tecl+soxl+qld
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 5% |
QLD ProShares Ultra QQQ | Leveraged Equities, Leveraged | 30% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | Leveraged Equities, Leveraged | 30% |
SSO ProShares Ultra S&P 500 | Leveraged Equities, Leveraged | 5% |
TECL Direxion Daily Technology Bull 3X Shares | Leveraged Equities, Leveraged | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in tecl+soxl+qld, 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 Sep 21, 2024, the tecl+soxl+qld returned 24.67% Year-To-Date and 36.14% 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 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| tecl+soxl+qld | 24.67% | -5.53% | -2.60% | 84.36% | 36.74% | 36.56% |
| Portfolio components: | ||||||
TECL Direxion Daily Technology Bull 3X Shares | 25.72% | -4.76% | 1.85% | 92.39% | 39.54% | 39.82% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 7.24% | -16.96% | -27.54% | 89.17% | 25.07% | 34.70% |
QLD ProShares Ultra QQQ | 29.59% | 0.09% | 11.20% | 66.20% | 32.96% | 29.42% |
SSO ProShares Ultra S&P 500 | 36.84% | 2.10% | 15.20% | 64.52% | 23.18% | 20.38% |
BRK-B Berkshire Hathaway Inc. | 27.66% | 0.43% | 10.62% | 26.42% | 17.20% | 12.79% |
Monthly Returns
The table below presents the monthly returns of tecl+soxl+qld, 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 | 3.87% | 17.55% | 3.90% | -14.34% | 18.40% | 15.07% | -10.73% | -2.96% | 24.67% | ||||
| 2023 | 30.39% | -0.76% | 24.09% | -6.62% | 25.26% | 15.11% | 8.88% | -8.33% | -15.62% | -8.71% | 35.23% | 18.65% | 166.69% |
| 2022 | -22.03% | -10.13% | 4.05% | -31.31% | -0.80% | -28.80% | 37.30% | -19.27% | -28.57% | 9.38% | 23.64% | -23.13% | -70.89% |
| 2021 | 0.93% | 6.25% | 1.59% | 7.98% | -0.47% | 14.82% | 5.22% | 7.66% | -13.59% | 19.15% | 15.67% | 5.29% | 90.96% |
| 2020 | 1.52% | -16.42% | -36.95% | 33.42% | 15.94% | 16.54% | 16.60% | 25.00% | -11.52% | -7.93% | 38.66% | 13.18% | 79.71% |
| 2019 | 20.12% | 14.33% | 9.25% | 21.08% | -27.94% | 25.41% | 8.90% | -7.00% | 4.90% | 11.00% | 11.39% | 14.24% | 146.33% |
| 2018 | 20.71% | -3.68% | -9.83% | -6.64% | 19.56% | -4.28% | 7.17% | 12.11% | -2.67% | -24.31% | -0.64% | -20.36% | -21.56% |
| 2017 | 10.21% | 9.89% | 6.79% | 2.63% | 13.67% | -9.11% | 11.14% | 5.87% | 5.30% | 17.71% | 1.94% | -0.91% | 102.03% |
| 2016 | -15.65% | -0.97% | 21.74% | -10.50% | 14.57% | -4.52% | 21.90% | 6.70% | 6.50% | -3.33% | 7.43% | 5.32% | 50.82% |
| 2015 | -9.53% | 21.52% | -7.77% | 2.14% | 10.64% | -13.29% | 0.83% | -15.47% | -5.15% | 27.78% | 2.82% | -5.56% | -0.33% |
| 2014 | -5.59% | 13.70% | 3.17% | -2.25% | 10.25% | 9.42% | -2.43% | 12.76% | -2.31% | 1.96% | 14.29% | -3.73% | 57.45% |
| 2013 | 10.78% | 5.17% | 5.58% | 4.26% | 10.69% | -5.13% | 9.75% | -5.43% | 12.08% | 10.80% | 5.91% | 9.80% | 101.85% |
Expense Ratio
tecl+soxl+qld has a high expense ratio of 0.95%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of tecl+soxl+qld is 14, indicating that it is in the bottom 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
TECL Direxion Daily Technology Bull 3X Shares | 1.32 | 1.83 | 1.24 | 1.51 | 5.76 |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.83 | 1.60 | 1.21 | 1.03 | 3.34 |
QLD ProShares Ultra QQQ | 1.69 | 2.17 | 1.28 | 1.46 | 7.70 |
SSO ProShares Ultra S&P 500 | 2.30 | 2.87 | 1.38 | 1.74 | 13.60 |
BRK-B Berkshire Hathaway Inc. | 1.80 | 2.45 | 1.31 | 2.31 | 7.89 |
Dividends
Dividend yield
tecl+soxl+qld granted a 0.42% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| tecl+soxl+qld | 0.42% | 0.35% | 0.51% | 0.12% | 0.18% | 0.25% | 0.59% | 0.08% | 1.75% | 0.06% | 0.07% | 0.05% |
| Portfolio components: | ||||||||||||
TECL Direxion Daily Technology Bull 3X Shares | 0.34% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.74% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% |
QLD ProShares Ultra QQQ | 0.24% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
SSO ProShares Ultra S&P 500 | 0.55% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.50% | 0.63% | 0.33% | 0.26% |
BRK-B Berkshire Hathaway 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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the tecl+soxl+qld. 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 tecl+soxl+qld was 76.04%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.
The current tecl+soxl+qld drawdown is 26.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.04% | Dec 28, 2021 | 202 | Oct 14, 2022 | 349 | Mar 7, 2024 | 551 |
| -66.67% | Feb 20, 2020 | 22 | Mar 20, 2020 | 107 | Aug 21, 2020 | 129 |
| -51.35% | Aug 30, 2018 | 80 | Dec 24, 2018 | 77 | Apr 16, 2019 | 157 |
| -50.93% | Feb 18, 2011 | 127 | Aug 19, 2011 | 150 | Mar 26, 2012 | 277 |
| -43.06% | Apr 26, 2010 | 90 | Aug 31, 2010 | 65 | Dec 2, 2010 | 155 |
Volatility
Volatility Chart
The current tecl+soxl+qld volatility is 21.53%, 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
| BRK-B | SOXL | QLD | TECL | SSO | |
|---|---|---|---|---|---|
| BRK-B | 1.00 | 0.50 | 0.56 | 0.56 | 0.73 |
| SOXL | 0.50 | 1.00 | 0.83 | 0.85 | 0.78 |
| QLD | 0.56 | 0.83 | 1.00 | 0.96 | 0.90 |
| TECL | 0.56 | 0.85 | 0.96 | 1.00 | 0.89 |
| SSO | 0.73 | 0.78 | 0.90 | 0.89 | 1.00 |