Speculative Portfolio
Leveraged Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 1% |
NVDA NVIDIA Corporation | Technology | 44% |
TECL Direxion Daily Technology Bull 3X Shares | Leveraged Equities, Leveraged | 5% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 35% |
TSLA Tesla, Inc. | Consumer Cyclical | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Speculative Portfolio, 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 Jun 29, 2010, corresponding to the inception date of TSLA
Returns By Period
As of Sep 19, 2024, the Speculative Portfolio returned 66.64% Year-To-Date and 56.90% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Speculative Portfolio | 66.64% | -7.40% | 16.86% | 103.37% | 72.25% | 57.26% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 128.98% | -10.90% | 24.01% | 168.48% | 92.83% | 74.00% |
TQQQ ProShares UltraPro QQQ | 30.39% | -7.39% | 5.39% | 75.89% | 33.77% | 34.04% |
TECL Direxion Daily Technology Bull 3X Shares | 17.23% | -11.94% | -4.97% | 71.99% | 36.98% | 38.09% |
TSLA Tesla, Inc. | -8.56% | 2.76% | 31.47% | -13.48% | 70.20% | 29.93% |
MSFT Microsoft Corporation | 15.19% | 1.41% | 0.70% | 35.31% | 26.56% | 26.83% |
Monthly Returns
The table below presents the monthly returns of Speculative Portfolio, 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 | 8.79% | 20.82% | 7.03% | -7.30% | 18.79% | 14.78% | -3.03% | -0.48% | 66.64% | ||||
| 2023 | 33.70% | 10.05% | 19.82% | -3.29% | 29.09% | 16.27% | 8.94% | -0.60% | -12.30% | -8.53% | 23.43% | 9.78% | 201.26% |
| 2022 | -19.14% | -7.02% | 13.05% | -31.64% | -5.37% | -20.51% | 29.41% | -15.35% | -21.60% | 6.68% | 15.31% | -20.44% | -63.27% |
| 2021 | 1.36% | -0.45% | -0.42% | 13.54% | -0.05% | 19.84% | 2.60% | 12.54% | -9.55% | 26.87% | 14.96% | -5.05% | 97.63% |
| 2020 | 12.02% | -0.93% | -18.63% | 30.50% | 17.54% | 15.39% | 18.77% | 38.04% | -10.24% | -9.11% | 23.67% | 9.67% | 189.91% |
| 2019 | 12.73% | 8.24% | 10.48% | 5.13% | -24.14% | 22.07% | 5.07% | -4.40% | 3.66% | 16.27% | 9.23% | 12.63% | 95.49% |
| 2018 | 24.86% | -3.52% | -10.39% | 0.08% | 11.74% | 0.97% | 2.57% | 14.30% | -2.37% | -18.61% | -10.00% | -18.21% | -16.42% |
| 2017 | 9.86% | 2.72% | 7.15% | 3.22% | 21.93% | -2.14% | 8.97% | 5.48% | 1.60% | 12.45% | -0.03% | -0.96% | 93.63% |
| 2016 | -15.97% | 1.37% | 17.33% | -3.57% | 18.16% | -2.83% | 20.15% | 3.31% | 7.28% | -0.47% | 13.40% | 11.17% | 84.91% |
| 2015 | -6.23% | 15.96% | -6.49% | 8.05% | 4.29% | -5.95% | 4.66% | -4.54% | 2.08% | 19.39% | 6.96% | -0.26% | 39.98% |
| 2014 | -0.50% | 19.54% | -6.49% | 0.59% | 6.75% | 4.87% | -2.20% | 14.20% | -4.80% | 5.04% | 9.48% | -6.22% | 43.60% |
| 2013 | 4.58% | 0.82% | 5.53% | 12.31% | 21.59% | -0.87% | 12.52% | 4.57% | 10.54% | 2.25% | 3.50% | 6.91% | 121.65% |
Expense Ratio
Speculative Portfolio features an expense ratio of 0.39%, falling within the medium range. 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 Speculative Portfolio is 51, 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.05 | 3.36 | 1.43 | 5.84 | 18.49 |
TQQQ ProShares UltraPro QQQ | 1.27 | 1.77 | 1.23 | 1.04 | 5.67 |
TECL Direxion Daily Technology Bull 3X Shares | 1.00 | 1.55 | 1.20 | 1.13 | 4.34 |
TSLA Tesla, Inc. | -0.27 | -0.03 | 1.00 | -0.22 | -0.59 |
MSFT Microsoft Corporation | 1.61 | 2.13 | 1.28 | 2.06 | 6.26 |
Dividends
Dividend yield
Speculative Portfolio granted a 0.42% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Speculative Portfolio | 0.42% | 0.48% | 0.27% | 0.05% | 0.09% | 0.17% | 0.28% | 0.15% | 0.22% | 0.55% | 0.77% | 0.88% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
TQQQ ProShares UltraPro QQQ | 1.10% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
TECL Direxion Daily Technology Bull 3X Shares | 0.36% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA Tesla, 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 | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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 Speculative Portfolio. 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 Speculative Portfolio was 69.03%, occurring on Oct 14, 2022. Recovery took 294 trading sessions.
The current Speculative Portfolio drawdown is 18.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.03% | Nov 22, 2021 | 226 | Oct 14, 2022 | 294 | Dec 15, 2023 | 520 |
| -52.71% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -48.89% | Oct 2, 2018 | 58 | Dec 24, 2018 | 232 | Nov 25, 2019 | 290 |
| -45.18% | Feb 18, 2011 | 127 | Aug 19, 2011 | 423 | Apr 29, 2013 | 550 |
| -33.51% | Dec 7, 2015 | 45 | Feb 10, 2016 | 43 | Apr 13, 2016 | 88 |
Volatility
Volatility Chart
The current Speculative Portfolio volatility is 16.18%, 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
| TSLA | NVDA | MSFT | TECL | TQQQ | |
|---|---|---|---|---|---|
| TSLA | 1.00 | 0.39 | 0.35 | 0.46 | 0.51 |
| NVDA | 0.39 | 1.00 | 0.54 | 0.70 | 0.69 |
| MSFT | 0.35 | 0.54 | 1.00 | 0.80 | 0.78 |
| TECL | 0.46 | 0.70 | 0.80 | 1.00 | 0.96 |
| TQQQ | 0.51 | 0.69 | 0.78 | 0.96 | 1.00 |