KEEP IT COMPLICATED
Complex = overfit = nice
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DRN Direxion Daily Real Estate Bull 3x Shares | REIT, Leveraged | 8% |
QQQ Invesco QQQ | Large Cap Blend Equities | 245.60% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 24.80% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | Leveraged Equities, Leveraged | -8% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 38.60% |
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | -13.10% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | -71.20% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | -7.70% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | Government Bonds | -87.40% |
VNQ Vanguard Real Estate ETF | REIT | -24.70% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | REIT | -4.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KEEP IT COMPLICATED, 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.
The earliest data available for this chart is Feb 4, 2014, corresponding to the inception date of USFR
Returns By Period
As of Apr 19, 2025, the KEEP IT COMPLICATED returned -2.30% Year-To-Date and 9.63% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| KEEP IT COMPLICATED | -2.30% | 0.15% | 2.51% | 17.63% | 10.93% | 9.63% |
| Portfolio components: | ||||||
UGL ProShares Ultra Gold | 53.12% | 16.54% | 40.25% | 73.50% | 19.52% | 13.85% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -1.51% | -12.15% | -21.22% | -9.99% | -37.22% | -15.27% |
TLT iShares 20+ Year Treasury Bond ETF | 1.27% | -3.66% | -4.78% | 2.64% | -9.85% | -1.37% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 6.27% | 2.49% | -2.39% | 11.19% | 2.39% | 0.73% |
VNQ Vanguard Real Estate ETF | -1.51% | -3.95% | -9.16% | 15.03% | 6.68% | 4.71% |
DRN Direxion Daily Real Estate Bull 3x Shares | -7.77% | -12.23% | -31.66% | 28.83% | 1.25% | -5.60% |
SMH VanEck Vectors Semiconductor ETF | -20.50% | -15.34% | -23.11% | -7.31% | 24.77% | 22.64% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | -66.21% | -54.72% | -73.76% | -73.37% | 2.01% | 15.61% |
TQQQ ProShares UltraPro QQQ | -42.76% | -27.23% | -39.12% | -13.24% | 23.05% | 26.31% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 1.24% | 0.30% | 2.30% | 4.88% | 2.78% | 1.94% |
QQQ Invesco QQQ | -13.00% | -7.51% | -9.91% | 5.53% | 16.35% | 16.13% |
Monthly Returns
The table below presents the monthly returns of KEEP IT COMPLICATED, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.01% | -0.17% | -5.12% | 2.12% | -2.30% | ||||||||
| 2024 | 3.43% | 3.06% | 0.37% | -1.12% | 3.68% | 3.71% | 0.09% | 2.33% | 1.63% | 1.25% | 3.44% | 1.60% | 26.01% |
| 2023 | 1.51% | 3.39% | -0.18% | 1.10% | 3.61% | 0.84% | 0.88% | 2.38% | -0.54% | 0.18% | 3.29% | -1.59% | 15.76% |
| 2022 | -2.90% | -3.10% | 6.06% | -7.56% | 2.29% | -7.74% | 3.98% | 3.22% | -1.92% | 4.18% | 3.66% | -2.25% | -3.26% |
| 2021 | 1.90% | 1.44% | 2.66% | 1.03% | -0.25% | 1.46% | 0.81% | 1.29% | 0.10% | 1.76% | 0.45% | 0.81% | 14.28% |
| 2020 | 0.94% | -1.25% | 9.87% | 3.00% | -1.21% | -1.39% | 0.50% | -3.16% | 8.34% | 0.40% | 4.53% | -1.34% | 19.98% |
| 2019 | 2.32% | 0.09% | 0.13% | 0.71% | -0.66% | 1.96% | 1.45% | -0.30% | 1.93% | 1.53% | 0.94% | -1.04% | 9.38% |
| 2018 | 1.26% | 3.12% | 0.13% | 1.78% | 1.78% | 2.06% | 1.54% | 1.52% | 0.84% | -2.59% | 0.94% | -7.82% | 4.16% |
| 2017 | 0.80% | -0.33% | 0.18% | 0.77% | 0.49% | 1.30% | 0.48% | 0.87% | 0.62% | 1.29% | 0.16% | -0.01% | 6.84% |
| 2016 | -2.67% | -2.61% | 5.02% | -2.05% | 3.53% | -1.39% | 0.26% | 0.49% | 0.59% | 0.38% | 0.75% | 0.13% | 2.17% |
| 2015 | -1.77% | 3.64% | 0.71% | 0.45% | 0.94% | 0.23% | 2.52% | 0.66% | -1.09% | -0.36% | 1.97% | 0.78% | 8.90% |
| 2014 | 0.48% | 0.83% | 0.54% | 1.58% | -0.38% | 2.01% | 0.79% | 1.83% | 2.89% | 0.95% | 0.28% | 12.42% |
Expense Ratio
