cheat

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

cheat

Currency in USD · Last updated May 25, 2025

completely cheating weekly

This portfolio is just for amusement. It obviously cannot be bought.

Until vix futures undergo backwardation, outpreformance is basically gauranteed.

Asset Allocation

Position	Category/Sector	Target Weight
^FVX Treasury Yield 5 Years		35%
^VIX CBOE Volatility Index		20%
^VXN CBOE NASDAQ 100 Voltility Index		20%
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	-360%
BTAL AGFiQ US Market Neutral Anti-Beta Fund	Long-Short	45%
DBSCX Doubleline Selective Credit Fund	Multisector Bonds	50%
HICOX Colorado Bond Shares A Tax Exempt Fund	Municipal Bonds	50%
NVDA NVIDIA Corporation	Technology	50%
OSTIX Osterweis Strategic Income Fund	High Yield Bonds	50%
QQQ Invesco QQQ	Large Cap Blend Equities	90%
SOXL Direxion Daily Semiconductor Bull 3x Shares	Leveraged Equities, Leveraged	-50%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	90%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 4, 2014, corresponding to the inception date of DBSCX

Returns By Period

As of May 25, 2025, the cheat returned 31.27% Year-To-Date and 74.13% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-2.79%	9.39%	14.45%	10.68%
cheat	31.27%	4.87%	33.13%	147.71%	80.03%	74.13%
Portfolio components:
SPY SPDR S&P 500 ETF	-0.89%	5.17%	-2.13%	10.77%	16.09%	12.57%
QQQ Invesco QQQ	-0.24%	7.76%	0.99%	11.88%	18.00%	17.56%
^VXN CBOE NASDAQ 100 Voltility Index	26.96%	-10.86%	36.19%	61.49%	-2.94%	5.26%
^VIX CBOE Volatility Index	28.47%	-10.27%	46.26%	86.84%	-4.57%	4.72%
BIL SPDR Barclays 1-3 Month T-Bill ETF	1.66%	0.33%	2.14%	4.71%	2.60%	1.78%
^FVX Treasury Yield 5 Years	-6.89%	4.99%	-5.12%	-9.94%	65.04%	10.34%
BTAL AGFiQ US Market Neutral Anti-Beta Fund	4.71%	-3.44%	5.34%	4.46%	-3.03%	1.26%
TLT iShares 20+ Year Treasury Bond ETF	-1.82%	-4.53%	-4.45%	-3.60%	-10.17%	-1.12%
OSTIX Osterweis Strategic Income Fund	1.53%	0.87%	2.10%	6.50%	6.77%	4.59%
DBSCX Doubleline Selective Credit Fund	2.81%	0.76%	3.07%	8.87%	4.64%	4.06%
HICOX Colorado Bond Shares A Tax Exempt Fund	0.62%	1.28%	0.69%	6.09%	4.53%	4.47%
SOXL Direxion Daily Semiconductor Bull 3x Shares	-42.22%	27.47%	-44.46%	-69.10%	11.22%	21.57%
NVDA NVIDIA Corporation	-2.23%	18.27%	-7.49%	23.34%	70.95%	74.49%

*Annualized

Monthly Returns

The table below presents the monthly returns of cheat, 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	-2.64%	14.27%	1.05%	11.35%	4.86%								31.27%
2024	22.84%	7.76%	5.89%	9.02%	3.49%	6.73%	18.93%	2.49%	8.71%	27.10%	-5.82%	5.96%	183.64%
2023	1.39%	11.91%	1.62%	7.71%	7.83%	3.47%	2.02%	9.86%	3.52%	6.58%	-9.73%	-17.52%	27.59%
2022	24.08%	3.99%	13.20%	13.47%	-14.17%	2.07%	-9.82%	13.92%	1.34%	10.50%	-8.70%	1.69%	55.07%
2021	21.41%	13.34%	3.41%	13.81%	-3.65%	16.63%	2.62%	10.56%	14.96%	10.82%	11.52%	-11.41%	159.88%
2020	17.12%	40.62%	10.39%	-2.62%	7.67%	1.04%	-3.51%	31.89%	-1.58%	17.61%	-29.49%	-1.79%	96.50%
2019	-9.61%	-5.60%	7.71%	-11.06%	20.13%	-7.48%	-0.65%	5.89%	-4.91%	-2.15%	3.46%	-1.95%	-9.79%
2018	26.18%	10.34%	5.29%	5.80%	-6.14%	12.30%	-2.59%	9.30%	6.74%	21.61%	-19.08%	9.26%	99.77%
2017	-5.22%	0.79%	-2.44%	-1.15%	14.37%	17.11%	0.61%	-1.40%	-4.70%	4.90%	9.16%	4.15%	39.15%
2016	-2.62%	-1.40%	-7.15%	11.05%	5.36%	1.75%	-6.19%	4.84%	0.60%	17.47%	7.85%	14.56%	52.41%
2015	-0.93%	-7.90%	2.46%	5.98%	-10.78%	21.17%	3.83%	34.61%	-5.35%	-2.54%	7.66%	11.08%	65.18%
2014								-4.71%	13.84%	1.59%	-1.95%	12.77%	21.84%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

