Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BLV Vanguard Long-Term Bond ETF | Total Bond Market | 20% |
IAU iShares Gold Trust | Precious Metals, Gold | 20% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | Leveraged Equities, Leveraged | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Qq, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 18, 2025, the Qq returned -3.61% Year-To-Date and 11.13% 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% |
| -3.61% | -4.72% | -5.04% | 11.92% | 12.57% | 11.14% | |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 26.50% | 8.90% | 21.92% | 39.18% | 14.30% | 10.44% |
BLV Vanguard Long-Term Bond ETF | 0.68% | -3.32% | -4.00% | 4.21% | -5.23% | 0.68% |
VOO Vanguard S&P 500 ETF | -9.88% | -6.86% | -9.35% | 6.85% | 14.69% | 11.66% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | -34.20% | -24.19% | -35.26% | -3.41% | 26.92% | 18.05% |
Monthly Returns
The table below presents the monthly returns of Qq, 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 | 3.48% | 0.11% | -2.70% | -4.37% | -3.61% | ||||||||
| 2024 | 0.60% | 3.76% | 4.62% | -3.75% | 4.72% | 2.89% | 2.52% | 2.56% | 3.12% | -1.02% | 4.47% | -3.33% | 22.72% |
| 2023 | 7.57% | -4.26% | 5.31% | 1.49% | -0.61% | 5.03% | 2.78% | -2.19% | -6.09% | -1.31% | 9.67% | 5.41% | 23.76% |
| 2022 | -5.38% | -1.61% | 2.17% | -9.19% | -0.70% | -7.19% | 7.81% | -5.22% | -9.69% | 5.18% | 7.65% | -4.88% | -20.89% |
| 2021 | -2.11% | 0.10% | 2.98% | 5.36% | 2.05% | 1.09% | 3.01% | 2.31% | -4.95% | 6.27% | -0.60% | 4.19% | 20.93% |
| 2020 | 1.87% | -5.68% | -10.38% | 12.08% | 4.58% | 2.06% | 7.96% | 4.99% | -4.31% | -2.63% | 8.61% | 4.34% | 23.30% |
| 2019 | 7.34% | 2.48% | 2.14% | 2.96% | -4.13% | 7.63% | 1.22% | 1.64% | 0.41% | 2.11% | 2.36% | 2.93% | 32.66% |
| 2018 | 4.69% | -4.28% | -1.69% | -0.42% | 1.89% | -0.24% | 2.44% | 2.33% | 0.10% | -5.72% | 1.45% | -4.60% | -4.52% |
| 2017 | 2.56% | 4.13% | -0.14% | 1.44% | 1.44% | 0.22% | 2.17% | 1.39% | 0.75% | 1.70% | 2.69% | 1.84% | 22.09% |
| 2016 | -2.42% | 2.67% | 5.42% | 1.49% | 0.08% | 2.92% | 3.94% | -0.63% | -0.12% | -2.66% | 0.06% | 1.60% | 12.70% |
| 2015 | 0.71% | 2.08% | -1.63% | 0.24% | 0.63% | -2.58% | 0.98% | -4.64% | -2.04% | 7.62% | -1.11% | -1.86% | -2.09% |
| 2014 | -1.20% | 5.06% | 0.16% | 1.10% | 1.64% | 2.94% | -1.86% | 4.03% | -2.84% | 1.60% | 2.49% | 0.35% | 14.00% |
Expense Ratio
Qq has an expense ratio of 0.18%, which is considered low. 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 Qq is 72, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 2.37 | 3.14 | 1.41 | 4.75 | 12.80 |
BLV Vanguard Long-Term Bond ETF | 0.41 | 0.63 | 1.08 | 0.15 | 0.88 |
VOO Vanguard S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
SPXL Direxion Daily S&P 500 Bull 3X Shares | -0.10 | 0.24 | 1.03 | -0.12 | -0.47 |
Dividends
Dividend yield
Qq provided a 1.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.78% | 1.63% | 1.64% | 1.71% | 1.31% | 1.96% | 1.74% | 1.95% | 2.01% | 1.84% | 1.93% | 1.71% |
| Portfolio components: | ||||||||||||
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BLV Vanguard Long-Term Bond ETF | 4.69% | 4.68% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% |
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 1.22% | 0.74% | 0.98% | 0.33% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 0.00% | 0.00% | 0.00% |
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 Qq. 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 Qq was 27.46%, occurring on Oct 14, 2022. Recovery took 326 trading sessions.
The current Qq drawdown is 9.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.46% | Dec 28, 2021 | 202 | Oct 14, 2022 | 326 | Feb 2, 2024 | 528 |
| -27.46% | Feb 20, 2020 | 22 | Mar 20, 2020 | 79 | Jul 14, 2020 | 101 |
| -14.8% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -14.43% | Jan 29, 2018 | 229 | Dec 24, 2018 | 55 | Mar 15, 2019 | 284 |
| -11.38% | Jul 25, 2011 | 50 | Oct 3, 2011 | 18 | Oct 27, 2011 | 68 |
Volatility
Volatility Chart
The current Qq volatility is 11.03%, 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
| IAU | BLV | VOO | SPXL | |
|---|---|---|---|---|
| IAU | 1.00 | 0.26 | 0.04 | 0.04 |
| BLV | 0.26 | 1.00 | -0.12 | -0.12 |
| VOO | 0.04 | -0.12 | 1.00 | 1.00 |
| SPXL | 0.04 | -0.12 | 1.00 | 1.00 |