Rick's Powers of 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | Systematic Trend | 64% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 32% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 4% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's Powers of 2, 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 Jul 30, 2010, corresponding to the inception date of ASFYX
Returns By Period
As of Dec 3, 2024, the Rick's Powers of 2 returned 18.11% Year-To-Date and 18.59% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Rick's Powers of 2 | 18.11% | 6.21% | 4.24% | 26.92% | 24.56% | 18.59% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 64.42% | 16.28% | 30.58% | 94.81% | 35.53% | 34.94% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -3.07% | 1.96% | -9.15% | -2.65% | 7.16% | 3.11% |
UGL ProShares Ultra Gold | 48.30% | -7.82% | 21.87% | 52.45% | 15.35% | 9.26% |
Monthly Returns
The table below presents the monthly returns of Rick's Powers of 2, 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 | 1.07% | 7.72% | 3.66% | -2.65% | 4.62% | 3.49% | -3.11% | -3.69% | 3.30% | -4.06% | 5.72% | 18.11% | |
| 2023 | 10.24% | -0.73% | 4.89% | 1.10% | 8.06% | 7.57% | 3.16% | -3.55% | -3.76% | -1.68% | 6.07% | 5.91% | 42.67% |
| 2022 | -6.52% | -1.12% | 10.57% | -5.35% | -3.08% | -0.78% | 8.41% | -4.09% | -5.91% | 2.03% | 0.41% | -9.80% | -15.90% |
| 2021 | -0.68% | 1.76% | 1.32% | 7.70% | 0.19% | 4.77% | 3.20% | 3.70% | -7.57% | 10.57% | -2.65% | 2.50% | 26.35% |
| 2020 | 3.04% | -5.67% | -7.33% | 15.07% | 6.07% | 6.62% | 11.28% | 13.27% | -10.28% | -3.53% | 12.19% | 8.60% | 55.79% |
| 2019 | 7.12% | 2.91% | 7.47% | 7.79% | -8.58% | 8.21% | 3.17% | 2.40% | -1.45% | 2.31% | 3.93% | 4.13% | 45.65% |
| 2018 | 13.12% | -8.13% | -5.51% | -0.80% | 4.50% | 0.81% | 2.11% | 8.54% | -3.36% | -12.28% | -2.28% | -4.52% | -10.03% |
| 2017 | 5.44% | 6.24% | 0.98% | 2.26% | 3.92% | -4.58% | 6.08% | 2.99% | -1.01% | 7.13% | 2.33% | 0.86% | 37.14% |
| 2016 | -2.37% | 0.79% | 3.84% | -4.34% | 1.84% | 0.81% | 8.51% | -1.48% | -0.24% | -4.52% | -0.73% | 1.30% | 2.75% |
| 2015 | 3.41% | 6.86% | -1.07% | -0.66% | 0.95% | -6.18% | 5.46% | -8.31% | -1.25% | 11.84% | 1.40% | -4.44% | 6.43% |
| 2014 | -3.72% | 6.19% | -3.40% | 0.63% | 6.49% | 4.44% | 1.11% | 8.39% | -0.90% | 1.45% | 9.15% | -0.86% | 31.81% |
| 2013 | 2.84% | -0.25% | 4.70% | 5.97% | 0.71% | -4.57% | 7.90% | -1.54% | 5.94% | 7.41% | 3.89% | 4.04% | 42.91% |
Expense Ratio
Rick's Powers of 2 has a high expense ratio of 1.28%, 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 rank of Rick's Powers of 2 is 9, indicating that it is in the bottom 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 1.75 | 2.16 | 1.29 | 1.78 | 7.26 |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -0.33 | -0.35 | 0.95 | -0.16 | -0.45 |
UGL ProShares Ultra Gold | 1.68 | 2.17 | 1.28 | 0.98 | 9.01 |
Dividends
Dividend yield
Rick's Powers of 2 provided a 1.02% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.02% | 1.03% | 20.97% | 3.88% | 2.18% | 3.55% | 0.87% | 0.04% | 0.00% | 3.24% | 8.74% | 0.00% |
| 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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.02% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% | 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% | 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 Rick's Powers of 2. 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 Powers of 2 was 25.70%, occurring on Mar 16, 2020. Recovery took 60 trading sessions.
The current Rick's Powers of 2 drawdown is 6.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.7% | Feb 20, 2020 | 18 | Mar 16, 2020 | 60 | Jun 10, 2020 | 78 |
| -24.77% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -23.68% | Aug 16, 2022 | 94 | Dec 28, 2022 | 107 | Jun 2, 2023 | 201 |
| -20.49% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -18.7% | Sep 3, 2020 | 14 | Sep 23, 2020 | 60 | Dec 17, 2020 | 74 |
Volatility
Volatility Chart
The current Rick's Powers of 2 volatility is 5.88%, 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
| UGL | TQQQ | ASFYX | |
|---|---|---|---|
| UGL | 1.00 | 0.03 | 0.06 |
| TQQQ | 0.03 | 1.00 | 0.18 |
| ASFYX | 0.06 | 0.18 | 1.00 |