cheat has a high expense ratio of 0.95%, 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.

QQQ

Invesco QQQ

SPY

SPDR S&P 500 ETF

SOXL

Direxion Daily Semiconductor Bull 3x Shares

OSTIX

Osterweis Strategic Income Fund

HICOX

Colorado Bond Shares A Tax Exempt Fund

BIL

SPDR Barclays 1-3 Month T-Bill ETF

BTAL

AGFiQ US Market Neutral Anti-Beta Fund

TLT

iShares 20+ Year Treasury Bond ETF

DBSCX

Doubleline Selective Credit Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, cheat is among the top 4% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SPY SPDR S&P 500 ETF	0.56	0.92	1.14	0.60	2.28
QQQ Invesco QQQ	0.50	0.92	1.13	0.60	1.95
^VXN CBOE NASDAQ 100 Voltility Index	0.46	1.61	1.19	0.62	1.44
^VIX CBOE Volatility Index	0.42	2.11	1.26	0.85	1.50
BIL SPDR Barclays 1-3 Month T-Bill ETF	19.93	293.27	203.45	423.74	4,762.24
^FVX Treasury Yield 5 Years	-0.40	-0.44	0.95	-0.32	-0.83
BTAL AGFiQ US Market Neutral Anti-Beta Fund	0.24	0.44	1.05	0.15	0.58
TLT iShares 20+ Year Treasury Bond ETF	-0.23	-0.15	0.98	-0.06	-0.31
OSTIX Osterweis Strategic Income Fund	3.13	4.46	1.93	2.80	15.16
DBSCX Doubleline Selective Credit Fund	3.22	4.97	1.67	5.50	16.65
HICOX Colorado Bond Shares A Tax Exempt Fund	1.48	2.12	1.40	1.75	7.18
SOXL Direxion Daily Semiconductor Bull 3x Shares	-0.52	-0.32	0.96	-0.76	-1.19
NVDA NVIDIA Corporation	0.44	0.86	1.11	0.54	1.31

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

cheat Sharpe ratios as of May 25, 2025 (values are recalculated daily):

1-Year: 2.40
5-Year: 1.56
10-Year: 1.42
All Time: 1.33

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of cheat compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

cheat provided a -5.15% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	-5.15%	-6.19%	-4.31%	5.60%	7.95%	7.31%	2.90%	5.03%	9.43%	10.86%	13.43%	10.33%
Portfolio components:
SPY SPDR S&P 500 ETF	1.24%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%	1.87%
QQQ Invesco QQQ	0.59%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
^VXN CBOE NASDAQ 100 Voltility 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%
^VIX CBOE Volatility 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%
BIL SPDR Barclays 1-3 Month T-Bill ETF	4.68%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%	0.00%
^FVX Treasury Yield 5 Years	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BTAL AGFiQ US Market Neutral Anti-Beta Fund	3.33%	3.49%	6.14%	1.00%	0.00%	0.00%	0.88%	0.39%	0.00%	0.00%	0.00%	0.00%
TLT iShares 20+ Year Treasury Bond ETF	4.48%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%	2.67%
OSTIX Osterweis Strategic Income Fund	5.95%	5.26%	5.72%	4.72%	4.03%	3.85%	4.74%	4.66%	4.58%	5.23%	5.98%	5.30%
DBSCX Doubleline Selective Credit Fund	6.90%	7.10%	6.77%	6.68%	4.68%	4.67%	6.05%	7.45%	9.04%	9.75%	9.53%	2.40%
HICOX Colorado Bond Shares A Tax Exempt Fund	5.57%	5.44%	4.99%	4.64%	3.93%	4.15%	4.12%	4.55%	4.74%	5.53%	4.14%	4.85%
SOXL Direxion Daily Semiconductor Bull 3x Shares	2.23%	1.18%	0.51%	1.08%	0.04%	0.05%	0.38%	1.30%	0.09%	4.84%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%

