4.6.25 Test
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
PSQ ProShares Short QQQ | Inverse Equities | 20% |
SDOW ProShares UltraPro Short Dow30 | Leveraged Equities, Leveraged | 20% |
SH ProShares Short S&P500 | Inverse Equities | 20% |
SPXU ProShares UltraPro Short S&P500 | Leveraged Equities, Leveraged | 20% |
SQQQ ProShares UltraPro Short QQQ | Leveraged Equities, Leveraged | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 4.6.25 Test, 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 every 3 months.
The earliest data available for this chart is Feb 11, 2010, corresponding to the inception date of SDOW
Returns By Period
As of Apr 19, 2025, the 4.6.25 Test returned 19.12% Year-To-Date and -29.78% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| 4.6.25 Test | 19.12% | 9.55% | 17.59% | -13.37% | -30.05% | -29.78% |
| Portfolio components: | ||||||
PSQ ProShares Short QQQ | 13.40% | 6.00% | 10.64% | -2.87% | -15.49% | -16.00% |
SDOW ProShares UltraPro Short Dow30 | 19.97% | 15.17% | 26.55% | -13.02% | -33.56% | -34.59% |
SH ProShares Short S&P500 | 11.11% | 6.27% | 12.07% | -1.08% | -11.76% | -10.78% |
SPXU ProShares UltraPro Short S&P500 | 24.22% | 12.04% | 23.98% | -20.39% | -39.86% | -37.15% |
SQQQ ProShares UltraPro Short QQQ | 25.90% | 7.70% | 12.97% | -30.61% | -50.94% | -50.24% |
Monthly Returns
The table below presents the monthly returns of 4.6.25 Test, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -6.01% | 4.51% | 13.90% | 6.47% | 19.12% | ||||||||
| 2024 | -2.72% | -8.29% | -3.95% | 11.04% | -9.03% | -6.72% | -1.75% | -3.80% | -4.36% | 2.86% | -11.94% | 5.32% | -30.37% |
| 2023 | -13.41% | 5.18% | -9.76% | -2.57% | -3.52% | -10.95% | -6.64% | 4.54% | 11.51% | 4.76% | -17.72% | -8.98% | -41.26% |
| 2022 | 13.09% | 6.22% | -10.16% | 22.33% | -2.81% | 17.54% | -19.15% | 8.93% | 22.83% | -17.13% | -12.66% | 15.37% | 36.23% |
| 2021 | 0.67% | -4.80% | -9.67% | -10.13% | -1.74% | -6.46% | -5.33% | -6.54% | 10.80% | -14.27% | 0.73% | -8.42% | -44.56% |
| 2020 | -1.84% | 17.35% | -4.01% | -27.65% | -11.34% | -9.18% | -11.86% | -16.33% | 5.95% | 5.44% | -21.82% | -8.34% | -61.97% |
| 2019 | -16.39% | -6.35% | -4.36% | -8.09% | 16.89% | -14.32% | -3.35% | 2.32% | -3.39% | -5.38% | -7.80% | -5.85% | -45.91% |
| 2018 | -13.28% | 4.50% | 6.13% | -1.64% | -6.60% | -0.91% | -7.50% | -7.85% | -1.08% | 15.29% | -3.57% | 19.51% | -1.91% |
| 2017 | -5.51% | -9.01% | -1.27% | -3.75% | -4.42% | 0.10% | -6.17% | -2.17% | -2.68% | -7.67% | -5.99% | -2.44% | -40.88% |
| 2016 | 12.20% | -0.39% | -14.33% | 1.53% | -5.43% | -0.08% | -9.69% | -1.10% | -2.00% | 2.96% | -6.77% | -4.54% | -26.32% |
| 2015 | 5.47% | -12.86% | 3.46% | -2.90% | -3.95% | 4.48% | -5.96% | 12.70% | 3.05% | -18.43% | -1.62% | 2.43% | -16.81% |
| 2014 | 7.35% | -10.20% | 0.45% | -1.65% | -6.08% | -4.45% | 0.53% | -8.83% | 1.43% | -6.26% | -7.25% | 1.15% | -30.13% |
Expense Ratio
4.6.25 Test has a high expense ratio of 0.94%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 4.6.25 Test is 6, meaning it’s performing worse than 94% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
PSQ ProShares Short QQQ | -0.04 | 0.12 | 1.02 | -0.01 | -0.08 |
SDOW ProShares UltraPro Short Dow30 | -0.26 | -0.03 | 1.00 | -0.13 | -0.52 |
SH ProShares Short S&P500 | -0.02 | 0.11 | 1.02 | -0.00 | -0.03 |
SPXU ProShares UltraPro Short S&P500 | -0.33 | -0.10 | 0.99 | -0.18 | -0.58 |
SQQQ ProShares UltraPro Short QQQ | -0.36 | -0.05 | 0.99 | -0.27 | -0.68 |
Dividends
Dividend yield
4.6.25 Test provided a 6.22% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.22% | 8.28% | 6.37% | 0.34% | 0.00% | 0.77% | 2.15% | 1.21% | 0.08% |
| Portfolio components: | |||||||||
PSQ ProShares Short QQQ | 5.88% | 7.15% | 6.01% | 0.35% | 0.00% | 0.31% | 1.75% | 0.94% | 0.02% |
SDOW ProShares UltraPro Short Dow30 | 6.35% | 8.30% | 5.38% | 0.36% | 0.00% | 0.52% | 2.17% | 1.23% | 0.09% |
SH ProShares Short S&P500 | 5.07% | 6.20% | 5.37% | 0.32% | 0.00% | 0.16% | 1.76% | 1.01% | 0.06% |
SPXU ProShares UltraPro Short S&P500 | 6.40% | 9.53% | 7.07% | 0.39% | 0.00% | 0.71% | 2.14% | 1.41% | 0.11% |
SQQQ ProShares UltraPro Short QQQ | 7.37% | 10.23% | 8.01% | 0.28% | 0.00% | 2.15% | 2.92% | 1.47% | 0.14% |
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 4.6.25 Test. 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 4.6.25 Test was 99.75%, occurring on Feb 19, 2025. The portfolio has not yet recovered.
The current 4.6.25 Test drawdown is 99.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.75% | Jul 6, 2010 | 3680 | Feb 19, 2025 | — | — | — |
| -17.77% | Feb 16, 2010 | 48 | Apr 23, 2010 | 47 | Jun 30, 2010 | 95 |
Volatility
Volatility Chart
The current 4.6.25 Test volatility is 33.17%, 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
| SDOW | SQQQ | PSQ | SH | SPXU | |
|---|---|---|---|---|---|
| SDOW | 1.00 | 0.73 | 0.76 | 0.92 | 0.92 |
| SQQQ | 0.73 | 1.00 | 0.97 | 0.87 | 0.87 |
| PSQ | 0.76 | 0.97 | 1.00 | 0.90 | 0.90 |
| SH | 0.92 | 0.87 | 0.90 | 1.00 | 1.00 |
| SPXU | 0.92 | 0.87 | 0.90 | 1.00 | 1.00 |