Rick's T$$$
Who says TQQQ is too volatile?
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EUO ProShares UltraShort Euro | Leveraged Currency, Leveraged | 15% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | Systematic Trend | 35% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 15% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 10% |
YCS ProShares UltraShort Yen | Leveraged Currency, Leveraged | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's T$$, 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 Feb 28, 2012, corresponding to the inception date of LCSIX
Returns By Period
As of May 18, 2024, the Rick's T$$ returned 15.05% Year-To-Date and 16.06% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 11.18% | 5.60% | 17.48% | 26.33% | 13.16% | 10.99% |
| Rick's T$$$ | 15.05% | 3.62% | 16.83% | 30.43% | 18.54% | 15.96% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 24.59% | 27.20% | 47.00% | 101.22% | 35.12% | 37.72% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 1.54% | 0.20% | 2.41% | 0.57% | 4.23% | 7.19% |
YCS ProShares UltraShort Yen | 27.46% | 2.03% | 14.64% | 43.41% | 18.16% | 10.40% |
EUO ProShares UltraShort Euro | 5.27% | -3.60% | 3.32% | 4.16% | 3.24% | 5.98% |
UGL ProShares Ultra Gold | 31.89% | 1.54% | 41.25% | 35.13% | 18.62% | 6.02% |
Monthly Returns
The table below presents the monthly returns of Rick's T$$, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.83% | 3.30% | 3.07% | 0.97% | 15.05% | ||||||||
| 2023 | 5.73% | 0.65% | 4.48% | 1.08% | 5.59% | 3.60% | 1.88% | 0.09% | -0.13% | 0.18% | 3.68% | 0.93% | 31.27% |
| 2022 | -3.71% | 0.23% | 5.79% | -0.77% | -2.90% | 0.76% | 5.08% | -1.06% | -3.23% | 2.83% | -1.74% | -6.61% | -5.89% |
| 2021 | 0.05% | 0.89% | 2.64% | 3.14% | 0.95% | 3.75% | 1.02% | 2.17% | -1.45% | 5.91% | 0.52% | 2.31% | 24.02% |
| 2020 | 3.79% | -2.08% | -2.58% | 8.33% | 3.00% | 3.43% | 2.88% | 5.30% | -5.02% | -2.34% | 2.36% | 3.62% | 21.81% |
| 2019 | 3.17% | 3.66% | 2.49% | 3.16% | -4.87% | 3.96% | 1.74% | -1.09% | 0.69% | 0.84% | 2.56% | 2.31% | 19.89% |
| 2018 | 3.30% | -3.09% | -1.93% | 2.64% | 4.12% | 0.60% | 1.66% | 2.98% | 1.33% | -3.50% | 1.58% | -3.06% | 6.40% |
| 2017 | 1.49% | 2.56% | 0.77% | 0.58% | -0.76% | -1.24% | -0.10% | 3.94% | 0.53% | 2.84% | -0.40% | 2.01% | 12.77% |
| 2016 | -0.15% | -0.91% | 0.03% | -4.08% | 3.74% | -2.72% | 3.27% | -0.13% | -0.37% | 1.21% | 4.33% | 0.12% | 4.08% |
| 2015 | 2.08% | 3.02% | 0.50% | -1.79% | 4.67% | -2.56% | 3.26% | -4.81% | -1.34% | 6.97% | 2.50% | -0.89% | 11.55% |
| 2014 | -0.14% | 3.45% | -1.02% | -0.26% | 1.93% | 2.59% | 2.02% | 4.46% | 4.33% | 2.31% | 5.27% | -0.80% | 26.67% |
| 2013 | 2.64% | 0.44% | 2.66% | 0.37% | 1.68% | -4.10% | 2.75% | 1.04% | 0.49% | 1.19% | 2.84% | 2.04% | 14.75% |
Expense Ratio
Rick's T$$ has a high expense ratio of 1.25%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Rick's T$$ is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Rick's T$$$
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 | 2.28 | 2.71 | 1.33 | 1.69 | 9.85 |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 0.12 | 0.20 | 1.03 | 0.10 | 0.31 |
YCS ProShares UltraShort Yen | 2.38 | 2.98 | 1.42 | 3.48 | 11.69 |
EUO ProShares UltraShort Euro | 0.36 | 0.59 | 1.07 | 0.20 | 1.06 |
UGL ProShares Ultra Gold | 1.37 | 2.04 | 1.24 | 0.68 | 5.39 |
Dividends
Dividend yield
Rick's T$$ granted a 0.82% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Rick's T$$$ | 0.82% | 0.85% | 3.85% | 2.50% | 1.03% | 0.20% | 4.34% | 0.01% | 1.12% | 2.58% | 3.45% |
| Portfolio components: | |||||||||||
TQQQ ProShares UltraPro QQQ | 1.12% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 1.85% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% | 9.86% |
YCS ProShares UltraShort Yen | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUO ProShares UltraShort Euro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UGL ProShares Ultra Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Rick's T$$. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Rick's T$$ was 16.07%, occurring on Mar 16, 2020. Recovery took 54 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.07% | Feb 21, 2020 | 17 | Mar 16, 2020 | 54 | Jun 2, 2020 | 71 |
| -13.08% | Aug 19, 2022 | 93 | Dec 30, 2022 | 95 | May 18, 2023 | 188 |
| -9.81% | Sep 3, 2020 | 14 | Sep 23, 2020 | 98 | Feb 12, 2021 | 112 |
| -8.27% | Mar 28, 2012 | 37 | May 18, 2012 | 178 | Feb 5, 2013 | 215 |
| -8.08% | Dec 17, 2015 | 132 | Jun 27, 2016 | 100 | Nov 16, 2016 | 232 |
Volatility
Volatility Chart
The current Rick's T$$ volatility is 2.82%, 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
| LCSIX | TQQQ | EUO | UGL | YCS | |
|---|---|---|---|---|---|
| LCSIX | 1.00 | -0.05 | 0.02 | 0.06 | -0.08 |
| TQQQ | -0.05 | 1.00 | -0.11 | 0.01 | 0.19 |
| EUO | 0.02 | -0.11 | 1.00 | -0.41 | 0.38 |
| UGL | 0.06 | 0.01 | -0.41 | 1.00 | -0.44 |
| YCS | -0.08 | 0.19 | 0.38 | -0.44 | 1.00 |