Leverage Up - Vol Down Combo

The chart shows the growth of an initial investment of $10,000 in Leverage Up - Vol Down Combo, 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 when any position deviates by more than 5.0% from its target allocation.

Based on dividend-adjusted daily data since Jun 6, 2025, Leverage Up - Vol Down Combo's average daily return is +0.08%, while the average monthly return is +1.51%. At this rate, your investment would double in approximately 3.9 years.

Historically, 91% of months were positive and 9% were negative. The best month was Jan 2026 with a return of +4.7%, while the worst month was Mar 2026 at -2.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Leverage Up - Vol Down Combo closed higher 59% of trading days. The best single day was Feb 3, 2026 with a return of +1.6%, while the worst single day was Jan 30, 2026 at -3.0%.

Leverage Up - Vol Down Combo has an annualized alpha of 17.31%, beta of 0.33, and R² of 0.18 versus S&P 500 Index. Calculated based on daily prices since June 06, 2025.

• This portfolio captured 87.31% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -33.17%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.33 may look defensive, but with R² of 0.18 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.18 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Leverage Up - Vol Down Combo has a high expense ratio of 1.37%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

There isn't enough data available to calculate the Sharpe ratio for Leverage Up - Vol Down Combo. This metric is based on the past 12 months of trading data. Please check back later for updated information.

Leverage Up - Vol Down Combo provided a 5.64% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Leverage Up - Vol Down Combo. 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 Leverage Up - Vol Down Combo was 4.55%, occurring on Mar 23, 2026. The portfolio has not yet recovered.

The current Leverage Up - Vol Down Combo drawdown is 2.14%.

The chart below shows the rolling one-month volatility.