30%34.57%18.15%
UST
ProShares Ultra 7-10 Year Treasury
3.34%3.06%-8.16%3.09%-8.91%-1.72%
*Annualized

Monthly Returns

The table below presents the monthly returns of leveraged 80/20 - 2x, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.66%-2.99%-9.19%
20242.44%9.52%5.93%-8.54%9.46%6.52%1.61%3.87%3.64%-2.57%11.37%-5.40%42.30%
202312.01%-5.67%6.65%2.52%0.18%12.11%5.88%-3.97%-9.76%-4.98%18.00%8.67%45.05%
2022-10.39%-6.11%6.53%-17.12%-0.46%-16.24%18.20%-8.68%-18.07%15.02%10.00%-11.57%-38.72%
2021-2.29%4.77%8.31%10.26%1.07%4.27%4.66%5.64%-9.19%13.72%-1.59%8.49%57.04%
2020-0.07%-14.26%-27.23%22.66%8.42%2.72%10.94%13.16%-7.45%-5.21%21.04%6.92%21.39%
201914.63%5.73%3.54%7.16%-11.71%13.27%2.35%-3.33%3.20%3.75%6.53%5.23%59.72%
201810.14%-7.73%-5.06%-0.01%4.24%0.97%6.57%5.91%0.71%-13.34%3.11%-16.35%-13.72%
20173.19%7.26%-0.01%1.87%2.46%0.87%3.68%0.50%3.28%4.17%5.40%2.23%40.72%
2016-8.59%-0.20%12.19%0.46%2.82%0.80%6.60%-0.14%-0.23%-3.59%5.56%3.61%19.34%
2015-4.64%9.51%-2.94%1.51%1.97%-4.01%4.07%-11.23%-4.57%15.16%0.44%-3.50%-0.88%
2014-5.80%8.03%1.23%1.26%4.30%3.61%-2.63%7.43%-2.87%4.23%5.22%-0.74%24.68%

Expense Ratio

leveraged 80/20 - 2x features an expense ratio of 0.91%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for UST: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for SSO: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of leveraged 80/20 - 2x is 26, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of leveraged 80/20 - 2x is 2626
Overall Rank
The Sharpe Ratio Rank of leveraged 80/20 - 2x is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of leveraged 80/20 - 2x is 2424
Sortino Ratio Rank
The Omega Ratio Rank of leveraged 80/20 - 2x is 2525
Omega Ratio Rank
The Calmar Ratio Rank of leveraged 80/20 - 2x is 2929
Calmar Ratio Rank
The Martin Ratio Rank of leveraged 80/20 - 2x is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for leveraged 80/20 - 2x, currently valued at 0.44, compared to the broader market-6.00-4.00-2.000.002.000.440.66
The chart of Sortino ratio for leveraged 80/20 - 2x, currently valued at 0.74, compared to the broader market-6.00-4.00-2.000.002.004.000.740.95
The chart of Omega ratio for leveraged 80/20 - 2x, currently valued at 1.10, compared to the broader market0.400.600.801.001.201.401.601.101.12
The chart of Calmar ratio for leveraged 80/20 - 2x, currently valued at 0.60, compared to the broader market0.002.004.006.000.600.88
The chart of Martin ratio for leveraged 80/20 - 2x, currently valued at 2.21, compared to the broader market0.005.0010.0015.0020.0025.002.213.43
leveraged 80/20 - 2x
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SSO
ProShares Ultra S&P 500
0.440.751.100.602.21
UST
ProShares Ultra 7-10 Year Treasury
0.060.171.020.020.11

The current leveraged 80/20 - 2x Sharpe ratio is 0.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.51 to 1.08, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of leveraged 80/20 - 2x with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.44
0.66
leveraged 80/20 - 2x
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

leveraged 80/20 - 2x provided a 1.54% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.54%1.50%0.84%0.49%0.19%0.27%0.68%0.94%0.48%0.53%0.65%1.24%
SSO
ProShares Ultra S&P 500
0.94%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%0.32%
UST
ProShares Ultra 7-10 Year Treasury
3.96%4.09%3.49%0.47%0.27%0.53%1.42%1.71%0.84%0.64%0.75%4.91%

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.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-16.07%
-8.22%
leveraged 80/20 - 2x
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the leveraged 80/20 - 2x. 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 leveraged 80/20 - 2x was 55.68%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current leveraged 80/20 - 2x drawdown is 12.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.68%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-46.24%Jan 4, 2022195Oct 12, 2022347Mar 1, 2024542
-34.39%Sep 21, 201865Dec 24, 2018122Jun 20, 2019187
-26.05%May 2, 2011108Oct 3, 201187Feb 7, 2012195
-22.96%May 22, 2015183Feb 11, 201681Jun 8, 2016264

Volatility

Volatility Chart

The current leveraged 80/20 - 2x volatility is 11.09%, 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%OctoberNovemberDecember2025FebruaryMarch
11.09%
5.76%
leveraged 80/20 - 2x
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.

SSOUST
SSO1.00-0.26
UST-0.261.00
The correlation results are calculated based on daily price changes starting from Jan 25, 2010
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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