KEEP IT COMPLICATED has an expense ratio of -0.42%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 90, KEEP IT COMPLICATED is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
UGL ProShares Ultra Gold | 2.16 | 2.66 | 1.34 | 4.51 | 11.24 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.21 | -0.00 | 1.00 | -0.09 | -0.38 |
TLT iShares 20+ Year Treasury Bond ETF | 0.23 | 0.41 | 1.05 | 0.07 | 0.44 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.73 | 1.13 | 1.14 | 0.42 | 1.47 |
VNQ Vanguard Real Estate ETF | 0.79 | 1.17 | 1.15 | 0.55 | 2.79 |
DRN Direxion Daily Real Estate Bull 3x Shares | 0.47 | 0.97 | 1.13 | 0.33 | 1.47 |
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
SOXL Direxion Daily Semiconductor Bull 3x Shares | -0.60 | -0.71 | 0.91 | -0.87 | -1.53 |
TQQQ ProShares UltraPro QQQ | -0.24 | 0.13 | 1.02 | -0.31 | -0.93 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 15.64 | 51.31 | 13.03 | 82.16 | 705.13 |
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
Dividends
Dividend yield
KEEP IT COMPLICATED provided a -4.27% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | -4.27% | -3.96% | -3.74% | 0.26% | 1.10% | 0.60% | 0.06% | 0.74% | 1.22% | 1.72% | 2.85% | 3.66% |
| Portfolio components: | ||||||||||||
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% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 4.30% | 4.29% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.30% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.85% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.57% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% |
VNQ Vanguard Real Estate ETF | 4.18% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
DRN Direxion Daily Real Estate Bull 3x Shares | 2.71% | 2.25% | 2.84% | 2.70% | 4.21% | 1.91% | 2.59% | 3.12% | 0.92% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 3.82% | 1.18% | 0.51% | 1.08% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 2.18% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.86% | 5.17% | 5.12% | 1.78% | 0.02% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
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 KEEP IT COMPLICATED. 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 KEEP IT COMPLICATED was 18.71%, occurring on Jun 16, 2022. Recovery took 170 trading sessions.
The current KEEP IT COMPLICATED drawdown is 4.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.71% | Mar 30, 2022 | 55 | Jun 16, 2022 | 170 | Feb 21, 2023 | 225 |
| -16.66% | Oct 2, 2018 | 58 | Dec 24, 2018 | 230 | Nov 21, 2019 | 288 |
| -14.68% | Dec 22, 2021 | 56 | Mar 14, 2022 | 11 | Mar 29, 2022 | 67 |
| -11.39% | Dec 18, 2015 | 37 | Feb 11, 2016 | 74 | May 27, 2016 | 111 |
| -10.57% | Mar 5, 2020 | 8 | Mar 16, 2020 | 6 | Mar 24, 2020 | 14 |
Volatility
Volatility Chart
The current KEEP IT COMPLICATED volatility is 11.37%, 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
| USFR | UGL | TMF | TLT | DRN | VNQ | VNQI | SMH | SOXL | TQQQ | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| USFR | 1.00 | 0.02 | -0.00 | 0.00 | 0.01 | 0.01 | -0.01 | 0.01 | 0.01 | 0.02 | 0.02 |
| UGL | 0.02 | 1.00 | 0.31 | 0.31 | 0.10 | 0.11 | 0.18 | 0.00 | -0.00 | 0.01 | 0.01 |
| TMF | -0.00 | 0.31 | 1.00 | 1.00 | 0.10 | 0.09 | -0.05 | -0.15 | -0.15 | -0.12 | -0.12 |
| TLT | 0.00 | 0.31 | 1.00 | 1.00 | 0.10 | 0.09 | -0.05 | -0.15 | -0.15 | -0.12 | -0.12 |
| DRN | 0.01 | 0.10 | 0.10 | 0.10 | 1.00 | 0.99 | 0.57 | 0.35 | 0.36 | 0.45 | 0.46 |
| VNQ | 0.01 | 0.11 | 0.09 | 0.09 | 0.99 | 1.00 | 0.58 | 0.37 | 0.38 | 0.47 | 0.47 |
| VNQI | -0.01 | 0.18 | -0.05 | -0.05 | 0.57 | 0.58 | 1.00 | 0.52 | 0.52 | 0.58 | 0.58 |
| SMH | 0.01 | 0.00 | -0.15 | -0.15 | 0.35 | 0.37 | 0.52 | 1.00 | 0.98 | 0.83 | 0.83 |
| SOXL | 0.01 | -0.00 | -0.15 | -0.15 | 0.36 | 0.38 | 0.52 | 0.98 | 1.00 | 0.83 | 0.83 |
| TQQQ | 0.02 | 0.01 | -0.12 | -0.12 | 0.45 | 0.47 | 0.58 | 0.83 | 0.83 | 1.00 | 1.00 |
| QQQ | 0.02 | 0.01 | -0.12 | -0.12 | 0.46 | 0.47 | 0.58 | 0.83 | 0.83 | 1.00 | 1.00 |