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999

Last updated Feb 24, 2024

Asset Allocation


BTC-USD 25%SPXU 43%NASDX 19%TSLA 8%RTSI 5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

25%

SPXU
ProShares UltraPro Short S&P500
Leveraged Equities, Leveraged

43%

NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
Large Cap Growth Equities

19%

TSLA
Tesla, Inc.
Consumer Cyclical

8%

RTSI
RTS Index

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 999, 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


0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2024February
7.39%
377.88%
999
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD

Returns

As of Feb 24, 2024, the 999 returned -3.22% Year-To-Date and 7.80% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
999-3.22%1.05%7.39%8.51%9.35%7.74%
SPXU
ProShares UltraPro Short S&P500
-16.63%-11.15%-33.03%-49.92%-34.50%-29.18%
BTC-USD
Bitcoin
20.03%21.32%94.45%118.90%42.84%36.21%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
6.66%3.03%20.28%50.51%13.91%11.81%
RTSI
RTS Index
-1.76%-4.10%1.97%16.44%-1.56%-1.16%
TSLA
Tesla, Inc.
-22.74%4.76%-19.54%-2.49%36.84%18.31%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.74%
2023-3.24%-0.96%6.59%8.66%-3.81%1.26%

Sharpe Ratio

The current 999 Sharpe ratio is 0.61. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.61

The Sharpe ratio of 999 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.61
2.23
999
Benchmark (^GSPC)
Portfolio components

Dividend yield

999 granted a 4.98% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
9994.98%4.47%0.88%0.46%0.55%2.27%1.08%0.36%0.14%0.16%0.19%0.14%
SPXU
ProShares UltraPro Short S&P500
8.47%7.06%0.39%0.00%0.70%2.14%1.41%0.10%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
7.06%7.53%3.75%2.40%1.28%7.09%2.47%1.65%0.75%0.85%1.02%0.72%
RTSI
RTS Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 999 has a high expense ratio of 0.52%, 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.


0.93%
0.00%2.15%
0.63%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
999
0.61
SPXU
ProShares UltraPro Short S&P500
-1.11
BTC-USD
Bitcoin
2.76
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
1.43
RTSI
RTS Index
0.12
TSLA
Tesla, Inc.
-0.66

Asset Correlations Table

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

BTC-USDRTSITSLASPXUNASDX
BTC-USD1.000.050.06-0.090.09
RTSI0.051.000.13-0.310.25
TSLA0.060.131.00-0.400.46
SPXU-0.09-0.31-0.401.00-0.85
NASDX0.090.250.46-0.851.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-16.48%
0
999
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 999. 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 999 was 57.92%, occurring on Nov 15, 2011. Recovery took 492 trading sessions.

The current 999 drawdown is 16.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.92%Jun 10, 2011159Nov 15, 2011492Mar 21, 2013651
-52.77%Dec 5, 2013622Aug 18, 2015726Aug 13, 20171348
-41.46%Dec 17, 2017352Dec 3, 2018476Mar 23, 2020828
-34.69%Nov 8, 201029Dec 6, 201058Feb 2, 201187
-32.57%Feb 22, 2021684Jan 6, 2023

Volatility Chart

The current 999 volatility is 3.04%, 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%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
3.04%
3.90%
999
Benchmark (^GSPC)
Portfolio components
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