Asset Allocation
Find the right asset allocation for 11 speed crazy
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 11 speed crazy, 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 11 speed crazy | 1.34% | 2.85% | 12.59% | 12.43% | 30.66% | 21.36% | 11.69% | — |
| Portfolio components: | ||||||||
CURE Direxion Daily Healthcare Bull 3x Shares | -0.55% | 13.71% | -7.96% | -6.00% | 28.51% | 3.05% | 1.51% | 13.49% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 0.65% | 1.51% | 14.94% | 17.07% | 25.61% | 15.36% | 8.06% | 10.14% |
FAS Direxion Daily Financial Bull 3X Shares | 4.15% | 10.95% | -13.50% | -13.89% | 7.93% | 38.21% | 7.30% | 21.20% |
O Realty Income Corporation | 1.31% | 1.67% | 13.70% | 11.57% | 14.88% | 6.59% | 3.49% | 4.89% |
QQQM Invesco NASDAQ 100 ETF | 0.67% | 0.22% | 17.59% | 17.91% | 37.64% | 26.52% | 16.94% | — |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.08% | 7.83% | 21.05% | 17.99% | 42.98% | 17.13% | 8.52% | 13.64% |
UCC ProShares Ultra Consumer Services | 0.57% | -4.37% | -8.62% | -10.29% | 12.48% | 14.37% | -0.24% | 13.99% |
UTES Virtus Reaves Utilities ETF | 1.56% | -0.82% | 0.26% | 0.49% | 8.95% | 22.00% | 15.32% | 12.27% |
UXI ProShares Ultra Industrials | 0.84% | 1.14% | 23.82% | 21.89% | 44.03% | 33.12% | 12.39% | 19.65% |
UYM ProShares Ultra Basic Materials | 3.74% | 1.10% | 27.95% | 30.38% | 36.06% | 11.85% | 4.60% | 12.48% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 13, 2020, 11 speed crazy's average daily return is +0.08%, while the average monthly return is +1.69%. At this rate, an investment would double in approximately 3.4 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +21.6%, while the worst month was Sep 2022 at -14.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 11 speed crazy closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +12.1%, while the worst single day was Apr 4, 2025 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.32% | 5.34% | -8.35% | 8.51% | 0.29% | 1.74% | 12.59% | ||||||
| 2025 | 7.42% | -1.27% | -5.80% | -4.60% | 6.13% | 5.07% | 0.64% | 5.26% | 2.32% | -0.99% | 4.03% | 0.03% | 18.70% |
| 2024 | -1.56% | 7.02% | 6.48% | -6.02% | 3.96% | -0.53% | 6.90% | 4.38% | 2.99% | -3.12% | 9.75% | -9.47% | 20.61% |
| 2023 | 9.73% | -5.58% | -1.67% | 1.08% | -5.51% | 11.68% | 5.46% | -4.41% | -7.08% | -6.17% | 13.49% | 8.84% | 17.99% |
| 2022 | -6.34% | -1.39% | 6.41% | -10.72% | 1.30% | -13.86% | 13.11% | -5.29% | -14.26% | 15.48% | 10.15% | -7.61% | -17.37% |
| 2021 | 0.36% | 7.13% | 9.53% | 7.47% | 3.20% | -0.64% | 1.54% | 4.23% | -6.82% | 9.76% | -4.43% | 8.53% | 45.73% |
Benchmark Metrics
11 speed crazy has an annualized alpha of 0.83%, beta of 1.34, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.
- This portfolio captured 155.44% of S&P 500 Index gains and 132.94% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- Alpha
- 0.83%
- Beta
- 1.34
- R²
- 0.84
- Upside Capture
- 155.44%
- Downside Capture
- 132.94%
Expense Ratio
11 speed crazy has an expense ratio of 0.60%, placing it in the medium range. 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
11 speed crazy ranks 30 for risk / return — below 30% 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
The table below presents risk-adjusted performance metrics for 11 speed crazy and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.56 | 1.86 | -0.30 |
| Sortino ratioReturn per unit of downside risk | 2.22 | 2.53 | -0.31 |
| Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.53 | -0.09 |
| Martin ratioReturn relative to average drawdown | 9.29 | 11.37 | -2.09 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
CURE Direxion Daily Healthcare Bull 3x Shares | 21 | 0.60 | 1.18 | 1.13 | 0.85 | 1.94 |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 48 | 1.44 | 2.02 | 1.27 | 2.38 | 7.84 |
FAS Direxion Daily Financial Bull 3X Shares | 10 | 0.03 | 0.34 | 1.04 | 0.03 | 0.08 |
O Realty Income Corporation | 66 | 0.88 | 1.26 | 1.15 | 1.29 | 3.12 |
