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
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 every 3 months.
The earliest data available for this chart is Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of Feb 5, 2025, the Rick's UltraPro returned 5.22% Year-To-Date and 19.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| Rick's UltraPro | 5.67% | 1.58% | 51.87% | 48.29% | 25.69% | 32.18% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 5.71% | 1.52% | 53.20% | 48.95% | 26.30% | 36.15% |
YCS ProShares UltraShort Yen | -0.92% | -2.01% | 19.01% | 19.46% | 18.80% | 7.79% |
EUO ProShares UltraShort Euro | -0.32% | -1.23% | 13.16% | 12.35% | 4.40% | 3.57% |
UGL ProShares Ultra Gold | 16.21% | 15.28% | 35.57% | 78.43% | 16.03% | 10.06% |
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 | 4.51% | 5.67% | |||||||||||
| 2024 | 3.87% | 14.15% | 2.49% | -13.52% | 17.69% | 17.88% | -7.38% | 0.40% | 5.84% | -3.72% | 14.35% | -0.46% | 57.27% |
| 2023 | 29.36% | -2.94% | 26.13% | 0.09% | 21.67% | 17.35% | 9.98% | -5.94% | -14.89% | -7.19% | 31.43% | 15.06% | 179.70% |
| 2022 | -25.14% | -14.63% | 10.73% | -35.84% | -9.24% | -25.61% | 35.86% | -15.52% | -28.15% | 7.71% | 10.70% | -24.46% | -77.23% |
| 2021 | -0.51% | -1.45% | 2.33% | 17.35% | -4.43% | 18.69% | 8.16% | 12.32% | -16.32% | 24.00% | 5.25% | 1.77% | 80.31% |
| 2020 | 7.86% | -16.63% | -35.18% | 41.38% | 17.04% | 16.69% | 20.94% | 33.07% | -18.21% | -9.81% | 32.34% | 14.58% | 102.61% |
| 2019 | 23.50% | 7.87% | 9.91% | 15.12% | -22.11% | 20.89% | 5.91% | -6.82% | 1.70% | 11.26% | 11.17% | 10.55% | 117.81% |
| 2018 | 24.44% | -5.81% | -12.27% | -0.09% | 15.38% | 1.95% | 6.88% | 16.17% | -1.37% | -24.52% | -2.53% | -24.19% | -17.47% |
| 2017 | 11.79% | 11.30% | 4.42% | 6.63% | 9.23% | -7.11% | 10.32% | 4.62% | -0.90% | 12.17% | 4.64% | 1.16% | 90.90% |
| 2016 | -15.48% | -4.69% | 13.62% | -7.70% | 9.72% | -5.96% | 16.56% | 2.04% | 4.21% | -3.24% | 1.78% | 2.31% | 8.87% |
| 2015 | -3.22% | 15.66% | -5.20% | 2.79% | 6.00% | -6.54% | 9.59% | -16.82% | -6.35% | 27.15% | 1.37% | -5.46% | 12.40% |
| 2014 | -4.03% | 10.91% | -6.10% | -1.62% | 8.32% | 7.64% | 2.06% | 11.57% | -1.42% | 4.84% | 11.82% | -4.95% | 43.40% |
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
With an overall rank of 77, Rick's UltraPro is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | 1.02 | 1.53 | 1.20 | 1.30 | 4.24 |
YCS ProShares UltraShort Yen | 1.02 | 1.46 | 1.20 | 1.01 | 2.47 |
EUO ProShares UltraShort Euro | 1.18 | 1.75 | 1.21 | 0.80 | 4.60 |
UGL ProShares Ultra Gold | 2.38 | 2.81 | 1.37 | 1.41 | 11.59 |
Dividends
Dividend yield
Rick's UltraPro provided a 0.30% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.30% | 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 | 1.20% | 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.
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 79.82%, occurring on Dec 28, 2022. Recovery took 486 trading sessions.
The current Rick's UltraPro drawdown is 0.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -79.82% | Nov 22, 2021 | 277 | Dec 28, 2022 | 486 | Dec 4, 2024 | 763 |
| -66.29% | Feb 20, 2020 | 22 | Mar 20, 2020 | 77 | Jul 10, 2020 | 99 |
| -53.72% | Aug 30, 2018 | 80 | Dec 24, 2018 | 217 | Nov 4, 2019 | 297 |
| -36.12% | Jul 21, 2015 | 141 | Feb 9, 2016 | 214 | Dec 13, 2016 | 355 |
| -34.14% | Sep 3, 2020 | 14 | Sep 23, 2020 | 60 | Dec 17, 2020 | 74 |
Volatility
Volatility Chart
The current Rick's UltraPro volatility is 17.19%, 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 | -0.35 | -0.40 |
| EUO | -0.17 | -0.35 | 1.00 | 0.35 |
| YCS | 0.18 | -0.40 | 0.35 | 1.00 |