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10% Leveraged Stocks 90% ST High Yield Bonds
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

10% Leveraged Stocks 90% ST High Yield Bonds

Currency in USD · Last updated Jun 13, 2026

Asset Allocation

PGHY 90.00%SPUU 10.00%BondBondEquityEquity
PositionCategory/SectorTarget Weight
PGHY
Invesco Global Short Term High Yield Bond ETF		High Yield Bonds
90%
SPUU
Direxion Daily S&P 500 Bull 2X ETF		Leveraged Equities, S&P 500
10%

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 10% Leveraged Stocks 90% ST High Yield Bonds, 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.

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Returns By Period

As of Jun 13, 2026, the 10% Leveraged Stocks 90% ST High Yield Bonds returned 4.22% Year-To-Date and 6.71% of annualized return in the last 10 years.

Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.93%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
10% Leveraged Stocks 90% ST High Yield Bonds
0.02%-0.13%4.22%4.60%11.80%11.56%6.31%6.71%
Portfolio components:
PGHY
Invesco Global Short Term High Yield Bond ETF		-0.15%0.18%2.49%2.88%7.65%8.84%4.53%4.39%
SPUU
Direxion Daily S&P 500 Bull 2X ETF		1.20%-2.20%15.56%15.85%47.93%34.75%19.14%24.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 6, 2014, 10% Leveraged Stocks 90% ST High Yield Bonds's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +6.3%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 10% Leveraged Stocks 90% ST High Yield Bonds closed higher 55% of trading days. The best single day was Mar 26, 2020 with a return of +5.8%, while the worst single day was Mar 18, 2020 at -8.7%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.16%0.51%-3.20%4.65%1.72%-0.52%4.22%
20252.03%1.07%-1.61%-1.12%2.15%2.68%0.94%1.65%0.99%0.83%0.00%0.80%10.84%
20241.33%2.09%1.07%-1.98%2.87%0.55%1.82%1.87%2.16%-1.16%2.12%-1.50%11.68%
20233.41%-0.70%0.11%0.86%-0.33%3.60%1.00%0.09%-2.22%-1.64%5.36%3.62%13.63%
2022-1.80%-3.85%-0.38%-2.36%0.25%-3.04%2.59%-1.18%-2.97%2.08%3.12%-1.49%-8.95%
2021-0.18%1.13%1.06%1.48%0.51%0.74%-0.12%1.25%-1.41%1.31%-0.77%1.27%6.40%

Benchmark Metrics

10% Leveraged Stocks 90% ST High Yield Bonds has an annualized alpha of 2.23%, beta of 0.32, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since June 06, 2014.

  • This portfolio participated in 45.22% of S&P 500 Index downside but only 40.50% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.32 may look defensive, but with R2 of 0.45 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R2 of 0.45 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
Alpha
2.23%
Beta
0.32
R²
0.45
Upside Capture
40.50%
Downside Capture
45.22%
See how alpha, beta & R² have trended over time →

Expense Ratio

10% Leveraged Stocks 90% ST High Yield Bonds has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SPUU
Direxion Daily S&P 500 Bull 2X ETF
PGHY
Invesco Global Short Term High Yield Bond ETF

Return for Risk

Risk / Return Rank

10% Leveraged Stocks 90% ST High Yield Bonds ranks 48 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

10% Leveraged Stocks 90% ST High Yield Bonds Risk / Return Rank: 4848
Overall Rank
10% Leveraged Stocks 90% ST High Yield Bonds Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
10% Leveraged Stocks 90% ST High Yield Bonds Sortino Ratio Rank: 5353
Sortino Ratio Rank
10% Leveraged Stocks 90% ST High Yield Bonds Omega Ratio Rank: 4141
Omega Ratio Rank
10% Leveraged Stocks 90% ST High Yield Bonds Calmar Ratio Rank: 4747
Calmar Ratio Rank
10% Leveraged Stocks 90% ST High Yield Bonds Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 10% Leveraged Stocks 90% ST High Yield Bonds and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.84

1.86

-0.02

Sortino ratioReturn per unit of downside risk

2.77

2.53

+0.24

Omega ratioGain probability vs. loss probability

1.33

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

2.70

2.53

+0.17

Martin ratioReturn relative to average drawdown

12.07

11.37

+0.70

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PGHY
Invesco Global Short Term High Yield Bond ETF
51
1.462.241.262.469.42
SPUU
Direxion Daily S&P 500 Bull 2X ETF
58
1.812.351.312.4710.61

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current 10% Leveraged Stocks 90% ST High Yield Bonds Sharpe ratio is 1.84 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 10% Leveraged Stocks 90% ST High Yield Bonds compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

10% Leveraged Stocks 90% ST High Yield Bonds provided a 6.52% dividend yield over the last twelve months.

PositionTTM20252024202320222021202020192018201720162015
Portfolio6.52%6.68%6.80%7.17%4.69%4.95%5.71%4.97%5.46%5.67%6.44%4.58%
Portfolio components:
PGHY
Invesco Global Short Term High Yield Bond ETF		7.09%7.24%7.49%7.87%5.12%5.17%5.45%5.32%5.45%5.52%6.26%4.60%
SPUU
Direxion Daily S&P 500 Bull 2X ETF		1.39%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 10% Leveraged Stocks 90% ST High Yield Bonds. 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 10% Leveraged Stocks 90% ST High Yield Bonds was 23.99%, occurring on Mar 18, 2020. Recovery took 117 trading sessions.

The current 10% Leveraged Stocks 90% ST High Yield Bonds drawdown is 0.89%.

Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-23.99%Mar 2020
1mo 5d5mo 18d
6mo 23dFeb 2020 - Sep 2020
Bear market2022
-12.33%Sep 2022
10mo 26d1y 2mo
2y 21dNov 2021 - Nov 2023
2025 selloff2025
-7.94%Apr 2025
1mo 19d2mo 2d
3mo 21dFeb 2025 - Jun 2025
2016 pullback2016
-7.44%Feb 2016
3mo 4d1mo 10d
4mo 14dNov 2015 - Mar 2016
Rate-hike selloffLate 2018
-5.12%Dec 2018
2mo 23d1mo 12d
4mo 5dOct 2018 - Feb 2019

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 1.22, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.16

1.14

1.16

1.18

1.19

The portfolio has a diversification ratio of 1.19, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

10% Leveraged Stocks 90% ST High Yield Bonds correlation to the S&P 500 Index

10% Leveraged Stocks 90% ST High Yield Bonds has a 0.70 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.
Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

0.66

Benchmark Correlations

Correlation vs. S&P 500 Index. SPUU has the highest benchmark correlation at 0.97, while PGHY has the lowest at 0.31.

PGHY
0.31
SPUU
0.97

Portfolio Correlations

Correlation vs. 10% Leveraged Stocks 90% ST High Yield Bonds. PGHY has the highest portfolio correlation at 0.88, while SPUU has the lowest at 0.68.

SPUU
0.68
PGHY
0.88

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
PGHYSPUU
PGHY1.000.31
SPUU0.311.00
The correlation results are calculated based on daily price changes starting from Jun 6, 2014
Diversification Analysis

Find what 10% Leveraged Stocks 90% ST High Yield Bonds is missing

See which holdings overlap, where 10% Leveraged Stocks 90% ST High Yield Bonds is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification