Boosted

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Boosted

Last updated Sep 21, 2024

Asset Allocation

Position	Category/Sector	Weight
ANET Arista Networks, Inc.	Technology	5%
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN	Leveraged Equities, Leveraged	10%
GOOG Alphabet Inc.	Communication Services	5%
IAK iShares U.S. Insurance ETF	Financials Equities	8%
ITB iShares U.S. Home Construction ETF	Building & Construction	8%
MA Mastercard Inc	Financial Services	5%
META Meta Platforms, Inc.	Communication Services	5%
MSFT Microsoft Corporation	Technology	5%
NVDA NVIDIA Corporation	Technology	5%
PDD Pinduoduo Inc.	Consumer Cyclical	5%
QUAL iShares Edge MSCI USA Quality Factor ETF	Large Cap Growth Equities	8%
SOXL Direxion Daily Semiconductor Bull 3x Shares	Leveraged Equities, Leveraged	10%
TREX Trex Company, Inc.	Industrials	5%
XLG Invesco S&P 500® Top 50 ETF	Large Cap Growth Equities	8%
XMHQ Invesco S&P MidCap Quality ETF	Mid Cap Blend Equities	8%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Boosted, 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

Boosted

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jul 26, 2018, corresponding to the inception date of PDD

Returns By Period

	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%
Boosted	32.06%	-1.62%	5.29%	70.26%	39.05%	N/A
Portfolio components:
SOXL Direxion Daily Semiconductor Bull 3x Shares	7.24%	-19.60%	-27.54%	93.73%	24.53%	34.39%
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN	78.92%	-3.90%	22.75%	179.94%	62.67%	N/A
XLG Invesco S&P 500® Top 50 ETF	25.50%	0.90%	11.70%	38.59%	17.31%	13.11%
IAK iShares U.S. Insurance ETF	30.22%	5.71%	13.18%	40.04%	14.76%	12.65%
META Meta Platforms, Inc.	59.07%	4.99%	10.37%	90.39%	24.32%	21.86%
NVDA NVIDIA Corporation	134.29%	-9.72%	23.05%	182.90%	93.52%	74.43%
PDD Pinduoduo Inc.	-31.72%	-31.54%	-18.77%	8.39%	24.04%	N/A
GOOG Alphabet Inc.	17.11%	-1.65%	8.75%	25.64%	21.87%	19.04%
MA Mastercard Inc	16.04%	5.29%	2.59%	22.88%	13.34%	21.42%
ANET Arista Networks, Inc.	63.25%	8.03%	25.47%	116.16%	45.07%	33.74%
MSFT Microsoft Corporation	16.38%	2.62%	1.89%	37.24%	26.77%	27.08%
TREX Trex Company, Inc.	-16.48%	5.69%	-30.56%	9.40%	9.65%	22.84%
ITB iShares U.S. Home Construction ETF	23.72%	5.81%	10.40%	60.27%	25.00%	19.05%
XMHQ Invesco S&P MidCap Quality ETF	20.43%	1.32%	-2.07%	35.30%	17.61%	12.43%
QUAL iShares Edge MSCI USA Quality Factor ETF	21.77%	0.71%	8.62%	36.34%	15.66%	13.39%

Monthly Returns

The table below presents the monthly returns of Boosted, 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	4.15%	13.41%	4.97%	-7.06%	10.07%	5.64%	-0.66%	-2.63%					32.06%
2023	20.89%	1.45%	12.75%	-0.23%	11.83%	11.09%	6.94%	-0.97%	-7.61%	-3.99%	19.58%	10.81%	113.35%
2022	-12.01%	-6.75%	-0.60%	-16.24%	1.29%	-11.49%	15.16%	-8.46%	-14.80%	1.77%	16.53%	-10.54%	-41.65%
2021	1.11%	5.94%	0.55%	7.08%	-0.62%	7.49%	-0.30%	4.69%	-7.82%	11.39%	5.44%	2.14%	42.19%
2020	3.40%	-6.96%	-19.59%	22.45%	13.74%	9.11%	13.07%	16.89%	-7.72%	-1.69%	20.07%	10.10%	86.33%
2019	15.91%	6.23%	2.96%	9.04%	-16.31%	11.50%	5.83%	-1.32%	2.38%	6.88%	4.70%	7.89%	66.51%
2018							-3.28%	5.41%	-2.51%	-15.58%	0.44%	-10.77%	-24.80%

Expense Ratio

Boosted features an expense ratio of 0.31%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

SOXL

Direxion Daily Semiconductor Bull 3x Shares

FNGU

MicroSectors FANG+™ Index 3X Leveraged ETN

IAK

iShares U.S. Insurance ETF

XLG

Invesco S&P 500® Top 50 ETF

ITB

iShares U.S. Home Construction ETF

XMHQ

Invesco S&P MidCap Quality ETF

QUAL

iShares Edge MSCI USA Quality Factor ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Boosted is 54, 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.

