QUSDSMHVGT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 25% |
USD ProShares Ultra Semiconductors | Leveraged Equities, Leveraged | 50% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in QUSDSMHVGT, 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 Feb 1, 2007, corresponding to the inception date of USD
Returns By Period
As of Sep 21, 2024, the QUSDSMHVGT returned 66.12% Year-To-Date and 36.36% 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% |
| QUSDSMHVGT | 66.12% | -9.01% | 7.51% | 126.48% | 47.07% | 36.36% |
| Portfolio components: | ||||||
USD ProShares Ultra Semiconductors | 105.35% | -15.02% | 8.33% | 212.66% | 58.80% | 44.87% |
SMH VanEck Vectors Semiconductor ETF | 36.04% | -5.08% | 4.51% | 70.03% | 35.07% | 28.40% |
XLK Technology Select Sector SPDR Fund | 16.01% | -1.35% | 6.20% | 36.40% | 23.78% | 20.28% |
Monthly Returns
The table below presents the monthly returns of QUSDSMHVGT, 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 | 11.00% | 23.25% | 9.80% | -8.44% | 21.39% | 13.66% | -8.27% | -1.64% | 66.12% | ||||
| 2023 | 22.58% | 3.90% | 17.86% | -6.93% | 27.06% | 10.50% | 8.82% | -2.67% | -12.19% | -7.13% | 22.33% | 14.89% | 138.12% |
| 2022 | -17.00% | -3.16% | 2.64% | -23.73% | 5.24% | -21.81% | 24.28% | -15.39% | -20.23% | 6.57% | 24.15% | -15.19% | -51.27% |
| 2021 | 2.77% | 7.28% | 1.01% | 0.87% | 3.08% | 10.71% | 0.31% | 4.98% | -7.78% | 13.22% | 21.08% | -0.16% | 70.41% |
| 2020 | -1.39% | -8.06% | -18.58% | 19.73% | 10.65% | 8.78% | 6.93% | 13.98% | -1.96% | -3.69% | 24.62% | 6.36% | 62.27% |
| 2019 | 11.35% | 11.16% | 6.13% | 11.32% | -22.14% | 18.31% | 7.51% | -4.02% | 4.50% | 8.79% | 6.72% | 11.28% | 87.67% |
| 2018 | 11.07% | 0.32% | -3.59% | -6.89% | 15.26% | -7.11% | 2.76% | 5.18% | -2.55% | -16.87% | 0.68% | -9.88% | -14.94% |
| 2017 | 3.78% | 3.77% | 5.96% | -0.72% | 11.19% | -7.30% | 7.02% | 3.54% | 7.42% | 15.06% | 0.37% | -0.57% | 59.59% |
| 2016 | -11.13% | -0.06% | 15.41% | -7.20% | 11.86% | 0.12% | 14.86% | 5.91% | 5.64% | -3.11% | 6.18% | 3.66% | 46.02% |
| 2015 | -7.04% | 11.27% | -5.08% | -0.71% | 11.78% | -12.34% | -6.21% | -6.29% | -0.18% | 14.87% | 5.28% | -1.85% | -0.54% |
| 2014 | -3.44% | 8.47% | 5.32% | -1.78% | 6.09% | 11.64% | -0.67% | 8.36% | -1.05% | -0.61% | 11.94% | 0.41% | 52.67% |
| 2013 | 7.35% | 2.91% | 4.93% | 3.92% | 6.14% | -1.80% | 2.38% | -5.15% | 8.90% | 6.50% | 0.87% | 8.43% | 54.66% |
Expense Ratio
QUSDSMHVGT features an expense ratio of 0.59%, 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 QUSDSMHVGT is 47, 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 | |
|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 2.53 | 2.71 | 1.35 | 4.15 | 11.95 |
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
XLK Technology Select Sector SPDR Fund | 1.60 | 2.14 | 1.28 | 2.02 | 7.25 |
Dividends
Dividend yield
QUSDSMHVGT granted a 0.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| QUSDSMHVGT | 0.25% | 0.36% | 1.00% | 0.42% | 0.64% | 2.15% | 1.80% | 1.22% | 2.69% | 1.71% | 1.92% | 1.52% |
| Portfolio components: | ||||||||||||
USD ProShares Ultra Semiconductors | 0.02% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 3.71% | 0.39% | 1.80% | 0.63% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
XLK Technology Select Sector SPDR Fund | 0.52% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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 QUSDSMHVGT. 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 QUSDSMHVGT was 73.89%, occurring on Nov 20, 2008. Recovery took 1216 trading sessions.
The current QUSDSMHVGT drawdown is 21.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -73.89% | Jul 18, 2007 | 342 | Nov 20, 2008 | 1216 | Sep 18, 2013 | 1558 |
| -61.98% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -47.21% | Feb 20, 2020 | 22 | Mar 20, 2020 | 83 | Jul 20, 2020 | 105 |
| -37.78% | Jun 7, 2018 | 139 | Dec 24, 2018 | 77 | Apr 16, 2019 | 216 |
| -34.91% | Jun 20, 2024 | 34 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current QUSDSMHVGT volatility is 19.87%, 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
| XLK | SMH | USD | |
|---|---|---|---|
| XLK | 1.00 | 0.84 | 0.84 |
| SMH | 0.84 | 1.00 | 0.96 |
| USD | 0.84 | 0.96 | 1.00 |