Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CSM Proshares Large Cap Core Plus | Long-Short | 16.67% |
QLEIX AQR Long-Short Equity Fund | Long-Short | 16.67% |
QSPIX AQR Style Premia Alternative Fund | Multistrategy | 16.67% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 25% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, S&P 500 | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IRA Thought (Jan 11), 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.
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The earliest data available for this chart is Jan 2, 2014, corresponding to the inception date of QSPIX
Returns By Period
As of Apr 4, 2026, the IRA Thought (Jan 11) returned -6.14% Year-To-Date and 25.17% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio IRA Thought (Jan 11) | 0.22% | -4.57% | -6.14% | -2.79% | 62.28% | 34.99% | 21.53% | 25.17% |
| Portfolio components: | ||||||||
TQQQ ProShares UltraPro QQQ | 0.23% | -12.85% | -17.68% | -16.96% | 112.37% | 47.33% | 13.60% | 35.51% |
UPRO ProShares UltraPro S&P 500 | 0.21% | -11.62% | -13.96% | -11.51% | 86.45% | 37.93% | 17.21% | 25.67% |
CSM Proshares Large Cap Core Plus | 0.15% | -3.26% | -4.57% | -0.83% | 33.75% | 17.97% | 11.72% | 13.05% |
QSPIX AQR Style Premia Alternative Fund | 0.62% | 5.45% | 11.79% | 16.04% | 20.85% | 19.90% | 19.30% | 7.26% |
QLEIX AQR Long-Short Equity Fund | -0.10% | 0.63% | -1.80% | 6.17% | 27.94% | 26.70% | 22.86% | 11.71% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2014, IRA Thought (Jan 11)'s average daily return is +0.10%, while the average monthly return is +2.08%. At this rate, your investment would double in approximately 2.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +22.1%, while the worst month was Mar 2020 at -25.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IRA Thought (Jan 11) closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +15.6%, while the worst single day was Mar 16, 2020 at -17.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.75% | -2.55% | -7.52% | 2.37% | -6.14% | ||||||||
| 2025 | 4.54% | -2.34% | -9.99% | -3.84% | 13.55% | 10.07% | 3.54% | 2.62% | 7.94% | 5.65% | -1.57% | -0.01% | 31.71% |
| 2024 | 4.76% | 8.70% | 5.65% | -7.15% | 9.59% | 7.18% | -1.48% | 1.69% | 2.69% | -1.92% | 10.01% | -2.20% | 42.45% |
| 2023 | 14.83% | -2.32% | 8.70% | 1.57% | 4.63% | 13.13% | 6.04% | -2.58% | -6.38% | -4.68% | 17.26% | 8.11% | 71.29% |
| 2022 | -7.06% | -5.10% | 3.59% | -14.48% | 1.63% | -15.25% | 16.96% | -9.44% | -17.63% | 12.54% | 8.78% | -12.49% | -37.09% |
| 2021 | 0.45% | 3.04% | 8.77% | 9.72% | 0.08% | 6.30% | 4.65% | 5.92% | -8.91% | 11.33% | 1.03% | 7.62% | 60.61% |
Benchmark Metrics
IRA Thought (Jan 11) has an annualized alpha of 5.55%, beta of 1.72, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.
- This portfolio captured 228.16% of S&P 500 Index gains and 154.17% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 5.55% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 1.72 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 5.55%
- Beta
- 1.72
- R²
- 0.94
- Upside Capture
- 228.16%
- Downside Capture
- 154.17%
Expense Ratio
IRA Thought (Jan 11) has a high expense ratio of 1.01%, 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.
Return for Risk
Risk / Return Rank
IRA Thought (Jan 11) ranks 28 for risk / return — below 28% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.88 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.37 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.39 | +0.15 |
Martin ratioReturn relative to average drawdown | 6.31 | 6.43 | -0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 40 | 0.68 | 1.36 | 1.19 | 1.32 | 3.99 |
UPRO ProShares UltraPro S&P 500 | 34 | 0.59 | 1.17 | 1.17 | 1.03 | 4.06 |
CSM Proshares Large Cap Core Plus | 53 | 0.98 | 1.51 | 1.23 | 1.52 | 6.85 |
QSPIX AQR Style Premia Alternative Fund | 66 | 1.52 | 2.08 | 1.28 | 1.92 | 5.84 |
QLEIX AQR Long-Short Equity Fund | 94 | 2.35 | 3.06 | 1.48 | 3.22 | 12.63 |
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Dividends
Dividend yield
IRA Thought (Jan 11) provided a 1.31% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.31% | 1.27% | 3.07% | 8.14% | 6.64% | 2.27% | 0.49% | 0.62% | 1.61% | 2.91% | 1.07% | 2.17% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 0.73% | 0.65% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% |
UPRO ProShares UltraPro S&P 500 | 1.01% | 0.84% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% |
CSM Proshares Large Cap Core Plus | 1.15% | 1.04% | 1.06% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% |
QSPIX AQR Style Premia Alternative Fund | 2.30% | 2.57% | 6.95% | 23.77% | 22.68% | 12.78% | 0.00% | 1.62% | 0.96% | 7.08% | 1.74% | 5.83% |
QLEIX AQR Long-Short Equity Fund | 1.78% | 1.75% | 7.12% | 20.88% | 14.15% | 0.00% | 1.57% | 0.00% | 6.03% | 9.11% | 3.01% | 4.98% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the IRA Thought (Jan 11). 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 IRA Thought (Jan 11) was 50.74%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current IRA Thought (Jan 11) drawdown is 9.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.74% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -42.57% | Dec 30, 2021 | 198 | Oct 12, 2022 | 292 | Dec 11, 2023 | 490 |
| -33.06% | Oct 2, 2018 | 58 | Dec 24, 2018 | 131 | Jul 3, 2019 | 189 |
| -32.7% | Feb 20, 2025 | 34 | Apr 8, 2025 | 56 | Jun 30, 2025 | 90 |
| -22.62% | Dec 2, 2015 | 49 | Feb 11, 2016 | 106 | Jul 14, 2016 | 155 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.80, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | QSPIX | QLEIX | TQQQ | CSM | UPRO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.06 | 0.50 | 0.91 | 0.97 | 1.00 | 0.97 |
| QSPIX | -0.06 | 1.00 | 0.51 | -0.12 | -0.04 | -0.06 | 0.01 |
| QLEIX | 0.50 | 0.51 | 1.00 | 0.40 | 0.50 | 0.50 | 0.54 |
| TQQQ | 0.91 | -0.12 | 0.40 | 1.00 | 0.87 | 0.91 | 0.96 |
| CSM | 0.97 | -0.04 | 0.50 | 0.87 | 1.00 | 0.97 | 0.94 |
| UPRO | 1.00 | -0.06 | 0.50 | 0.91 | 0.97 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.01 | 0.54 | 0.96 | 0.94 | 0.97 | 1.00 |