Rick's Actual
TODO: Replace UUP with RYSBX
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's Actual, 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 28, 2012, corresponding to the inception date of LCSIX
Returns By Period
As of Dec 3, 2024, the Rick's Actual returned 18.26% Year-To-Date and 13.40% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Rick's Actual | 18.26% | 3.78% | 9.41% | 23.24% | 15.87% | 13.40% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 64.42% | 16.28% | 30.58% | 94.81% | 35.53% | 34.94% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | -4.51% | -0.21% | -5.38% | -3.88% | 4.54% | 5.28% |
SFHYX Hundredfold Select Alternative Fund | 4.65% | 2.24% | 6.34% | 9.15% | 6.02% | 3.38% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -3.07% | 1.96% | -9.15% | -2.65% | 7.16% | 3.11% |
UUP Invesco DB US Dollar Index Bullish Fund | 10.85% | 2.42% | 5.26% | 8.92% | 4.28% | 3.45% |
UGL ProShares Ultra Gold | 48.30% | -7.82% | 21.87% | 52.45% | 15.35% | 9.26% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 7.37% | 10.57% | 13.20% | 13.77% | 11.74% | 10.24% |
PPA Invesco Aerospace & Defense ETF | 31.08% | 5.26% | 15.78% | 35.04% | 12.96% | 14.34% |
Monthly Returns
The table below presents the monthly returns of Rick's Actual, 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 | 0.93% | 3.02% | 2.83% | -1.55% | 2.91% | 2.59% | 0.32% | -0.36% | 2.10% | 0.04% | 3.59% | 18.26% | |
| 2023 | 6.70% | -1.19% | 5.34% | 0.08% | 3.47% | 2.88% | 2.65% | -1.14% | -3.00% | -0.43% | 5.29% | 4.35% | 27.39% |
| 2022 | -4.65% | 0.64% | 2.93% | -4.25% | -2.33% | -2.14% | 5.90% | -3.01% | -5.88% | 3.12% | 2.58% | -5.16% | -12.32% |
| 2021 | 0.40% | 0.10% | 1.39% | 3.83% | 1.64% | 2.53% | 1.05% | 2.03% | -2.89% | 4.87% | 0.20% | 2.34% | 18.71% |
| 2020 | 2.63% | -3.38% | -4.13% | 9.40% | 4.42% | 3.59% | 4.77% | 6.44% | -5.79% | -2.13% | 5.63% | 4.61% | 27.84% |
| 2019 | 5.46% | 2.80% | 2.21% | 3.57% | -4.67% | 5.08% | 1.80% | 0.14% | -0.02% | 0.83% | 2.25% | 3.01% | 24.43% |
| 2018 | 4.94% | -2.86% | -1.86% | 0.87% | 4.37% | 0.24% | 1.67% | 3.54% | -0.21% | -4.49% | 0.31% | -3.47% | 2.56% |
| 2017 | 2.56% | 3.53% | 1.17% | 1.28% | 0.22% | -2.49% | 1.99% | 3.18% | 0.16% | 2.77% | 0.85% | 1.28% | 17.63% |
| 2016 | -1.16% | 2.37% | 1.58% | -0.90% | 1.76% | 1.28% | 4.61% | -0.62% | 0.39% | -1.08% | 0.35% | 0.12% | 8.87% |
| 2015 | 2.19% | 2.73% | -0.10% | -1.63% | 3.01% | -2.20% | 2.13% | -4.01% | -1.10% | 7.50% | 1.00% | -1.09% | 8.22% |
| 2014 | 0.01% | 4.11% | -1.32% | -0.19% | 2.14% | 2.82% | 0.11% | 4.59% | 0.66% | 1.77% | 3.14% | -0.93% | 18.05% |
| 2013 | 1.41% | 0.26% | 2.90% | -0.29% | 1.14% | -3.09% | 5.03% | 0.61% | 1.39% | 2.64% | 1.38% | 0.95% | 15.08% |
Expense Ratio
Rick's Actual has a high expense ratio of 1.07%, indicating higher-than-average management fees. 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 Rick's Actual is 40, 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 1.75 | 2.16 | 1.29 | 1.78 | 7.26 |
