Experimental
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FLOT iShares Floating Rate Bond ETF | Corporate Bonds | 50% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Experimental, 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 Jun 17, 2011, corresponding to the inception date of FLOT
Returns By Period
As of Apr 19, 2025, the Experimental returned -17.45% Year-To-Date and 13.66% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Experimental | -32.71% | -22.55% | -33.69% | -0.12% | 25.39% | 15.95% |
| Portfolio components: | ||||||
FLOT iShares Floating Rate Bond ETF | 0.95% | -0.02% | 2.19% | 5.13% | 3.62% | 2.50% |
UPRO ProShares UltraPro S&P 500 | -34.10% | -23.64% | -35.14% | -0.44% | 28.09% | 17.90% |
Monthly Returns
The table below presents the monthly returns of Experimental, 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 | 6.44% | -4.79% | -16.86% | -20.14% | -32.71% | ||||||||
| 2024 | 3.28% | 13.86% | 8.41% | -12.32% | 13.53% | 9.37% | 1.75% | 4.87% | 4.93% | -3.91% | 16.70% | -8.09% | 60.16% |
| 2023 | 16.53% | -7.99% | 8.57% | 3.39% | -0.09% | 17.69% | 8.39% | -5.95% | -13.70% | -7.25% | 25.81% | 12.10% | 62.86% |
| 2022 | -15.24% | -9.37% | 9.52% | -24.18% | -2.01% | -23.35% | 26.26% | -12.41% | -24.83% | 20.70% | 13.22% | -16.33% | -54.46% |
| 2021 | -3.40% | 7.12% | 12.31% | 15.08% | 1.29% | 6.21% | 6.55% | 8.51% | -13.28% | 20.70% | -2.59% | 12.57% | 90.97% |
| 2020 | -0.81% | -21.07% | -43.37% | 30.87% | 11.56% | 2.91% | 15.48% | 19.62% | -11.11% | -7.60% | 31.25% | 10.19% | 9.31% |
| 2019 | 20.37% | 8.16% | 4.32% | 10.50% | -16.91% | 18.73% | 3.43% | -5.92% | 4.75% | 5.13% | 9.69% | 7.64% | 87.32% |
| 2018 | 16.13% | -12.15% | -7.69% | -0.08% | 5.68% | 1.15% | 9.49% | 8.14% | 1.09% | -18.71% | 3.72% | -23.17% | -22.00% |
| 2017 | 4.22% | 9.86% | -0.16% | 2.34% | 3.14% | 1.31% | 5.01% | 0.18% | 4.91% | 5.92% | 7.74% | 3.04% | 58.63% |
| 2016 | -11.98% | -1.30% | 16.10% | 0.68% | 3.65% | -0.11% | 8.77% | 0.15% | -0.41% | -4.48% | 8.76% | 4.86% | 24.25% |
| 2015 | -7.43% | 13.48% | -4.20% | 2.07% | 2.72% | -4.95% | 4.86% | -15.02% | -6.61% | 19.91% | 0.66% | -4.74% | -4.05% |
| 2014 | -7.81% | 9.63% | 1.59% | 1.23% | 4.89% | 4.72% | -3.36% | 8.99% | -3.40% | 4.56% | 6.47% | -1.26% | 27.66% |
Expense Ratio
Experimental has an expense ratio of 0.56%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Experimental is 14, meaning it’s performing worse than 86% 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 | |
|---|---|---|---|---|---|
FLOT iShares Floating Rate Bond ETF | 2.46 | 3.08 | 2.22 | 3.33 | 26.33 |
UPRO ProShares UltraPro S&P 500 | -0.10 | 0.25 | 1.04 | -0.11 | -0.45 |
Dividends
Dividend yield
Experimental provided a 3.52% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.52% | 3.37% | 3.20% | 1.29% | 0.24% | 0.68% | 1.60% | 1.52% | 0.73% | 0.55% | 0.43% | 0.33% |
| Portfolio components: | ||||||||||||
FLOT iShares Floating Rate Bond ETF | 5.53% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.45% | 0.97% | 0.53% | 0.44% |
UPRO ProShares UltraPro S&P 500 | 1.52% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% |
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 Experimental. 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 Experimental was 71.80%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.
The current Experimental drawdown is 22.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 202 | Jan 8, 2021 | 225 |
| -61.37% | Jan 4, 2022 | 195 | Oct 12, 2022 | 420 | Jun 14, 2024 | 615 |
| -47.15% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -45.45% | Sep 21, 2018 | 65 | Dec 24, 2018 | 137 | Jul 12, 2019 | 202 |
| -31.61% | May 22, 2015 | 183 | Feb 11, 2016 | 106 | Jul 14, 2016 | 289 |
Volatility
Volatility Chart
The current Experimental volatility is 37.37%, 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
| FLOT | UPRO | |
|---|---|---|
| FLOT | 1.00 | 0.11 |
| UPRO | 0.11 | 1.00 |