TQQQ_VOO_UPRO
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 30% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TQQQ_VOO_UPRO, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 9, 2024, the TQQQ_VOO_UPRO returned 42.86% Year-To-Date and 24.24% 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 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| TQQQ_VOO_UPRO | 42.86% | 6.88% | 25.66% | 64.80% | 27.40% | 24.24% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 64.96% | 11.66% | 40.84% | 106.04% | 36.17% | 36.09% |
VOO Vanguard S&P 500 ETF | 27.15% | 3.85% | 15.64% | 37.75% | 16.06% | 13.45% |
UPRO ProShares UltraPro S&P 500 | 76.25% | 10.36% | 41.15% | 119.45% | 26.30% | 25.07% |
Monthly Returns
The table below presents the monthly returns of TQQQ_VOO_UPRO, 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 | 2.45% | 9.02% | 3.59% | -7.99% | 9.67% | 8.72% | -1.36% | 2.14% | 3.54% | -2.24% | 42.86% | ||
| 2023 | 15.33% | -3.45% | 12.50% | 1.30% | 7.23% | 11.61% | 6.07% | -3.62% | -9.16% | -4.49% | 18.14% | 9.29% | 73.92% |
| 2022 | -12.36% | -6.71% | 5.84% | -18.81% | -2.19% | -14.12% | 19.91% | -9.38% | -17.81% | 9.68% | 8.50% | -13.25% | -45.60% |
| 2021 | -1.13% | 2.00% | 4.90% | 10.28% | -1.03% | 8.20% | 4.66% | 6.56% | -9.56% | 13.76% | 1.07% | 4.53% | 51.46% |
| 2020 | 2.35% | -12.62% | -23.33% | 25.20% | 10.51% | 7.56% | 12.12% | 18.05% | -10.57% | -5.48% | 20.08% | 8.17% | 48.29% |
| 2019 | 15.28% | 5.68% | 5.26% | 8.64% | -13.39% | 12.97% | 3.12% | -4.04% | 2.29% | 5.65% | 7.11% | 6.36% | 66.06% |
| 2018 | 13.41% | -5.56% | -6.68% | 0.06% | 7.29% | 1.28% | 5.48% | 8.27% | -0.08% | -14.16% | 0.88% | -14.81% | -8.52% |
| 2017 | 6.24% | 7.73% | 1.96% | 3.32% | 4.78% | -2.18% | 5.58% | 1.80% | 1.35% | 6.24% | 4.44% | 1.53% | 51.65% |
| 2016 | -10.73% | -1.86% | 11.75% | -2.57% | 5.13% | -2.12% | 10.17% | 1.09% | 1.89% | -3.03% | 3.67% | 2.63% | 14.90% |
| 2015 | -4.73% | 11.66% | -3.79% | 2.39% | 3.02% | -4.16% | 5.95% | -12.30% | -4.51% | 19.20% | 0.78% | -3.48% | 6.43% |
| 2014 | -5.11% | 8.66% | -1.93% | -0.01% | 6.06% | 4.83% | -0.35% | 8.32% | -2.17% | 4.02% | 6.89% | -2.76% | 28.34% |
| 2013 | 6.97% | 1.34% | 6.01% | 3.89% | 5.37% | -4.01% | 10.88% | -3.26% | 7.83% | 8.46% | 5.94% | 5.15% | 68.76% |
Expense Ratio
TQQQ_VOO_UPRO features an expense ratio of 0.39%, 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 TQQQ_VOO_UPRO is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 2.20 | 2.54 | 1.34 | 2.04 | 9.24 |
VOO Vanguard S&P 500 ETF | 3.15 | 4.19 | 1.59 | 4.60 | 21.00 |
UPRO ProShares UltraPro S&P 500 | 3.36 | 3.60 | 1.50 | 2.75 | 20.54 |
Dividends
Dividend yield
TQQQ_VOO_UPRO provided a 1.15% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.15% | 1.33% | 1.24% | 0.75% | 0.94% | 1.20% | 1.33% | 1.07% | 1.22% | 1.30% | 1.14% | 1.11% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.15% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
UPRO ProShares UltraPro S&P 500 | 0.72% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
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 TQQQ_VOO_UPRO. 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 TQQQ_VOO_UPRO was 50.98%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.98% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -49.63% | Dec 28, 2021 | 202 | Oct 14, 2022 | 329 | Feb 7, 2024 | 531 |
| -33.88% | Aug 30, 2018 | 80 | Dec 24, 2018 | 80 | Apr 22, 2019 | 160 |
| -29.52% | May 2, 2011 | 108 | Oct 3, 2011 | 87 | Feb 7, 2012 | 195 |
| -24.58% | Jul 21, 2015 | 143 | Feb 11, 2016 | 110 | Jul 20, 2016 | 253 |
Volatility
Volatility Chart
The current TQQQ_VOO_UPRO volatility is 8.09%, 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 | UPRO | VOO | |
|---|---|---|---|
| TQQQ | 1.00 | 0.90 | 0.90 |
| UPRO | 0.90 | 1.00 | 1.00 |
| VOO | 0.90 | 1.00 | 1.00 |