Juiced
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 33.33% |
XMMO Invesco S&P MidCap Momentum ETF | Mid Cap Growth Equities | 33.33% |
XSMO Invesco S&P SmallCap Momentum ETF | Small Cap Growth Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Juiced, 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 Oct 12, 2015, corresponding to the inception date of SPMO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| Juiced | 42.99% | 9.38% | 17.97% | 54.30% | 17.91% | N/A |
| Portfolio components: | ||||||
SPMO Invesco S&P 500® Momentum ETF | 49.00% | 6.91% | 16.13% | 59.62% | 20.38% | N/A |
XMMO Invesco S&P MidCap Momentum ETF | 50.23% | 10.65% | 18.60% | 60.15% | 18.35% | 16.34% |
XSMO Invesco S&P SmallCap Momentum ETF | 28.56% | 10.58% | 18.70% | 41.38% | 14.26% | 12.41% |
Monthly Returns
The table below presents the monthly returns of Juiced, 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 | 2.53% | 10.44% | 5.24% | -5.05% | 6.59% | 1.48% | 5.09% | 0.11% | 1.34% | -0.10% | 10.07% | 42.99% | |
| 2023 | 3.03% | -2.14% | -2.13% | -0.36% | -3.22% | 8.43% | 3.72% | 0.37% | -2.47% | -4.27% | 9.61% | 9.07% | 19.87% |
| 2022 | -8.50% | 0.95% | 1.88% | -7.04% | 1.05% | -10.32% | 11.52% | -3.61% | -8.49% | 13.36% | 3.42% | -5.93% | -13.98% |
| 2021 | 2.89% | 1.29% | 1.47% | 1.92% | -0.27% | 4.75% | -0.39% | 2.84% | -3.17% | 6.99% | -1.84% | 2.05% | 19.69% |
| 2020 | 1.91% | -8.48% | -13.52% | 10.71% | 8.14% | 2.04% | 8.41% | 5.07% | -1.14% | -1.12% | 9.67% | 5.50% | 26.92% |
| 2019 | 11.47% | 6.84% | 0.88% | 2.68% | -4.53% | 5.55% | 1.43% | -1.48% | -0.01% | 1.11% | 2.21% | 1.62% | 30.44% |
| 2018 | 5.54% | -0.62% | -0.39% | 0.58% | 6.58% | 0.44% | 1.96% | 8.42% | -0.34% | -11.81% | 1.72% | -9.52% | 0.60% |
| 2017 | 1.78% | 3.87% | 0.56% | 2.82% | 1.98% | 2.29% | 1.33% | 0.57% | 2.60% | 4.23% | 3.65% | 0.63% | 29.61% |
| 2016 | -9.01% | -0.14% | 6.56% | 1.07% | 1.57% | -0.77% | 6.70% | 0.33% | 0.49% | -4.67% | 3.93% | 0.70% | 5.84% |
| 2015 | 1.61% | 2.11% | -2.89% | 0.74% |
Expense Ratio
Juiced features an expense ratio of 0.28%, 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 risk-adjusted rank of Juiced is 88, placing it in the top 12% 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 | |
|---|---|---|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | 3.27 | 4.20 | 1.58 | 4.41 | 18.31 |
XMMO Invesco S&P MidCap Momentum ETF | 3.05 | 4.13 | 1.51 | 5.44 | 20.59 |
XSMO Invesco S&P SmallCap Momentum ETF | 1.92 | 2.77 | 1.34 | 2.93 | 12.55 |
Dividends
Dividend yield
Juiced provided a 0.40% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.40% | 1.13% | 1.43% | 0.41% | 0.90% | 0.89% | 0.63% | 0.42% | 0.82% | 0.45% | 0.85% | 0.74% |
| Portfolio components: | ||||||||||||
SPMO Invesco S&P 500® Momentum ETF | 0.44% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% | 0.00% |
XMMO Invesco S&P MidCap Momentum ETF | 0.29% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.31% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.46% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.65% | 0.28% | 0.30% | 0.35% | 1.31% | 0.91% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Juiced. 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 Juiced was 35.46%, occurring on Mar 23, 2020. Recovery took 90 trading sessions.
The current Juiced drawdown is 0.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.46% | Feb 18, 2020 | 25 | Mar 23, 2020 | 90 | Jul 30, 2020 | 115 |
| -26.73% | Nov 9, 2021 | 221 | Sep 26, 2022 | 331 | Jan 22, 2024 | 552 |
| -25.32% | Sep 5, 2018 | 77 | Dec 24, 2018 | 89 | May 3, 2019 | 166 |
| -19.27% | Nov 30, 2015 | 51 | Feb 11, 2016 | 113 | Jul 25, 2016 | 164 |
| -11.02% | Feb 16, 2021 | 13 | Mar 4, 2021 | 80 | Jun 28, 2021 | 93 |
Volatility
Volatility Chart
The current Juiced volatility is 5.92%, 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
| SPMO | XSMO | XMMO | |
|---|---|---|---|
| SPMO | 1.00 | 0.63 | 0.71 |
| XSMO | 0.63 | 1.00 | 0.86 |
| XMMO | 0.71 | 0.86 | 1.00 |