Darazon - Future
Asset Allocation
| Position | Category/Sector | Target 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 every 3 months.
The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL
Returns By Period
As of Apr 19, 2025, the Darazon - Future returned -35.13% Year-To-Date and 52.63% 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% |
| Darazon - Future | -28.76% | -16.97% | -30.83% | 25.74% | 64.59% | 56.75% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | -24.42% | -14.38% | -26.44% | 33.22% | 70.28% | 69.14% |
USD ProShares Ultra Semiconductors | -49.63% | -31.85% | -51.64% | -10.40% | 42.15% | 34.85% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.25% | 0.35% | 2.18% | 4.83% | 2.52% | 1.75% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -11.37% | 2.84% | -14.98% | -8.07% | -28.76% | ||||||||
| 2024 | 22.94% | 29.84% | 14.23% | -5.75% | 28.12% | 13.77% | -6.63% | 1.09% | 1.66% | 8.26% | 3.74% | -1.82% | 165.04% |
| 2023 | 33.26% | 16.43% | 20.39% | -2.04% | 37.31% | 12.32% | 10.98% | 4.03% | -12.71% | -7.19% | 17.19% | 8.72% | 236.31% |
| 2022 | -19.06% | -0.92% | 9.79% | -32.63% | 2.50% | -22.21% | 22.69% | -18.01% | -21.28% | 10.55% | 27.21% | -15.07% | -55.27% |
| 2021 | 0.86% | 7.09% | -1.57% | 8.16% | 7.36% | 20.77% | -2.23% | 12.53% | -8.11% | 22.20% | 29.05% | -7.97% | 118.79% |
| 2020 | -0.91% | 5.59% | -9.99% | 14.30% | 19.59% | 7.70% | 10.41% | 24.22% | 0.68% | -6.81% | 13.29% | 0.05% | 102.22% |
| 2019 | 9.56% | 9.90% | 13.20% | 5.35% | -27.13% | 22.85% | 5.27% | -2.57% | 4.51% | 14.16% | 8.06% | 10.02% | 87.01% |
| 2018 | 22.92% | -0.83% | -4.31% | -4.99% | 14.85% | -7.69% | 3.21% | 12.11% | -1.05% | -24.45% | -16.39% | -16.72% | -29.23% |
| 2017 | 2.72% | -3.52% | 7.58% | -3.59% | 30.67% | -3.10% | 11.45% | 4.22% | 7.10% | 17.42% | -1.82% | -3.03% | 80.97% |
| 2016 | -13.33% | 3.83% | 19.79% | -4.27% | 24.81% | 0.57% | 20.45% | 7.87% | 9.87% | 0.45% | 22.21% | 11.75% | 153.67% |
| 2015 | -7.70% | 14.32% | -6.10% | 0.86% | 10.14% | -13.71% | -6.61% | 1.94% | 4.49% | 16.54% | 9.94% | 0.57% | 21.75% |
| 2014 | -2.86% | 13.68% | 2.24% | 0.16% | 5.53% | 7.77% | -3.11% | 11.26% | -2.78% | 1.05% | 12.72% | -1.03% | 51.95% |
Expense Ratio
Darazon - Future has an expense ratio of 0.43%, 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 Darazon - Future 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.27 | 0.79 | 1.10 | 0.44 | 1.20 |
USD ProShares Ultra Semiconductors | -0.29 | 0.23 | 1.03 | -0.44 | -1.04 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.63 | 253.38 | 147.29 | 448.78 | 4,119.51 |
Dividends
Dividend yield
Darazon - Future provided a 0.41% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.41% | 0.31% | 0.28% | 0.26% | 0.03% | 0.14% | 0.56% | 0.73% | 0.33% | 3.43% | 0.78% | 2.07% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
USD ProShares Ultra Semiconductors | 0.35% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 7.11% | 0.39% | 2.71% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.77% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 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 82.71%, occurring on Nov 20, 2008. Recovery took 1768 trading sessions.
The current Darazon - Future drawdown is 42.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -82.71% | Oct 19, 2007 | 276 | Nov 20, 2008 | 1768 | Dec 1, 2015 | 2044 |
| -69.3% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -52.54% | Oct 2, 2018 | 58 | Dec 24, 2018 | 264 | Jan 13, 2020 | 322 |
| -45.29% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -41.3% | Jan 7, 2025 | 61 | Apr 4, 2025 | — | — | — |
Volatility
Volatility Chart
The current Darazon - Future volatility is 27.63%, 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 | 0.00 |
| NVDA | 0.00 | 1.00 | 0.80 |
| USD | 0.00 | 0.80 | 1.00 |