LCSIX LoCorr Long/Short Commodity Strategies Fund | -0.72 | -0.92 | 0.88 | -0.42 | -1.19 |
SFHYX Hundredfold Select Alternative Fund | 1.59 | 2.27 | 1.32 | 0.80 | 6.68 |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -0.33 | -0.35 | 0.95 | -0.16 | -0.45 |
UUP Invesco DB US Dollar Index Bullish Fund | 1.50 | 2.24 | 1.27 | 1.59 | 5.77 |
UGL ProShares Ultra Gold | 1.68 | 2.17 | 1.28 | 1.20 | 9.01 |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.14 | 1.67 | 1.20 | 1.91 | 3.99 |
PPA Invesco Aerospace & Defense ETF | 2.66 | 3.52 | 1.48 | 6.37 | 20.05 |
Dividends
Dividend yield
Rick's Actual provided a 2.84% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.84% | 2.96% | 4.51% | 2.12% | 1.23% | 1.35% | 3.03% | 0.61% | 1.02% | 1.94% | 2.85% | 0.29% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.15% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 1.97% | 1.89% | 10.75% | 7.14% | 2.93% | 0.54% | 12.36% | 0.02% | 3.20% | 7.35% | 9.86% | 0.00% |
SFHYX Hundredfold Select Alternative Fund | 5.55% | 4.62% | 4.19% | 4.74% | 5.40% | 2.40% | 0.26% | 8.40% | 2.90% | 0.24% | 0.00% | 3.63% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.02% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% | 0.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 5.81% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
UGL ProShares Ultra Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.71% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% | 0.42% |
PPA Invesco Aerospace & Defense ETF | 0.54% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% | 0.62% | 1.26% |
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 Rick's Actual. 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 Rick's Actual was 17.74%, occurring on Mar 16, 2020. Recovery took 53 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.74% | Feb 20, 2020 | 18 | Mar 16, 2020 | 53 | Jun 1, 2020 | 71 |
| -14.07% | Nov 22, 2021 | 277 | Dec 28, 2022 | 103 | May 26, 2023 | 380 |
| -10.49% | Sep 3, 2020 | 14 | Sep 23, 2020 | 71 | Jan 5, 2021 | 85 |
| -10.1% | Oct 4, 2018 | 56 | Dec 24, 2018 | 37 | Feb 19, 2019 | 93 |
| -7.93% | Jul 17, 2024 | 16 | Aug 7, 2024 | 47 | Oct 14, 2024 | 63 |
Volatility
Volatility Chart
The current Rick's Actual volatility is 3.02%, 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
| LCSIX | UGL | ASFYX | UUP | PSCC | PPA | TQQQ | SFHYX | |
|---|---|---|---|---|---|---|---|---|
| LCSIX | 1.00 | 0.08 | 0.17 | -0.02 | -0.03 | -0.04 | -0.05 | 0.02 |
| UGL | 0.08 | 1.00 | 0.04 | -0.46 | 0.01 | 0.02 | 0.02 | 0.15 |
| ASFYX | 0.17 | 0.04 | 1.00 | 0.11 | 0.11 | 0.17 | 0.20 | 0.23 |
| UUP | -0.02 | -0.46 | 0.11 | 1.00 | -0.09 | -0.10 | -0.13 | -0.20 |
| PSCC | -0.03 | 0.01 | 0.11 | -0.09 | 1.00 | 0.57 | 0.47 | 0.43 |
| PPA | -0.04 | 0.02 | 0.17 | -0.10 | 0.57 | 1.00 | 0.61 | 0.55 |
| TQQQ | -0.05 | 0.02 | 0.20 | -0.13 | 0.47 | 0.61 | 1.00 | 0.62 |
| SFHYX | 0.02 | 0.15 | 0.23 | -0.20 | 0.43 | 0.55 | 0.62 | 1.00 |