Leveraged
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Leveraged, 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 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of Oct 17, 2024, the Leveraged returned 28.19% Year-To-Date and 20.75% 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 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| Leveraged | 28.19% | 2.57% | 27.31% | 63.27% | 19.79% | 20.55% |
| Portfolio components: | ||||||
UPRO ProShares UltraPro S&P 500 | 64.45% | 10.24% | 47.84% | 116.71% | 27.10% | 26.77% |
EDV Vanguard Extended Duration Treasury ETF | -3.02% | -7.24% | 11.72% | 22.24% | -7.70% | -0.62% |
TQQQ ProShares UltraPro QQQ | 45.76% | 10.33% | 39.59% | 102.36% | 36.55% | 37.68% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.56% | -2.37% | 7.04% | 11.53% | -1.06% | 0.99% |
VT Vanguard Total World Stock ETF | 18.15% | 2.94% | 14.84% | 32.25% | 12.01% | 9.94% |
Monthly Returns
The table below presents the monthly returns of Leveraged, 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 | 0.61% | 7.04% | 4.13% | -10.16% | 9.57% | 7.78% | 0.74% | 2.88% | 3.81% | 28.19% | |||
| 2023 | 16.13% | -5.84% | 11.58% | 1.35% | 3.07% | 10.62% | 3.98% | -5.02% | -11.84% | -6.85% | 20.59% | 11.96% | 54.37% |
| 2022 | -11.93% | -6.50% | 1.88% | -19.86% | -3.27% | -12.81% | 17.82% | -10.22% | -19.25% | 6.20% | 11.23% | -12.87% | -50.15% |
| 2021 | -2.75% | -0.19% | 3.08% | 9.93% | -0.45% | 8.00% | 5.50% | 5.40% | -9.62% | 12.89% | 1.19% | 4.02% | 41.21% |
| 2020 | 4.62% | -8.12% | -17.25% | 21.94% | 8.55% | 5.52% | 12.45% | 13.58% | -9.42% | -6.32% | 19.22% | 6.96% | 53.54% |
| 2019 | 13.58% | 4.76% | 6.23% | 6.35% | -9.01% | 11.38% | 2.53% | 1.06% | 0.82% | 3.94% | 6.13% | 4.22% | 63.60% |
| 2018 | 9.96% | -7.40% | -4.60% | -1.03% | 6.32% | 1.21% | 4.31% | 7.20% | -1.18% | -13.76% | 1.75% | -9.29% | -8.99% |
| 2017 | 5.32% | 7.34% | 1.11% | 3.27% | 4.71% | -0.97% | 4.20% | 2.72% | 0.52% | 5.06% | 4.46% | 2.47% | 48.11% |
| 2016 | -6.37% | 0.05% | 9.57% | -1.91% | 4.15% | 1.62% | 9.39% | 0.24% | 0.52% | -4.81% | -0.08% | 2.72% | 14.74% |
| 2015 | 0.45% | 5.97% | -2.75% | 0.26% | 1.30% | -5.66% | 6.85% | -11.06% | -2.91% | 16.48% | 0.20% | -3.62% | 2.93% |
| 2014 | -1.80% | 7.40% | -0.49% | 1.11% | 6.28% | 3.99% | -0.47% | 9.24% | -3.23% | 4.63% | 7.00% | -0.70% | 37.18% |
| 2013 | 5.19% | 1.81% | 5.62% | 5.64% | 0.93% | -5.10% | 8.26% | -3.98% | 6.94% | 8.04% | 3.79% | 3.79% | 48.08% |
Expense Ratio
Leveraged features an expense ratio of 0.51%, falling within the medium range. 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 Leveraged is 31, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
UPRO ProShares UltraPro S&P 500 | 2.90 | 3.23 | 1.43 | 2.03 | 16.76 |
EDV Vanguard Extended Duration Treasury ETF | 0.88 | 1.36 | 1.16 | 0.32 | 2.35 |
TQQQ ProShares UltraPro QQQ | 1.76 | 2.19 | 1.29 | 1.42 | 7.49 |
IEF iShares 7-10 Year Treasury Bond ETF | 1.33 | 1.95 | 1.23 | 0.41 | 4.59 |
VT Vanguard Total World Stock ETF | 2.49 | 3.42 | 1.45 | 2.02 | 15.77 |
Dividends
Dividend yield
Leveraged granted a 2.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Leveraged | 2.21% | 2.04% | 1.67% | 0.87% | 1.97% | 1.66% | 1.56% | 1.27% | 2.05% | 1.81% | 1.46% | 1.91% |
| Portfolio components: | ||||||||||||
UPRO ProShares UltraPro S&P 500 | 0.77% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
EDV Vanguard Extended Duration Treasury ETF | 4.00% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% | 5.03% |
TQQQ ProShares UltraPro QQQ | 1.30% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.36% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
VT Vanguard Total World Stock ETF | 1.85% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
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 Leveraged. 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 Leveraged was 54.17%, occurring on Oct 14, 2022. The portfolio has not yet recovered.
The current Leveraged drawdown is 2.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.17% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -39.22% | Feb 20, 2020 | 20 | Mar 18, 2020 | 58 | Jun 10, 2020 | 78 |
| -27.36% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -19.8% | Sep 3, 2020 | 14 | Sep 23, 2020 | 60 | Dec 17, 2020 | 74 |
| -18.45% | Apr 27, 2015 | 85 | Aug 25, 2015 | 48 | Nov 2, 2015 | 133 |
Volatility
Volatility Chart
The current Leveraged volatility is 5.19%, 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
| IEF | EDV | TQQQ | VT | UPRO | |
|---|---|---|---|---|---|
| IEF | 1.00 | 0.89 | -0.21 | -0.25 | -0.27 |
| EDV | 0.89 | 1.00 | -0.22 | -0.28 | -0.29 |
| TQQQ | -0.21 | -0.22 | 1.00 | 0.84 | 0.90 |
| VT | -0.25 | -0.28 | 0.84 | 1.00 | 0.95 |
| UPRO | -0.27 | -0.29 | 0.90 | 0.95 | 1.00 |