2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024, 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 Mar 11, 2010, corresponding to the inception date of SOXL
Returns By Period
As of Sep 21, 2024, the 2024 returned 22.54% Year-To-Date and 24.87% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| 2024 | 22.54% | 0.90% | 6.08% | 51.77% | 27.96% | 24.69% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 18.15% | 1.60% | 8.25% | 35.53% | 21.23% | 18.04% |
TQQQ ProShares UltraPro QQQ | 39.35% | 2.56% | 12.40% | 99.19% | 35.51% | 34.63% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 7.24% | -10.56% | -27.54% | 89.17% | 23.81% | 33.93% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 54.26% | 5.83% | 20.29% | 100.93% | 25.38% | 24.01% |
SOXX iShares PHLX Semiconductor ETF | 16.74% | -1.60% | -0.66% | 45.11% | 26.86% | 23.97% |
QLD ProShares Ultra QQQ | 29.59% | 2.25% | 11.20% | 66.20% | 32.20% | 28.85% |
Monthly Returns
The table below presents the monthly returns of 2024, 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 | 2.16% | 9.53% | 2.81% | -6.90% | 9.59% | 8.29% | -3.70% | 0.11% | 22.54% | ||||
| 2023 | 16.75% | -0.71% | 12.79% | -2.06% | 12.46% | 9.13% | 5.84% | -3.80% | -8.02% | -4.95% | 17.23% | 10.51% | 81.26% |
| 2022 | -13.05% | -5.36% | 4.11% | -18.92% | -0.24% | -15.04% | 19.30% | -9.43% | -15.91% | 5.06% | 11.97% | -13.29% | -45.44% |
| 2021 | 0.97% | 2.32% | 2.25% | 6.16% | -0.52% | 8.22% | 3.12% | 5.23% | -7.81% | 10.88% | 5.85% | 2.44% | 45.21% |
| 2020 | 1.52% | -8.58% | -15.41% | 20.98% | 9.34% | 8.90% | 10.43% | 14.18% | -7.06% | -3.52% | 19.25% | 7.20% | 63.45% |
| 2019 | 13.16% | 5.64% | 5.10% | 10.02% | -14.82% | 12.58% | 4.24% | -3.40% | 2.29% | 6.42% | 5.87% | 7.10% | 64.77% |
| 2018 | 12.29% | -2.29% | -5.47% | -2.04% | 9.46% | -0.60% | 4.43% | 6.91% | -1.14% | -13.48% | 0.67% | -11.53% | -5.98% |
| 2017 | 6.58% | 5.79% | 3.44% | 2.47% | 6.88% | -4.19% | 5.86% | 2.81% | 1.82% | 7.93% | 2.14% | 0.12% | 49.69% |
| 2016 | -10.05% | -1.17% | 10.52% | -4.64% | 7.28% | -2.77% | 11.47% | 2.81% | 3.53% | -2.24% | 3.43% | 2.42% | 20.11% |
| 2015 | -4.21% | 11.07% | -3.60% | 1.42% | 5.29% | -5.79% | 2.83% | -9.52% | -3.03% | 16.12% | 1.39% | -2.69% | 6.68% |
| 2014 | -2.87% | 7.92% | -1.05% | -1.07% | 6.13% | 5.50% | -0.75% | 7.65% | -1.39% | 2.60% | 7.30% | -2.30% | 30.21% |
| 2013 | 6.05% | 1.91% | 4.14% | 3.16% | 5.82% | -2.82% | 7.70% | -2.30% | 7.68% | 6.50% | 4.12% | 4.98% | 57.48% |
Expense Ratio
2024 features an expense ratio of 0.48%, 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 2024 is 21, indicating that it is in the bottom 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.86 | 2.47 | 1.33 | 2.39 | 8.81 |
TQQQ ProShares UltraPro QQQ | 1.66 | 2.10 | 1.28 | 1.36 | 7.48 |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.83 | 1.60 | 1.21 | 1.03 | 3.34 |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 2.37 | 2.77 | 1.37 | 1.70 | 13.69 |
SOXX iShares PHLX Semiconductor ETF | 1.29 | 1.79 | 1.23 | 1.75 | 5.21 |
QLD ProShares Ultra QQQ | 1.69 | 2.17 | 1.28 | 1.46 | 7.70 |
Dividends
Dividend yield
2024 granted a 0.53% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.53% | 0.65% | 0.80% | 0.35% | 0.45% | 0.70% | 0.86% | 0.80% | 1.12% | 0.77% | 1.05% | 0.76% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
TQQQ ProShares UltraPro QQQ | 1.03% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.74% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.65% | 0.98% | 0.32% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
QLD ProShares Ultra QQQ | 0.24% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 2024. 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 2024 was 50.33%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current 2024 drawdown is 10.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.33% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -40.61% | Feb 20, 2020 | 22 | Mar 20, 2020 | 65 | Jun 23, 2020 | 87 |
| -31% | Aug 30, 2018 | 80 | Dec 24, 2018 | 70 | Apr 5, 2019 | 150 |
| -27.1% | Feb 18, 2011 | 127 | Aug 19, 2011 | 118 | Feb 8, 2012 | 245 |
| -23.36% | Apr 26, 2010 | 49 | Jul 2, 2010 | 85 | Nov 2, 2010 | 134 |
Volatility
Volatility Chart
The current 2024 volatility is 10.67%, 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
| SPXL | SOXL | SOXX | TQQQ | QLD | QQQ | |
|---|---|---|---|---|---|---|
| SPXL | 1.00 | 0.78 | 0.78 | 0.90 | 0.90 | 0.90 |
| SOXL | 0.78 | 1.00 | 1.00 | 0.83 | 0.83 | 0.83 |
| SOXX | 0.78 | 1.00 | 1.00 | 0.83 | 0.83 | 0.83 |
| TQQQ | 0.90 | 0.83 | 0.83 | 1.00 | 1.00 | 1.00 |
| QLD | 0.90 | 0.83 | 0.83 | 1.00 | 1.00 | 1.00 |
| QQQ | 0.90 | 0.83 | 0.83 | 1.00 | 1.00 | 1.00 |