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 | Target 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
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The earliest data available for this chart is Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of May 16, 2025, the Rick's UltraPro returned 3.24% Year-To-Date and 19.20% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| Rick's UltraPro | 3.24% | 10.52% | 5.01% | 21.13% | 23.99% | 19.20% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -10.54% | 41.76% | -11.29% | 12.69% | 32.25% | 31.45% |
YCS ProShares UltraShort Yen | -10.39% | 3.60% | -10.04% | -3.71% | 17.87% | 6.54% |
EUO ProShares UltraShort Euro | -13.42% | 2.07% | -10.13% | -1.29% | 0.92% | 2.25% |
UGL ProShares Ultra Gold | 43.11% | -1.48% | 48.17% | 62.79% | 16.38% | 12.66% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.36% | -2.82% | -1.93% | -3.13% | 7.14% | 3.24% | |||||||
| 2024 | 3.76% | 5.06% | 5.48% | 0.90% | 3.84% | 6.39% | -2.93% | -0.80% | 3.78% | 5.45% | 2.53% | 2.80% | 42.37% |
| 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% | 26.10% |
| 2020 | 4.77% | -5.04% | -9.08% | 14.93% | 6.50% | 6.53% | 7.17% | 9.11% | -8.62% | -3.16% | 3.98% | 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% | 25.97% |
Expense Ratio
Rick's UltraPro has a high expense ratio of 0.97%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Rick's UltraPro is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.17 | 0.89 | 1.12 | 0.35 | 0.91 |
YCS ProShares UltraShort Yen | -0.14 | -0.10 | 0.99 | -0.23 | -0.46 |
EUO ProShares UltraShort Euro | -0.08 | -0.13 | 0.98 | -0.14 | -0.40 |
UGL ProShares Ultra Gold | 1.75 | 2.43 | 1.31 | 1.81 | 10.48 |
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Dividends
Dividend yield
Rick's UltraPro provided a 0.35% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.35% | 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 | 1.40% | 1.27% | 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% | 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% | 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% |
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.
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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 4.40%.
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 |
| -19.28% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | UGL | EUO | YCS | TQQQ | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | -0.20 | 0.21 | 0.90 | 0.76 |
| UGL | 0.03 | 1.00 | -0.36 | -0.39 | 0.03 | 0.28 |
| EUO | -0.20 | -0.36 | 1.00 | 0.35 | -0.16 | 0.04 |
| YCS | 0.21 | -0.39 | 0.35 | 1.00 | 0.18 | 0.32 |
| TQQQ | 0.90 | 0.03 | -0.16 | 0.18 | 1.00 | 0.84 |
| Portfolio | 0.76 | 0.28 | 0.04 | 0.32 | 0.84 | 1.00 |