Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged
This is a 2x leveraged version of the popular Ray Dalio's All Weather Portfolio.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 4.17% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 4.17% |
DIG ProShares Ultra Oil & Gas | Leveraged Equities, Leveraged | 7.50% |
GOOGL Alphabet Inc. | Communication Services | 4.17% |
MSFT Microsoft Corporation | Technology | 4.17% |
NVDA NVIDIA Corporation | Technology | 4.17% |
SSO ProShares Ultra S&P 500 | Leveraged Equities, Leveraged | 30% |
TSLA Tesla, Inc. | Consumer Cyclical | 4.17% |
UBT ProShares Ultra 20+ Year Treasury | Leveraged Bonds, Leveraged | 15% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 7.50% |
UST ProShares Ultra 7-10 Year Treasury | Leveraged Bonds, Leveraged | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged, 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 Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Sep 14, 2024, the Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged returned 23.43% Year-To-Date and 18.35% 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 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged | 23.33% | 1.99% | 15.75% | 33.87% | 21.50% | 18.29% |
| Portfolio components: | ||||||
UBT ProShares Ultra 20+ Year Treasury | 2.43% | 6.00% | 17.37% | 15.14% | -13.76% | -2.44% |
DIG ProShares Ultra Oil & Gas | 1.50% | -10.26% | -13.52% | -15.97% | 5.10% | -7.61% |
UST ProShares Ultra 7-10 Year Treasury | 5.55% | 4.06% | 12.55% | 13.38% | -4.45% | 0.26% |
UGL ProShares Ultra Gold | 45.34% | 5.31% | 35.42% | 62.23% | 14.02% | 8.51% |
SSO ProShares Ultra S&P 500 | 33.29% | 2.12% | 15.78% | 50.77% | 21.88% | 19.53% |
MSFT Microsoft Corporation | 15.13% | 2.90% | 3.55% | 31.37% | 26.71% | 26.71% |
TSLA Tesla, Inc. | -7.32% | 6.56% | 32.50% | -16.07% | 70.26% | 29.65% |
NVDA NVIDIA Corporation | 140.55% | -4.39% | 34.67% | 171.38% | 93.14% | 74.73% |
AAPL Apple Inc | 12.62% | -4.44% | 24.66% | 24.06% | 32.12% | 25.51% |
GOOGL Alphabet Inc. | 13.00% | -3.25% | 6.89% | 14.88% | 20.77% | 18.01% |
AMZN Amazon.com, Inc. | 21.69% | 4.42% | 5.97% | 31.70% | 15.32% | 27.37% |
Monthly Returns
The table below presents the monthly returns of Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged, 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 | -0.28% | 4.24% | 5.87% | -5.44% | 6.17% | 4.85% | 3.30% | 1.50% | 23.33% | ||||
| 2023 | 13.12% | -4.61% | 8.47% | 1.07% | 0.89% | 6.30% | 3.27% | -2.40% | -8.07% | -4.54% | 12.72% | 7.33% | 35.78% |
| 2022 | -4.55% | -0.53% | 3.58% | -14.48% | 0.26% | -11.37% | 12.90% | -7.27% | -14.30% | 5.73% | 8.27% | -8.96% | -30.13% |
| 2021 | -1.37% | 1.58% | 1.42% | 7.25% | 1.71% | 4.88% | 3.00% | 2.96% | -4.94% | 10.95% | 1.42% | 1.62% | 34.00% |
| 2020 | 5.77% | -3.49% | -9.45% | 19.32% | 4.69% | 4.00% | 9.17% | 9.55% | -7.37% | -4.65% | 13.84% | 5.48% | 52.32% |
| 2019 | 8.32% | 2.37% | 4.76% | 1.85% | -5.93% | 9.59% | 1.71% | 2.51% | 0.27% | 3.54% | 2.83% | 4.53% | 41.92% |
| 2018 | 6.16% | -5.63% | -2.41% | 0.90% | 4.09% | 0.93% | 1.86% | 4.05% | -1.22% | -8.49% | 0.49% | -5.21% | -5.43% |
| 2017 | 3.27% | 3.58% | 0.91% | 2.11% | 3.86% | -0.38% | 2.28% | 2.44% | 0.61% | 3.33% | 2.20% | 2.26% | 29.82% |
| 2016 | -2.36% | 2.46% | 7.26% | 1.21% | 2.03% | 3.97% | 5.83% | -0.79% | 1.22% | -3.92% | -0.37% | 3.25% | 21.01% |
| 2015 | 2.89% | 1.63% | -2.21% | 2.74% | -0.25% | -4.12% | 2.80% | -4.69% | -1.15% | 9.72% | 0.36% | -3.16% | 3.77% |
| 2014 | 0.34% | 7.43% | -0.95% | 1.95% | 3.30% | 3.82% | -2.32% | 6.97% | -4.56% | 1.76% | 2.97% | -0.59% | 21.28% |
| 2013 | 3.45% | 0.69% | 3.37% | 4.38% | 3.69% | -3.11% | 5.91% | -0.47% | 3.48% | 5.15% | 0.62% | 1.25% | 31.93% |
Expense Ratio
Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged features an expense ratio of 0.70%, 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 rank of Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
UBT ProShares Ultra 20+ Year Treasury | 0.43 | 0.81 | 1.09 | 0.18 | 1.04 |
DIG ProShares Ultra Oil & Gas | -0.50 | -0.50 | 0.94 | -0.28 | -1.18 |
UST ProShares Ultra 7-10 Year Treasury | 0.81 | 1.23 | 1.14 | 0.27 | 2.26 |
UGL ProShares Ultra Gold | 2.24 | 2.89 | 1.36 | 1.11 | 12.36 |
SSO ProShares Ultra S&P 500 | 1.86 | 2.40 | 1.32 | 1.40 | 9.44 |
MSFT Microsoft Corporation | 1.41 | 1.90 | 1.24 | 1.81 | 5.54 |
TSLA Tesla, Inc. | -0.31 | -0.09 | 0.99 | -0.25 | -0.63 |
NVDA NVIDIA Corporation | 3.12 | 3.40 | 1.43 | 5.97 | 19.14 |
AAPL Apple Inc | 1.06 | 1.64 | 1.20 | 1.42 | 3.35 |
GOOGL Alphabet Inc. | 0.50 | 0.84 | 1.12 | 0.65 | 1.90 |
AMZN Amazon.com, Inc. | 0.96 | 1.46 | 1.19 | 0.77 | 4.46 |
Dividends
Dividend yield
Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged granted a 1.41% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged | 1.41% | 1.21% | 0.44% | 0.31% | 0.49% | 0.90% | 1.05% | 0.73% | 0.68% | 0.88% | 1.26% | 0.41% |
| Portfolio components: | ||||||||||||
UBT ProShares Ultra 20+ Year Treasury | 3.43% | 3.54% | 0.30% | 0.00% | 0.26% | 1.50% | 1.55% | 1.37% | 1.04% | 1.56% | 0.79% | 0.17% |
DIG ProShares Ultra Oil & Gas | 2.10% | 0.61% | 1.33% | 2.24% | 3.18% | 2.72% | 2.30% | 1.76% | 1.09% | 1.56% | 0.87% | 0.43% |
UST ProShares Ultra 7-10 Year Treasury | 3.38% | 3.49% | 0.47% | 0.27% | 0.53% | 1.42% | 1.71% | 0.84% | 0.64% | 0.75% | 4.91% | 0.00% |
UGL ProShares Ultra Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SSO ProShares Ultra S&P 500 | 0.56% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.50% | 0.63% | 0.33% | 0.26% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, 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 Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged. 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 Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged was 35.01%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.01% | Dec 28, 2021 | 202 | Oct 14, 2022 | 349 | Mar 7, 2024 | 551 |
| -30.24% | Feb 20, 2020 | 20 | Mar 18, 2020 | 48 | May 27, 2020 | 68 |
| -19.46% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -13.28% | Sep 3, 2020 | 41 | Oct 30, 2020 | 17 | Nov 24, 2020 | 58 |
| -13.1% | Apr 28, 2015 | 84 | Aug 25, 2015 | 45 | Oct 28, 2015 | 129 |
Volatility
Volatility Chart
The current Edited with equities Ray Dalio All Weather Portfolio 2x Leveraged volatility is 4.89%, 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
| UGL | UST | UBT | TSLA | DIG | NVDA | AAPL | AMZN | MSFT | GOOGL | SSO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| UGL | 1.00 | 0.30 | 0.24 | 0.02 | 0.10 | 0.02 | 0.03 | 0.01 | 0.02 | 0.02 | 0.03 |
| UST | 0.30 | 1.00 | 0.90 | -0.10 | -0.30 | -0.14 | -0.14 | -0.12 | -0.15 | -0.16 | -0.26 |
| UBT | 0.24 | 0.90 | 1.00 | -0.11 | -0.32 | -0.14 | -0.15 | -0.13 | -0.16 | -0.18 | -0.28 |
| TSLA | 0.02 | -0.10 | -0.11 | 1.00 | 0.23 | 0.39 | 0.37 | 0.38 | 0.35 | 0.36 | 0.44 |
| DIG | 0.10 | -0.30 | -0.32 | 0.23 | 1.00 | 0.30 | 0.31 | 0.28 | 0.32 | 0.34 | 0.61 |
| NVDA | 0.02 | -0.14 | -0.14 | 0.39 | 0.30 | 1.00 | 0.47 | 0.50 | 0.54 | 0.50 | 0.60 |
| AAPL | 0.03 | -0.14 | -0.15 | 0.37 | 0.31 | 0.47 | 1.00 | 0.50 | 0.55 | 0.54 | 0.63 |
| AMZN | 0.01 | -0.12 | -0.13 | 0.38 | 0.28 | 0.50 | 0.50 | 1.00 | 0.57 | 0.64 | 0.62 |
| MSFT | 0.02 | -0.15 | -0.16 | 0.35 | 0.32 | 0.54 | 0.55 | 0.57 | 1.00 | 0.63 | 0.72 |
| GOOGL | 0.02 | -0.16 | -0.18 | 0.36 | 0.34 | 0.50 | 0.54 | 0.64 | 0.63 | 1.00 | 0.69 |
| SSO | 0.03 | -0.26 | -0.28 | 0.44 | 0.61 | 0.60 | 0.63 | 0.62 | 0.72 | 0.69 | 1.00 |