2倍 美股+金
2倍标普500+黄金
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SSO ProShares Ultra S&P 500 | Leveraged Equities, Leveraged | 50% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2倍 美股+金, 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 Dec 3, 2008, corresponding to the inception date of UGL
Returns By Period
As of Nov 15, 2024, the 2倍 美股+金 returned 45.42% Year-To-Date and 16.86% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| 2倍 美股+金 | 45.42% | -1.79% | 16.72% | 60.60% | 21.02% | 16.86% |
| Portfolio components: | ||||||
UGL ProShares Ultra Gold | 41.37% | -7.75% | 10.55% | 54.50% | 14.42% | 8.79% |
SSO ProShares Ultra S&P 500 | 47.63% | 4.04% | 22.40% | 64.73% | 22.60% | 20.36% |
Monthly Returns
The table below presents the monthly returns of 2倍 美股+金, 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 | -0.56% | 5.15% | 11.26% | -1.53% | 5.58% | 2.63% | 5.69% | 3.59% | 6.93% | 2.77% | 45.42% | ||
| 2023 | 11.66% | -8.33% | 10.93% | 1.81% | -1.56% | 4.04% | 5.06% | -3.76% | -9.95% | 4.68% | 10.66% | 5.13% | 31.29% |
| 2022 | -7.15% | 3.51% | 4.14% | -10.93% | -4.09% | -9.80% | 6.61% | -7.69% | -12.79% | 5.63% | 13.29% | -3.84% | -23.84% |
| 2021 | -4.68% | -3.50% | 4.13% | 8.69% | 8.36% | -5.43% | 4.69% | 2.80% | -8.10% | 8.47% | -1.73% | 7.66% | 21.08% |
| 2020 | 4.05% | -8.31% | -13.07% | 19.12% | 6.91% | 4.24% | 15.11% | 5.70% | -8.28% | -3.57% | 5.48% | 10.20% | 37.73% |
| 2019 | 10.37% | 2.54% | 0.17% | 3.00% | -5.27% | 15.20% | 1.11% | 5.63% | -2.03% | 4.31% | 0.32% | 6.27% | 48.25% |
| 2018 | 8.76% | -6.50% | -2.20% | -0.88% | 0.87% | -3.01% | 1.23% | 1.08% | -0.11% | -5.15% | 1.66% | -2.64% | -7.48% |
| 2017 | 6.88% | 6.78% | -0.40% | 2.49% | 1.03% | -1.75% | 4.15% | 4.29% | -1.79% | 1.36% | 3.30% | 3.26% | 33.36% |
| 2016 | 0.42% | 12.27% | 4.25% | 5.08% | -4.96% | 8.94% | 5.61% | -3.18% | 0.20% | -4.87% | -4.24% | 0.56% | 20.02% |
| 2015 | 5.61% | -1.11% | -4.11% | 0.65% | 1.74% | -3.79% | -4.31% | -3.58% | -4.59% | 11.09% | -5.71% | -2.56% | -11.36% |
| 2014 | -0.35% | 10.98% | -2.68% | 1.15% | -0.89% | 8.13% | -5.00% | 4.20% | -7.27% | -1.04% | 2.42% | 0.57% | 9.16% |
| 2013 | 4.49% | -3.58% | 4.83% | -5.89% | -3.04% | -9.44% | 12.06% | 2.95% | -2.70% | 3.85% | -2.15% | -0.35% | -0.79% |
Expense Ratio
2倍 美股+金 has a high expense ratio of 0.93%, 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 risk-adjusted rank of 2倍 美股+金 is 76, placing it in the top 24% 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 | |
|---|---|---|---|---|---|
UGL ProShares Ultra Gold | 1.84 | 2.36 | 1.30 | 1.04 | 10.52 |
SSO ProShares Ultra S&P 500 | 2.71 | 3.30 | 1.46 | 3.16 | 16.55 |
Dividends
Dividend yield
2倍 美股+金 provided a 0.35% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.35% | 0.09% | 0.25% | 0.09% | 0.10% | 0.25% | 0.38% | 0.19% | 0.25% | 0.31% | 0.16% | 0.13% |
| Portfolio components: | ||||||||||||
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 | 0.69% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% | 0.32% | 0.26% |
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 2倍 美股+金. 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 2倍 美股+金 was 36.36%, occurring on Mar 20, 2020. Recovery took 73 trading sessions.
The current 2倍 美股+金 drawdown is 5.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.36% | Feb 24, 2020 | 20 | Mar 20, 2020 | 73 | Jul 6, 2020 | 93 |
| -35.81% | Mar 25, 2022 | 141 | Oct 14, 2022 | 325 | Feb 1, 2024 | 466 |
| -24.05% | Jan 23, 2015 | 248 | Jan 15, 2016 | 114 | Jun 29, 2016 | 362 |
| -22.43% | Oct 5, 2012 | 181 | Jun 27, 2013 | 165 | Feb 24, 2014 | 346 |
| -21.61% | Jan 29, 2018 | 229 | Dec 24, 2018 | 120 | Jun 18, 2019 | 349 |
Volatility
Volatility Chart
The current 2倍 美股+金 volatility is 6.33%, 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
| SSO | UGL | |
|---|---|---|
| SSO | 1.00 | 0.06 |
| UGL | 0.06 | 1.00 |