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Darazon - Future
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIL 5%NVDA 50%USD 45%BondBondEquityEquity
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF

5%

NVDA
NVIDIA Corporation
Technology

50%

USD
ProShares Ultra Semiconductors
Leveraged Equities, Leveraged

45%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Darazon - Future, 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


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2024FebruaryMarchApril
7,384.00%
224.61%
Darazon - Future
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL

Returns By Period

As of Apr 20, 2024, the Darazon - Future returned 43.42% Year-To-Date and 54.25% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Darazon - Future43.42%-22.70%91.89%173.34%58.67%54.09%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.55%67.03%
USD
ProShares Ultra Semiconductors
34.73%-28.93%107.16%180.84%42.04%40.35%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
1.60%0.41%2.64%5.21%1.91%1.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202420.05%30.47%13.81%
2023-13.60%-8.59%21.13%13.53%

Expense Ratio

The Darazon - Future has a high expense ratio of 0.43%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

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.


Darazon - Future
Sharpe ratio
The chart of Sharpe ratio for Darazon - Future, currently valued at 3.18, compared to the broader market-1.000.001.002.003.004.003.18
Sortino ratio
The chart of Sortino ratio for Darazon - Future, currently valued at 3.81, compared to the broader market-2.000.002.004.006.003.81
Omega ratio
The chart of Omega ratio for Darazon - Future, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for Darazon - Future, currently valued at 4.50, compared to the broader market0.002.004.006.008.004.50
Martin ratio
The chart of Martin ratio for Darazon - Future, currently valued at 21.72, compared to the broader market0.0010.0020.0030.0040.0021.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
3.544.401.548.1226.76
USD
ProShares Ultra Semiconductors
2.703.181.383.0815.58
BIL
SPDR Barclays 1-3 Month T-Bill ETF
19.35166.3479.44241.162,555.57

Sharpe Ratio

The current Darazon - Future Sharpe ratio is 3.18. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.18

The Sharpe ratio of Darazon - Future is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00NovemberDecember2024FebruaryMarchApril
3.18
1.66
Darazon - Future
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Darazon - Future granted a 0.28% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Darazon - Future0.28%0.28%0.26%0.03%0.14%0.56%0.73%0.33%0.44%0.78%1.25%1.25%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
USD
ProShares Ultra Semiconductors
0.04%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%0.89%0.63%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.13%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-23.72%
-5.46%
Darazon - Future
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Darazon - Future. 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 Darazon - Future was 83.99%, occurring on Nov 20, 2008. Recovery took 1741 trading sessions.

The current Darazon - Future drawdown is 23.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-83.99%Oct 19, 2007276Nov 20, 20081741Oct 22, 20152017
-69.85%Nov 30, 2021221Oct 14, 2022165Jun 13, 2023386
-49.04%Jun 7, 2018139Dec 24, 2018246Dec 16, 2019385
-46.25%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-28.59%Dec 7, 201546Feb 11, 201642Apr 13, 201688

Volatility

Volatility Chart

The current Darazon - Future volatility is 16.28%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
16.28%
3.15%
Darazon - Future
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BILNVDAUSD
BIL1.000.000.01
NVDA0.001.000.78
USD0.010.781.00