Boosted

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Boosted

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SOXL Direxion Daily Semiconductor Bull 3x Shares	0.83	1.60	1.21	1.03	3.34
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN	2.18	2.45	1.32	2.17	10.20
XLG Invesco S&P 500® Top 50 ETF	2.42	3.19	1.43	3.08	12.90
IAK iShares U.S. Insurance ETF	2.78	3.63	1.48	5.79	17.08
META Meta Platforms, Inc.	2.39	3.28	1.44	3.58	14.48
NVDA NVIDIA Corporation	3.37	3.57	1.46	6.46	20.29
PDD Pinduoduo Inc.	0.11	0.51	1.08	0.10	0.36
GOOG Alphabet Inc.	0.81	1.19	1.17	1.02	2.95
MA Mastercard Inc	1.25	1.67	1.24	1.65	4.19
ANET Arista Networks, Inc.	2.63	3.21	1.44	5.55	17.04
MSFT Microsoft Corporation	1.86	2.42	1.31	2.37	7.24
TREX Trex Company, Inc.	0.17	0.50	1.07	0.12	0.43
ITB iShares U.S. Home Construction ETF	2.04	2.80	1.34	2.80	9.34
XMHQ Invesco S&P MidCap Quality ETF	1.74	2.47	1.29	2.99	7.63
QUAL iShares Edge MSCI USA Quality Factor ETF	2.55	3.48	1.46	3.21	15.84

Sharpe Ratio

The current Boosted Sharpe ratio is 2.30. 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 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Boosted 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.

Boosted

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Boosted granted a 0.80% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Boosted	0.80%	0.50%	0.77%	0.53%	0.58%	0.67%	0.95%	0.67%	1.28%	0.77%	0.75%	0.64%
Portfolio components:
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%
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLG Invesco S&P 500® Top 50 ETF	0.58%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%	1.97%	1.97%
IAK iShares U.S. Insurance ETF	1.20%	1.44%	1.69%	2.26%	2.07%	1.84%	2.33%	1.62%	1.68%	1.62%	1.57%	1.13%
META Meta Platforms, Inc.	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
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.	0.24%	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	0.52%	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%
MSFT Microsoft Corporation	0.69%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
TREX Trex Company, 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%
ITB iShares U.S. Home Construction ETF	0.39%	0.48%	0.86%	0.37%	0.46%	0.50%	0.63%	0.28%	0.43%	0.34%	0.34%	0.12%
XMHQ Invesco S&P MidCap Quality ETF	4.85%	0.73%	1.72%	1.00%	1.12%	1.22%	1.59%	1.06%	1.63%	1.34%	1.25%	1.11%
QUAL iShares Edge MSCI USA Quality Factor ETF	1.00%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%	1.35%	0.63%

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.

Boosted

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Boosted. 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 Boosted was 49.68%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.

The current Boosted drawdown is 7.99%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-49.68%	Nov 22, 2021	226	Oct 14, 2022	185	Jul 13, 2023	411
-45.23%	Feb 20, 2020	23	Mar 23, 2020	55	Jun 10, 2020	78
-32.71%	Aug 30, 2018	80	Dec 24, 2018	77	Apr 16, 2019	157
-19.43%	Apr 25, 2019	27	Jun 3, 2019	70	Sep 11, 2019	97
-18.27%	Jul 11, 2024	20	Aug 7, 2024	—	—	—

Volatility

Volatility Chart

The current Boosted volatility is 9.56%, 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.

Boosted

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.

	PDD	IAK	TREX	ITB	ANET	MA	META	NVDA	GOOG	XMHQ	MSFT	SOXL	FNGU	XLG	QUAL
PDD	1.00	0.16	0.25	0.23	0.26	0.31	0.33	0.35	0.34	0.30	0.34	0.39	0.47	0.37	0.35
IAK	0.16	1.00	0.40	0.50	0.31	0.51	0.29	0.26	0.34	0.69	0.33	0.39	0.31	0.51	0.62
TREX	0.25	0.40	1.00	0.69	0.42	0.41	0.42	0.47	0.42	0.64	0.45	0.55	0.49	0.55	0.60
ITB	0.23	0.50	0.69	1.00	0.41	0.45	0.41	0.43	0.41	0.71	0.43	0.54	0.47	0.56	0.66
ANET	0.26	0.31	0.42	0.41	1.00	0.47	0.48	0.58	0.52	0.53	0.59	0.64	0.61	0.65	0.64
MA	0.31	0.51	0.41	0.45	0.47	1.00	0.47	0.47	0.55	0.57	0.60	0.55	0.56	0.69	0.73
META	0.33	0.29	0.42	0.41	0.48	0.47	1.00	0.57	0.67	0.49	0.63	0.58	0.73	0.70	0.65
NVDA	0.35	0.26	0.47	0.43	0.58	0.47	0.57	1.00	0.57	0.52	0.65	0.82	0.77	0.73	0.69
GOOG	0.34	0.34	0.42	0.41	0.52	0.55	0.67	0.57	1.00	0.51	0.73	0.61	0.73	0.79	0.72
XMHQ	0.30	0.69	0.64	0.71	0.53	0.57	0.49	0.52	0.51	1.00	0.52	0.69	0.59	0.71	0.82
MSFT	0.34	0.33	0.45	0.43	0.59	0.60	0.63	0.65	0.73	0.52	1.00	0.67	0.75	0.85	0.76
SOXL	0.39	0.39	0.55	0.54	0.64	0.55	0.58	0.82	0.61	0.69	0.67	1.00	0.77	0.79	0.80
FNGU	0.47	0.31	0.49	0.47	0.61	0.56	0.73	0.77	0.73	0.59	0.75	0.77	1.00	0.85	0.76
XLG	0.37	0.51	0.55	0.56	0.65	0.69	0.70	0.73	0.79	0.71	0.85	0.79	0.85	1.00	0.94
QUAL	0.35	0.62	0.60	0.66	0.64	0.73	0.65	0.69	0.72	0.82	0.76	0.80	0.76	0.94	1.00

The correlation results are calculated based on daily price changes starting from Jul 27, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Boosted

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community