QQQM Invesco NASDAQ 100 ETF | 69 | 2.11 | 2.74 | 1.37 | 3.02 | 11.23 |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 72 | 2.07 | 2.95 | 1.35 | 3.56 | 11.43 |
UCC ProShares Ultra Consumer Services | 14 | 0.28 | 0.65 | 1.08 | 0.35 | 0.97 |
UTES Virtus Reaves Utilities ETF | 16 | 0.39 | 0.67 | 1.08 | 0.60 | 1.32 |
UXI ProShares Ultra Industrials | 40 | 1.29 | 1.88 | 1.22 | 1.76 | 6.23 |
UYM ProShares Ultra Basic Materials | 29 | 0.94 | 1.47 | 1.17 | 1.38 | 3.67 |
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Dividends
Dividend yield
11 speed crazy provided a 2.52% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.52% | 2.61% | 1.69% | 2.02% | 1.85% | 1.47% | 1.68% | 1.86% | 1.74% | 1.44% | 1.38% | 1.22% |
| Portfolio components: | ||||||||||||
CURE Direxion Daily Healthcare Bull 3x Shares | 1.16% | 1.12% | 1.17% | 2.02% | 0.38% | 0.02% | 0.17% | 0.40% | 0.70% | 0.18% | 0.00% | 0.00% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.20% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
FAS Direxion Daily Financial Bull 3X Shares | 9.64% | 8.21% | 0.76% | 1.77% | 0.91% | 0.60% | 0.47% | 0.62% | 1.43% | 0.11% | 0.00% | 0.00% |
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 0.97% | 1.11% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 1.11% | 0.60% | 0.74% |
UCC ProShares Ultra Consumer Services | 1.18% | 1.10% | 0.17% | 0.04% | 0.25% | 0.00% | 0.02% | 0.17% | 0.18% | 0.14% | 0.21% | 0.14% |
UTES Virtus Reaves Utilities ETF | 1.49% | 1.42% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.09% | 3.44% | 3.53% | 0.61% |
UXI ProShares Ultra Industrials | 0.66% | 0.90% | 0.18% | 0.21% | 0.24% | 0.03% | 0.29% | 0.58% | 0.37% | 0.24% | 0.38% | 0.41% |
UYM ProShares Ultra Basic Materials | 1.19% | 1.47% | 0.98% | 0.28% | 0.88% | 0.52% | 0.56% | 1.24% | 0.94% | 0.38% | 0.55% | 0.42% |
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 11 speed crazy. 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 11 speed crazy was 30.61%, occurring on Sep 30, 2022. Recovery took 349 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -30.61%Sep 2022 | 8mo 28d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
2025 selloff2025 | -26.04%Apr 2025 | 4mo 7d | 3mo 16d | 7mo 23dDec 2024 - Jul 2025 |
2026 correction2026 | -11.72%Mar 2026 | 18d | 1mo 17d | 2mo 5dMar 2026 - May 2026 |
2020 correction2020 | -10.76%Oct 2020 | 15d | 12d | 27dOct 2020 - Nov 2020 |
2024 pullback2024 | -9.25%Aug 2024 | 19d | 14d | 1mo 3dJul 2024 - Aug 2024 |
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 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.50 | 1.33 | 1.27 | 1.29 |
The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
11 speed crazy correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.88 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QQQM has the highest benchmark correlation at 0.92, while XLE has the lowest at 0.32.
Asset Correlations Table
| XLE | O | UTES | CURE | DGS | QQQM | UCC | RWJ | FAS | UYM | UXI | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| XLE | 1.00 | 0.20 | 0.20 | 0.19 | 0.30 | 0.15 | 0.20 | 0.49 | 0.46 | 0.48 | 0.40 |
| O | 0.20 | 1.00 | 0.42 | 0.42 | 0.26 | 0.19 | 0.27 | 0.35 | 0.38 | 0.38 | 0.40 |
| UTES | 0.20 | 0.42 | 1.00 | 0.40 | 0.33 | 0.34 | 0.35 | 0.34 | 0.38 | 0.40 | 0.49 |
| CURE | 0.19 | 0.42 | 0.40 | 1.00 | 0.38 | 0.44 | 0.45 | 0.42 | 0.53 | 0.52 | 0.56 |
| DGS | 0.30 | 0.26 | 0.33 | 0.38 | 1.00 | 0.60 | 0.55 | 0.54 | 0.49 | 0.61 | 0.57 |
| QQQM | 0.15 | 0.19 | 0.34 | 0.44 | 0.60 | 1.00 | 0.82 | 0.53 | 0.51 | 0.52 | 0.67 |
| UCC | 0.20 | 0.27 | 0.35 | 0.45 | 0.55 | 0.82 | 1.00 | 0.65 | 0.61 | 0.59 | 0.71 |
| RWJ | 0.49 | 0.35 | 0.34 | 0.42 | 0.54 | 0.53 | 0.65 | 1.00 | 0.74 | 0.73 | 0.78 |
| FAS | 0.46 | 0.38 | 0.38 | 0.53 | 0.49 | 0.51 | 0.61 | 0.74 | 1.00 | 0.70 | 0.78 |
| UYM | 0.48 | 0.38 | 0.40 | 0.52 | 0.61 | 0.52 | 0.59 | 0.73 | 0.70 | 1.00 | 0.79 |
| UXI | 0.40 | 0.40 | 0.49 | 0.56 | 0.57 | 0.67 | 0.71 | 0.78 | 0.78 | 0.79 | 1.00 |
Find what 11 speed crazy is missing
See which holdings overlap, where 11 speed crazy is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification