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9Sig
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SGOV 38%TQQQ 62%BondBondEquityEquity
PositionCategory/SectorTarget Weight
SGOV
iShares 0-3 Month Treasury Bond ETF
Government Bonds
38%
TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged
62%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 9Sig, 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.


100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
92.91%
73.88%
9Sig
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-10.43%-5.46%-8.86%2.08%13.59%9.69%
9Sig-35.41%-17.66%-31.40%-16.07%N/AN/A
TQQQ
ProShares UltraPro QQQ
-41.52%-21.71%-37.35%-20.66%28.62%26.75%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.14%0.33%2.20%4.93%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 9Sig, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.94%-8.08%-19.73%-15.78%-35.41%
20243.15%11.89%2.02%-11.78%15.01%15.40%-6.32%0.48%5.10%-3.49%12.70%-0.48%47.63%
202319.07%-2.08%18.38%0.08%16.11%13.63%8.15%-4.85%-12.06%-5.77%24.52%12.56%117.80%
2022-22.37%-12.66%8.85%-30.76%-7.13%-19.98%25.86%-12.12%-21.12%5.23%7.96%-17.06%-68.78%
2021-0.37%-1.09%1.80%14.19%-3.84%15.68%6.97%10.66%-14.33%20.54%4.64%1.51%65.45%
20202.56%11.32%14.85%24.97%-14.50%-7.49%24.41%11.50%79.82%

Expense Ratio

9Sig has an expense ratio of 0.60%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for TQQQ: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TQQQ: 0.95%
Expense ratio chart for SGOV: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGOV: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 9Sig is 10, meaning it’s performing worse than 90% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of 9Sig is 1010
Overall Rank
The Sharpe Ratio Rank of 9Sig is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of 9Sig is 1313
Sortino Ratio Rank
The Omega Ratio Rank of 9Sig is 1313
Omega Ratio Rank
The Calmar Ratio Rank of 9Sig is 77
Calmar Ratio Rank
The Martin Ratio Rank of 9Sig is 99
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00
Portfolio: -0.30
^GSPC: 0.06
The chart of Sortino ratio for Portfolio, currently valued at -0.05, compared to the broader market-6.00-4.00-2.000.002.00
Portfolio: -0.05
^GSPC: 0.22
The chart of Omega ratio for Portfolio, currently valued at 0.99, compared to the broader market0.400.600.801.001.201.40
Portfolio: 0.99
^GSPC: 1.03
The chart of Calmar ratio for Portfolio, currently valued at -0.35, compared to the broader market0.001.002.003.004.005.00
Portfolio: -0.35
^GSPC: 0.06
The chart of Martin ratio for Portfolio, currently valued at -1.13, compared to the broader market0.005.0010.0015.0020.00
Portfolio: -1.13
^GSPC: 0.29

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TQQQ
ProShares UltraPro QQQ
-0.310.011.00-0.39-1.24
SGOV
iShares 0-3 Month Treasury Bond ETF
21.56486.28487.28498.137,907.63

The current 9Sig Sharpe ratio is -0.25. 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 0.01 to 0.52, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of 9Sig 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.30
0.06
9Sig
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

9Sig provided a 3.15% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.15%2.72%2.63%0.90%0.01%0.02%0.04%0.07%0.00%0.00%0.01%0.02%
TQQQ
ProShares UltraPro QQQ
2.14%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%
SGOV
iShares 0-3 Month Treasury Bond ETF
4.80%5.10%4.87%1.45%0.03%0.05%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.82%
-14.26%
9Sig
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 9Sig. 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 9Sig was 71.59%, occurring on Dec 28, 2022. Recovery took 383 trading sessions.

The current 9Sig drawdown is 33.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.59%Nov 22, 2021277Dec 28, 2022383Jul 10, 2024660
-50.66%Dec 17, 202476Apr 8, 2025
-32.36%Jul 11, 202420Aug 7, 202483Dec 4, 2024103
-27.65%Sep 3, 202014Sep 23, 202060Dec 17, 202074
-24.92%Feb 16, 202115Mar 8, 202125Apr 13, 202140

Volatility

Volatility Chart

The current 9Sig volatility is 36.64%, 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
36.64%
13.63%
9Sig
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.

SGOVTQQQ
SGOV1.00-0.00
TQQQ-0.001.00
The correlation results are calculated based on daily price changes starting from May 29, 2020
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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