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 cheat. 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 cheat was 35.98%, occurring on Jan 19, 2021. Recovery took 33 trading sessions.

The current cheat drawdown is 15.05%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.98%	Oct 30, 2020	54	Jan 19, 2021	33	Mar 8, 2021	87
-35.07%	Oct 26, 2018	185	Jul 24, 2019	147	Feb 24, 2020	332
-34.04%	Feb 6, 2018	23	Mar 9, 2018	125	Sep 6, 2018	148
-30.53%	Oct 26, 2023	44	Dec 27, 2023	54	Mar 13, 2024	98
-30.38%	Aug 25, 2015	42	Oct 22, 2015	49	Jan 4, 2016	91

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 13 assets, with an effective number of assets of 0.06, 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

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

	^GSPC	BIL	HICOX	DBSCX	TLT	^FVX	OSTIX	BTAL	NVDA	^VXN	^VIX	SOXL	QQQ	SPY	Portfolio
^GSPC	1.00	-0.00	0.03	0.01	-0.16	0.18	0.47	-0.52	0.63	-0.75	-0.78	0.78	0.91	1.00	-0.52
BIL	-0.00	1.00	0.05	0.02	0.01	-0.02	0.02	0.01	0.00	-0.00	-0.00	0.00	-0.01	0.00	-0.04
HICOX	0.03	0.05	1.00	0.35	0.41	-0.38	0.13	0.01	0.05	0.00	0.02	0.02	0.05	0.03	-0.04
DBSCX	0.01	0.02	0.35	1.00	0.51	-0.46	0.15	0.01	0.02	0.03	0.04	-0.00	0.03	0.01	-0.04
TLT	-0.16	0.01	0.41	0.51	1.00	-0.76	-0.02	0.17	-0.07	0.12	0.14	-0.14	-0.11	-0.16	-0.04
^FVX	0.18	-0.02	-0.38	-0.46	-0.76	1.00	0.04	-0.21	0.09	-0.13	-0.16	0.14	0.11	0.18	0.12
OSTIX	0.47	0.02	0.13	0.15	-0.02	0.04	1.00	-0.39	0.32	-0.33	-0.33	0.39	0.42	0.47	-0.25
BTAL	-0.52	0.01	0.01	0.01	0.17	-0.21	-0.39	1.00	-0.37	0.38	0.40	-0.50	-0.46	-0.52	0.40
NVDA	0.63	0.00	0.05	0.02	-0.07	0.09	0.32	-0.37	1.00	-0.54	-0.52	0.79	0.73	0.63	-0.33
^VXN	-0.75	-0.00	0.00	0.03	0.12	-0.13	-0.33	0.38	-0.54	1.00	0.90	-0.63	-0.73	-0.75	0.71
^VIX	-0.78	-0.00	0.02	0.04	0.14	-0.16	-0.33	0.40	-0.52	0.90	1.00	-0.62	-0.71	-0.77	0.72
SOXL	0.78	0.00	0.02	-0.00	-0.14	0.14	0.39	-0.50	0.79	-0.63	-0.62	1.00	0.83	0.77	-0.63
QQQ	0.91	-0.01	0.05	0.03	-0.11	0.11	0.42	-0.46	0.73	-0.73	-0.71	0.83	1.00	0.91	-0.50
SPY	1.00	0.00	0.03	0.01	-0.16	0.18	0.47	-0.52	0.63	-0.75	-0.77	0.77	0.91	1.00	-0.52
Portfolio	-0.52	-0.04	-0.04	-0.04	-0.04	0.12	-0.25	0.40	-0.33	0.71	0.72	-0.63	-0.50	-0.52	1.00

The correlation results are calculated based on daily price changes starting from Aug 5, 2014

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

cheat

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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Screeners

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