PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Market Dominator 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Market Dominator 2

Last updated Nov 13, 2024

Updated monthly.

Asset Allocation

QQQY 10%MOAT 10%QUAL 10%BITO 10%NVDA 5%PDD 5%GOOG 5%MA 5%ANET 5%PANW 5%MSFT 5%META 5%USD 5%QLD 5%USOI 10%AlternativesAlternativesEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
ANET
Arista Networks, Inc.		Technology
5%
BITO
ProShares Bitcoin Strategy ETF		Technology Equities, Actively Managed, Blockchain
10%
GOOG
Alphabet Inc.		Communication Services
5%
MA
Mastercard Inc		Financial Services
5%
META
Meta Platforms, Inc.		Communication Services
5%
MOAT
VanEck Vectors Morningstar Wide Moat ETF		Large Cap Blend Equities
10%
MSFT
Microsoft Corporation		Technology
5%
NVDA
NVIDIA Corporation		Technology
5%
PANW
Palo Alto Networks, Inc.		Technology
5%
PDD
Pinduoduo Inc.		Consumer Cyclical
5%
QLD
ProShares Ultra QQQ		Leveraged Equities, Leveraged
5%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		Options Trading, Dividend
10%
QUAL
iShares Edge MSCI USA Quality Factor ETF		Large Cap Growth Equities
10%
USD
ProShares Ultra Semiconductors		Leveraged Equities, Leveraged
5%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		Commodities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Market Dominator 2, 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%JuneJulyAugustSeptemberOctoberNovember
15.69%
12.73%
Market Dominator 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of QQQY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Market Dominator 244.94%4.11%15.69%58.11%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		199.51%7.40%56.73%198.72%95.71%77.92%
PDD
Pinduoduo Inc.		-22.22%-16.34%-19.46%2.52%22.54%N/A
GOOG
Alphabet Inc.		30.40%10.20%5.69%35.69%22.97%21.13%
MA
Mastercard Inc		24.79%4.44%15.86%33.84%14.29%21.00%
ANET
Arista Networks, Inc.		67.95%-4.33%21.32%83.81%52.91%35.27%
PANW
Palo Alto Networks, Inc.		34.98%6.45%27.44%52.40%37.35%26.91%
MSFT
Microsoft Corporation		13.11%0.93%0.17%15.11%24.59%25.94%
MOAT
VanEck Vectors Morningstar Wide Moat ETF		14.76%0.10%8.56%28.71%14.21%13.37%
QUAL
iShares Edge MSCI USA Quality Factor ETF		26.02%0.48%11.31%32.93%15.42%13.39%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		7.75%-3.03%-3.97%0.20%-7.67%N/A
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		13.18%1.45%8.39%20.77%N/AN/A
BITO
ProShares Bitcoin Strategy ETF		100.91%35.66%32.19%135.28%N/AN/A
META
Meta Platforms, Inc.		65.72%-0.95%21.68%74.42%24.97%22.92%
USD
ProShares Ultra Semiconductors		163.47%1.01%38.92%210.66%60.43%48.30%
QLD
ProShares Ultra QQQ		45.15%5.53%22.63%63.11%32.46%29.55%

Monthly Returns

The table below presents the monthly returns of Market Dominator 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.57%11.75%4.91%-5.36%8.52%4.36%-1.10%-0.63%3.78%0.73%44.94%
2023-3.54%1.17%11.87%5.53%15.20%

Expense Ratio

Market Dominator 2 features an expense ratio of 0.44%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
Expense ratio chart for QQQY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
BITO
ProShares Bitcoin Strategy ETF
Expense ratio chart for BITO: 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%
USD
ProShares Ultra Semiconductors
Expense ratio chart for USD: 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%
QLD
ProShares Ultra QQQ
Expense ratio chart for QLD: 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%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
Expense ratio chart for USOI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
QUAL
iShares Edge MSCI USA Quality Factor ETF
Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Market Dominator 2 is 73, 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 Market Dominator 2 is 7373
Combined Rank
The Sharpe Ratio Rank of Market Dominator 2 is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of Market Dominator 2 is 6464Sortino Ratio Rank
The Omega Ratio Rank of Market Dominator 2 is 6868Omega Ratio Rank
The Calmar Ratio Rank of Market Dominator 2 is 8484Calmar Ratio Rank
The Martin Ratio Rank of Market Dominator 2 is 7070Martin 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.

