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IdleBill ProfG Mix
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TQQQ 34%VOO 33%SCHD 33%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
33%
TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged
34%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
33%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IdleBill ProfG Mix, 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


-5.00%0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
20.58%
13.50%
IdleBill ProfG Mix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Oct 12, 2024, the IdleBill ProfG Mix returned 31.68% Year-To-Date and 26.29% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
21.91%4.70%13.50%33.69%14.40%11.99%
IdleBill ProfG Mix31.68%8.69%20.58%54.57%28.68%26.29%
VOO
Vanguard S&P 500 ETF
23.17%4.89%14.20%35.55%16.23%14.03%
SCHD
Schwab US Dividend Equity ETF
22.13%6.56%18.24%33.29%17.46%16.29%
TQQQ
ProShares UltraPro QQQ
48.12%15.44%27.43%93.99%37.16%38.49%

Monthly Returns

The table below presents the monthly returns of IdleBill ProfG Mix, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.87%7.36%3.90%-7.67%8.25%8.33%-0.07%1.79%3.56%31.68%
202313.81%-3.10%11.67%0.24%6.82%10.60%6.09%-3.29%-7.85%-4.69%16.34%9.54%67.47%
2022-11.26%-6.03%5.09%-16.71%-0.80%-12.92%17.36%-8.65%-16.43%9.26%8.24%-11.92%-41.15%
2021-0.80%2.43%5.46%8.73%-0.60%7.98%3.85%6.09%-8.38%12.14%1.17%4.36%49.48%
20202.20%-11.98%-20.99%24.08%9.95%8.01%11.42%17.22%-9.61%-4.23%19.29%8.24%52.88%
201913.82%5.53%5.70%8.10%-13.29%12.87%3.14%-3.68%3.21%5.44%6.53%6.51%64.78%
201812.68%-5.24%-6.26%-0.40%7.31%1.27%5.25%7.96%-0.04%-13.24%1.04%-12.85%-6.00%
20175.70%7.21%2.27%3.17%5.08%-2.41%5.49%1.91%1.59%6.68%4.32%1.96%51.93%
2016-9.45%-1.56%11.19%-3.18%5.15%-1.54%9.90%1.09%2.26%-2.68%2.69%2.92%16.06%
2015-4.32%11.05%-3.91%2.31%2.76%-3.92%5.52%-11.45%-3.56%18.64%0.74%-2.98%7.77%
2014-4.80%8.00%-1.66%0.14%5.73%4.47%0.02%7.85%-1.17%3.69%6.88%-3.15%27.98%
20136.16%1.32%5.79%4.04%4.96%-3.71%10.14%-2.70%7.52%8.12%5.50%5.12%65.28%

Expense Ratio

IdleBill ProfG Mix features an expense ratio of 0.35%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IdleBill ProfG Mix is 35, 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.


The Risk-Adjusted Performance Rank of IdleBill ProfG Mix is 3535
IdleBill ProfG Mix
The Sharpe Ratio Rank of IdleBill ProfG Mix is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of IdleBill ProfG Mix is 2929Sortino Ratio Rank
The Omega Ratio Rank of IdleBill ProfG Mix is 3131Omega Ratio Rank
The Calmar Ratio Rank of IdleBill ProfG Mix is 4141Calmar Ratio Rank
The Martin Ratio Rank of IdleBill ProfG Mix is 3333Martin 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.


IdleBill ProfG Mix
Sharpe ratio
The chart of Sharpe ratio for IdleBill ProfG Mix, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for IdleBill ProfG Mix, currently valued at 2.89, compared to the broader market-2.000.002.004.006.002.89
Omega ratio
The chart of Omega ratio for IdleBill ProfG Mix, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for IdleBill ProfG Mix, currently valued at 2.06, compared to the broader market0.002.004.006.008.0010.0012.002.06
Martin ratio
The chart of Martin ratio for IdleBill ProfG Mix, currently valued at 12.23, compared to the broader market0.0010.0020.0030.0040.0050.0012.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.63, compared to the broader market0.002.004.002.63
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.32, compared to the broader market0.002.004.006.008.0010.0012.002.32
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.07, compared to the broader market0.0010.0020.0030.0040.0050.0016.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.793.731.512.9917.39
SCHD
Schwab US Dividend Equity ETF
2.723.931.482.8015.22
TQQQ
ProShares UltraPro QQQ
1.752.181.291.427.48

Sharpe Ratio

The current IdleBill ProfG Mix Sharpe ratio is 2.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.12 to 2.90, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of IdleBill ProfG Mix with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.28
2.63
IdleBill ProfG Mix
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IdleBill ProfG Mix granted a 3.67% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IdleBill ProfG Mix3.67%2.63%1.87%2.25%3.19%3.59%2.67%2.77%2.67%2.20%2.32%1.87%
VOO
Vanguard S&P 500 ETF
1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
8.54%5.21%3.39%5.57%8.11%8.93%5.90%6.62%6.09%4.56%5.15%3.82%
TQQQ
ProShares UltraPro QQQ
1.28%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober00
IdleBill ProfG Mix
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IdleBill ProfG Mix. 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 IdleBill ProfG Mix was 48.17%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.17%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-45.62%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-30.79%Oct 4, 201856Dec 24, 201870Apr 5, 2019126
-21.86%Nov 4, 201568Feb 11, 2016106Jul 14, 2016174
-21.37%Jul 21, 201526Aug 25, 201548Nov 2, 201574

Volatility

Volatility Chart

The current IdleBill ProfG Mix volatility is 5.02%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
5.02%
2.82%
IdleBill ProfG Mix
Benchmark (^GSPC)
Portfolio components

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.

SCHDTQQQVOO
SCHD1.000.670.86
TQQQ0.671.000.90
VOO0.860.901.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011