Darazon - Future
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 5% |
NVDA NVIDIA Corporation | Technology | 50% |
USD ProShares Ultra Semiconductors | Leveraged Equities, Leveraged | 45% |
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
The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL
Returns By Period
As of Jul 22, 2024, the Darazon - Future returned 127.82% Year-To-Date and 61.27% 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 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| Darazon - Future | 132.39% | -7.96% | 93.17% | 171.89% | 77.79% | 61.97% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 147.58% | -3.14% | 104.78% | 174.87% | 95.76% | 76.50% |
USD ProShares Ultra Semiconductors | 132.05% | -13.85% | 90.38% | 186.36% | 61.00% | 47.70% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 2.94% | 0.42% | 2.61% | 5.35% | 2.06% | 1.39% |
Monthly Returns
The table below presents the monthly returns of Darazon - Future, 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 | 20.05% | 30.47% | 13.81% | -7.38% | 28.45% | 14.79% | 132.39% | ||||||
| 2023 | 31.29% | 12.59% | 20.83% | -4.89% | 37.11% | 12.65% | 11.34% | 1.35% | -13.60% | -8.59% | 21.13% | 13.53% | 221.61% |
| 2022 | -19.70% | -1.22% | 7.59% | -31.61% | 3.98% | -23.76% | 25.06% | -18.61% | -22.35% | 9.32% | 28.43% | -16.38% | -57.06% |
| 2021 | 1.60% | 7.62% | -0.97% | 5.88% | 6.64% | 18.83% | -1.93% | 10.42% | -8.23% | 20.25% | 28.92% | -6.16% | 110.04% |
| 2020 | -1.28% | 2.70% | -12.43% | 16.83% | 17.32% | 8.07% | 8.85% | 21.81% | 0.14% | -5.98% | 18.80% | 2.22% | 99.38% |
| 2019 | 10.12% | 10.73% | 11.75% | 7.10% | -26.99% | 22.81% | 5.93% | -3.11% | 4.74% | 13.20% | 7.84% | 10.48% | 89.67% |
| 2018 | 19.88% | -0.43% | -4.07% | -6.10% | 15.96% | -8.32% | 2.99% | 9.87% | -1.73% | -23.09% | -10.76% | -14.28% | -25.22% |
| 2017 | 2.86% | -1.61% | 7.58% | -3.21% | 26.55% | -4.30% | 10.42% | 4.01% | 7.98% | 17.92% | -1.09% | -2.45% | 80.09% |
| 2016 | -13.23% | 3.60% | 16.63% | -4.40% | 24.02% | 0.81% | 19.92% | 7.82% | 9.34% | -0.33% | 19.87% | 10.94% | 134.79% |
| 2015 | -6.88% | 14.26% | -5.69% | 1.69% | 8.31% | -12.81% | -5.64% | 3.72% | 5.72% | 16.59% | 9.88% | 0.80% | 28.74% |
| 2014 | -2.84% | 14.10% | 2.20% | 0.32% | 5.45% | 7.29% | -3.44% | 11.25% | -3.09% | 1.90% | 11.66% | -1.53% | 49.99% |
| 2013 | 4.84% | 3.82% | 4.39% | 5.83% | 6.92% | -2.11% | 2.19% | -2.23% | 8.46% | 2.79% | 1.65% | 6.84% | 52.25% |
Expense Ratio
Darazon - Future features an expense ratio of 0.43%, 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 risk-adjusted rank of Darazon - Future is 91, placing it in the top 9% 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.84 | 4.13 | 1.52 | 8.93 | 24.93 |
USD ProShares Ultra Semiconductors | 2.85 | 3.00 | 1.38 | 4.54 | 14.67 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.97 | 338.07 | 240.05 | 487.76 | 5,508.33 |
Dividends
Dividend yield
Darazon - Future granted a 0.28% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Darazon - Future | 0.28% | 0.28% | 0.26% | 0.03% | 0.14% | 0.56% | 0.73% | 0.33% | 1.90% | 0.77% | 1.65% | 1.26% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
USD ProShares Ultra Semiconductors | 0.02% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 3.71% | 0.39% | 1.80% | 0.63% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.23% | 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.
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 82.54%, occurring on Nov 20, 2008. Recovery took 1518 trading sessions.
The current Darazon - Future drawdown is 17.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -82.54% | Oct 19, 2007 | 276 | Nov 20, 2008 | 1518 | Dec 3, 2014 | 1794 |
| -69.85% | Nov 30, 2021 | 221 | Oct 14, 2022 | 165 | Jun 13, 2023 | 386 |
| -48.9% | Jun 7, 2018 | 139 | Dec 24, 2018 | 244 | Dec 12, 2019 | 383 |
| -46.25% | Feb 20, 2020 | 18 | Mar 16, 2020 | 57 | Jun 5, 2020 | 75 |
| -28.35% | Dec 7, 2015 | 46 | Feb 11, 2016 | 32 | Mar 30, 2016 | 78 |
Volatility
Volatility Chart
The current Darazon - Future volatility is 19.22%, 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
| BIL | NVDA | USD | |
|---|---|---|---|
| BIL | 1.00 | 0.00 | 0.01 |
| NVDA | 0.00 | 1.00 | 0.79 |
| USD | 0.01 | 0.79 | 1.00 |