Market Dominator 2
Sharpe ratio
The chart of Sharpe ratio for Market Dominator 2, currently valued at 3.06, compared to the broader market0.002.004.006.003.06
Sortino ratio
The chart of Sortino ratio for Market Dominator 2, currently valued at 3.80, compared to the broader market-2.000.002.004.006.003.80
Omega ratio
The chart of Omega ratio for Market Dominator 2, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.802.001.52
Calmar ratio
The chart of Calmar ratio for Market Dominator 2, currently valued at 4.89, compared to the broader market0.005.0010.0015.004.89
Martin ratio
The chart of Martin ratio for Market Dominator 2, currently valued at 18.63, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.63
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		4.003.971.517.6524.12
PDD
Pinduoduo Inc.		0.080.511.080.100.25
GOOG
Alphabet Inc.		1.411.941.261.664.24
MA
Mastercard Inc		2.232.931.412.957.37
ANET
Arista Networks, Inc.		2.332.841.394.5914.09
PANW
Palo Alto Networks, Inc.		1.301.601.291.873.92
MSFT
Microsoft Corporation		0.781.121.150.992.42
MOAT
VanEck Vectors Morningstar Wide Moat ETF		2.663.671.484.8314.19
QUAL
iShares Edge MSCI USA Quality Factor ETF		2.793.841.524.5917.58
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		0.070.251.030.090.28
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		1.862.161.332.147.62
BITO
ProShares Bitcoin Strategy ETF		2.092.691.314.098.99
META
Meta Platforms, Inc.		2.183.091.434.2613.22
USD
ProShares Ultra Semiconductors		2.852.851.384.7212.54
QLD
ProShares Ultra QQQ		1.992.471.332.648.62

Sharpe Ratio

The current Market Dominator 2 Sharpe ratio is 3.06. 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 2.07 to 2.97, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Market Dominator 2 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 Ratio2.002.503.003.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
3.06
2.90
Market Dominator 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Market Dominator 2 provided a 15.75% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio15.75%6.55%4.68%2.34%7.17%2.17%1.90%1.08%0.90%0.61%0.65%0.43%
Portfolio components:
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
PDD
Pinduoduo Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc.		0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Inc		0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
ANET
Arista Networks, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PANW
Palo Alto Networks, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
MOAT
VanEck Vectors Morningstar Wide Moat ETF		0.75%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
QUAL
iShares Edge MSCI USA Quality Factor ETF		0.98%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		21.29%26.72%42.78%20.48%67.99%17.11%13.08%6.31%0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		83.11%20.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BITO
ProShares Bitcoin Strategy ETF		50.41%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors		0.04%0.10%0.30%0.00%0.15%1.23%1.47%0.48%7.33%0.39%2.82%0.76%
QLD
ProShares Ultra QQQ		0.26%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.90%0.11%0.19%0.13%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.29%
Market Dominator 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Market Dominator 2. 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 Market Dominator 2 was 12.22%, occurring on Aug 5, 2024. Recovery took 43 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.22%Jul 11, 202418Aug 5, 202443Oct 4, 202461
-7.95%Mar 26, 202418Apr 19, 202418May 15, 202436
-5.37%Sep 15, 20238Sep 26, 202311Oct 11, 202319
-4.94%Oct 17, 20238Oct 26, 20235Nov 2, 202313
-4.01%Feb 16, 20243Feb 21, 20243Feb 26, 20246

Volatility

Volatility Chart

The current Market Dominator 2 volatility is 5.76%, 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%JuneJulyAugustSeptemberOctoberNovember
5.76%
3.86%
Market Dominator 2
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.
USOIBITOPDDMAPANWMOATGOOGMETANVDAANETMSFTUSDQQQYQUALQLD
USOI1.00-0.030.13-0.030.09-0.040.060.030.050.10-0.040.05-0.010.010.02
BITO-0.031.000.080.120.190.280.170.170.210.190.170.220.240.270.25
PDD0.130.081.000.130.220.180.250.270.220.220.200.270.300.280.31
MA-0.030.120.131.000.300.530.240.270.140.280.300.190.380.540.38
PANW0.090.190.220.301.000.330.350.340.380.470.430.410.510.520.54
MOAT-0.040.280.180.530.331.000.330.330.250.340.360.380.560.720.59
GOOG0.060.170.250.240.350.331.000.510.370.350.620.380.520.530.61
META0.030.170.270.270.340.330.511.000.480.520.630.500.630.630.68
NVDA0.050.210.220.140.380.250.370.481.000.570.520.940.670.660.73
ANET0.100.190.220.280.470.340.350.520.571.000.560.660.700.650.69
MSFT-0.040.170.200.300.430.360.620.630.520.561.000.550.710.680.76
USD0.050.220.270.190.410.380.380.500.940.660.551.000.750.760.83
QQQY-0.010.240.300.380.510.560.520.630.670.700.710.751.000.850.91
QUAL0.010.270.280.540.520.720.530.630.660.650.680.760.851.000.92
QLD0.020.250.310.380.540.590.610.680.730.690.760.830.910.921.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2023