OptimizeViaPortfolioVisXLK_TQQQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 35% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 65% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in OptimizeViaPortfolioVisXLK_TQQQ, 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 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of Sep 14, 2024, the OptimizeViaPortfolioVisXLK_TQQQ returned 21.65% Year-To-Date and 27.66% 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 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| OptimizeViaPortfolioVisXLK_TQQQ | 21.65% | -0.92% | 9.83% | 45.75% | 30.82% | 27.54% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 14.92% | -0.43% | 7.04% | 31.53% | 23.37% | 20.09% |
TQQQ ProShares UltraPro QQQ | 33.83% | -1.88% | 14.25% | 72.05% | 33.76% | 34.05% |
Monthly Returns
The table below presents the monthly returns of OptimizeViaPortfolioVisXLK_TQQQ, 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 | 3.09% | 8.19% | 1.38% | -8.75% | 10.84% | 11.62% | -4.75% | 0.63% | 21.65% | ||||
| 2023 | 17.37% | -1.10% | 17.39% | -0.09% | 13.96% | 10.63% | 5.41% | -3.31% | -9.85% | -2.76% | 19.82% | 8.64% | 99.66% |
| 2022 | -13.37% | -7.94% | 5.26% | -20.02% | -3.07% | -14.09% | 22.26% | -10.30% | -18.82% | 7.92% | 8.43% | -14.62% | -50.26% |
| 2021 | -0.71% | 0.40% | 2.02% | 9.74% | -2.38% | 11.59% | 5.45% | 6.81% | -9.94% | 13.89% | 4.80% | 2.72% | 51.20% |
| 2020 | 5.46% | -11.07% | -18.48% | 25.12% | 11.84% | 11.30% | 11.63% | 21.03% | -11.33% | -6.86% | 19.25% | 9.15% | 72.95% |
| 2019 | 13.99% | 7.56% | 7.18% | 9.99% | -14.41% | 13.61% | 4.45% | -3.77% | 1.70% | 6.92% | 7.91% | 7.03% | 77.41% |
| 2018 | 14.21% | -2.64% | -7.33% | -0.11% | 10.43% | 0.65% | 4.01% | 10.63% | -0.61% | -14.49% | -2.25% | -13.75% | -5.69% |
| 2017 | 7.77% | 7.82% | 3.56% | 4.13% | 6.67% | -4.80% | 7.29% | 3.70% | 0.10% | 9.07% | 2.92% | 0.83% | 60.39% |
| 2016 | -9.72% | -2.28% | 12.32% | -6.61% | 7.58% | -3.63% | 12.59% | 1.87% | 3.48% | -2.12% | 0.49% | 2.38% | 14.68% |
| 2015 | -4.69% | 12.97% | -4.89% | 3.58% | 3.43% | -5.39% | 6.55% | -11.43% | -3.44% | 20.13% | 0.96% | -3.47% | 10.74% |
| 2014 | -3.91% | 8.18% | -2.79% | -0.54% | 7.14% | 4.64% | 2.17% | 7.60% | -1.38% | 3.35% | 8.24% | -4.16% | 30.97% |
| 2013 | 3.98% | 0.71% | 4.86% | 3.57% | 5.66% | -4.86% | 9.51% | -1.29% | 7.29% | 8.41% | 5.77% | 5.53% | 60.45% |
Expense Ratio
OptimizeViaPortfolioVisXLK_TQQQ features an expense ratio of 0.42%, 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 OptimizeViaPortfolioVisXLK_TQQQ is 20, indicating that it is in the bottom 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.40 | 1.89 | 1.25 | 1.76 | 6.31 |
TQQQ ProShares UltraPro QQQ | 1.26 | 1.75 | 1.23 | 1.04 | 5.45 |
Dividends
Dividend yield
OptimizeViaPortfolioVisXLK_TQQQ granted a 0.90% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OptimizeViaPortfolioVisXLK_TQQQ | 0.90% | 0.93% | 0.87% | 0.42% | 0.60% | 0.77% | 1.08% | 0.89% | 1.13% | 1.17% | 1.15% | 1.11% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.69% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
TQQQ ProShares UltraPro QQQ | 1.28% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 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 OptimizeViaPortfolioVisXLK_TQQQ. 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 OptimizeViaPortfolioVisXLK_TQQQ was 53.50%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current OptimizeViaPortfolioVisXLK_TQQQ drawdown is 12.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.5% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -46.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 64 | Jun 23, 2020 | 87 |
| -35.63% | Aug 30, 2018 | 80 | Dec 24, 2018 | 77 | Apr 16, 2019 | 157 |
| -26.39% | Jul 27, 2011 | 18 | Aug 19, 2011 | 113 | Feb 1, 2012 | 131 |
| -25.87% | Apr 26, 2010 | 49 | Jul 2, 2010 | 73 | Oct 15, 2010 | 122 |
Volatility
Volatility Chart
The current OptimizeViaPortfolioVisXLK_TQQQ volatility is 12.20%, 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
| TQQQ | XLK | |
|---|---|---|
| TQQQ | 1.00 | 0.96 |
| XLK | 0.96 | 1.00 |