Rick's UltraPro
There are only 4 markets:
1. Low rates: Stocks (especially growth QQQ) does well. So invest 25% in TQQQ 2. Rising rates: Invest in gold. So 25% in UGL 3. Falling rates: Long term bonds 4. High rates: Short term bonds
Long term bonds + short bonds == go bullish on USD (since you can only buy bonds with dollars). Thus 50% in YCS + EUO
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EUO ProShares UltraShort Euro | Leveraged Currency, Leveraged | 25% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 25% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 25% |
YCS ProShares UltraShort Yen | Leveraged Currency, Leveraged | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's UltraPro, 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 Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of Sep 14, 2024, the Rick's UltraPro returned 23.33% Year-To-Date and 19.28% 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 | 17.95% | 3.13% | 9.95% | 24.88% | 13.37% | 10.92% |
| Rick's UltraPro | 23.33% | -0.78% | 12.27% | 34.02% | 23.68% | 19.14% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 33.83% | -1.88% | 17.47% | 72.05% | 33.71% | 34.01% |
YCS ProShares UltraShort Yen | 8.22% | -8.03% | -5.59% | 2.11% | 14.92% | 7.21% |
EUO ProShares UltraShort Euro | 3.29% | -0.56% | -0.59% | -2.37% | 2.15% | 4.67% |
UGL ProShares Ultra Gold | 45.34% | 5.31% | 35.78% | 62.23% | 13.71% | 8.36% |
Monthly Returns
The table below presents the monthly returns of Rick's UltraPro, 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 | 3.76% | 5.06% | 5.48% | 0.90% | 3.84% | 6.39% | -2.93% | -0.80% | 23.33% | ||||
| 2023 | 10.12% | -0.29% | 9.36% | 1.05% | 8.18% | 5.20% | 2.96% | -0.58% | -3.51% | 2.65% | 6.68% | 2.57% | 53.18% |
| 2022 | -6.77% | 0.53% | 5.97% | -4.27% | -4.89% | -0.53% | 8.59% | -3.79% | -6.27% | 2.06% | 1.17% | -9.38% | -17.58% |
| 2021 | -0.86% | -2.19% | 3.94% | 4.42% | 2.29% | 2.86% | 2.54% | 3.56% | -4.96% | 8.10% | 1.53% | 2.80% | 26.11% |
| 2020 | 4.77% | -5.04% | -9.08% | 14.93% | 6.50% | 6.53% | 7.17% | 9.11% | -8.62% | -3.16% | 3.97% | 5.91% | 34.43% |
| 2019 | 8.04% | 3.77% | 3.04% | 4.31% | -7.00% | 8.60% | 3.60% | 1.15% | 0.10% | 3.36% | 3.15% | 4.00% | 41.57% |
| 2018 | 5.34% | -3.18% | -4.10% | 1.87% | 5.25% | 0.11% | 1.37% | 3.84% | 0.52% | -4.60% | 0.13% | -4.16% | 1.68% |
| 2017 | 3.45% | 5.83% | 0.77% | 1.87% | 1.20% | -3.37% | 1.55% | 3.15% | -0.79% | 4.39% | 0.20% | 1.28% | 20.98% |
| 2016 | -1.99% | 1.48% | 0.75% | -3.07% | 2.81% | -0.70% | 5.64% | -0.10% | 0.58% | 0.28% | 3.32% | 1.48% | 10.67% |
| 2015 | 5.14% | 3.14% | -1.02% | -1.31% | 4.89% | -4.41% | 1.45% | -6.86% | -3.14% | 11.84% | 0.17% | -4.37% | 4.15% |
| 2014 | -0.55% | 5.62% | -3.29% | -1.13% | 2.37% | 5.01% | 0.83% | 5.60% | 1.12% | 1.49% | 6.79% | -0.01% | 25.98% |
| 2013 | 2.84% | 0.13% | 4.31% | -1.95% | 2.41% | -6.87% | 6.58% | 2.94% | 0.07% | 3.04% | 2.22% | 1.81% | 18.24% |
Expense Ratio
Rick's UltraPro has a high expense ratio of 0.97%, 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 Rick's UltraPro is 59, 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 1.26 | 1.75 | 1.49 | 1.04 | 5.45 |
YCS ProShares UltraShort Yen | 0.14 | 0.30 | 1.03 | 0.12 | 0.36 |
EUO ProShares UltraShort Euro | -0.08 | -0.02 | 0.99 | -0.05 | -0.21 |
UGL ProShares Ultra Gold | 2.24 | 2.88 | 1.38 | 1.11 | 12.34 |
Dividends
Dividend yield
Rick's UltraPro granted a 0.32% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Rick's UltraPro | 0.32% | 0.32% | 0.14% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% | 0.00% | 0.00% | 0.01% |
| Portfolio components: | |||||||||||
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% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUO ProShares UltraShort Euro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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% |
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 Rick's UltraPro. 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 Rick's UltraPro was 27.54%, occurring on Mar 16, 2020. Recovery took 60 trading sessions.
The current Rick's UltraPro drawdown is 7.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.54% | Feb 20, 2020 | 18 | Mar 16, 2020 | 60 | Jun 10, 2020 | 78 |
| -20.67% | Aug 16, 2022 | 94 | Dec 28, 2022 | 97 | May 18, 2023 | 191 |
| -15.51% | Jun 2, 2015 | 60 | Aug 25, 2015 | 312 | Nov 17, 2016 | 372 |
| -15.43% | Sep 3, 2020 | 14 | Sep 23, 2020 | 138 | Apr 13, 2021 | 152 |
| -15.02% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current Rick's UltraPro volatility is 5.75%, 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
| TQQQ | UGL | EUO | YCS | |
|---|---|---|---|---|
| TQQQ | 1.00 | 0.03 | -0.17 | 0.18 |
| UGL | 0.03 | 1.00 | -0.36 | -0.41 |
| EUO | -0.17 | -0.36 | 1.00 | 0.35 |
| YCS | 0.18 | -0.41 | 0.35 | 1.00 |