Asset Allocation
Performance
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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The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio 11 speed crazy | -0.37% | -5.92% | 2.22% | 3.88% | 28.67% | 18.92% | 11.74% | — |
| Portfolio components: | ||||||||
O Realty Income Corporation | 0.53% | -5.32% | 11.80% | 5.82% | 15.19% | 5.34% | 4.90% | 5.14% |
FAS Direxion Daily Financial Bull 3X Shares | 0.94% | -11.04% | -28.55% | -26.32% | -4.82% | 32.47% | 7.90% | 18.98% |
CURE Direxion Daily Healthcare Bull 3x Shares | -1.97% | -18.15% | -17.27% | 2.05% | -9.16% | -1.04% | 3.25% | 13.03% |
XLE State Street Energy Select Sector SPDR ETF | 0.47% | 6.14% | 33.39% | 35.30% | 41.00% | 14.70% | 23.16% | 11.36% |
QQQM Invesco NASDAQ 100 ETF | 0.12% | -4.05% | -4.64% | -2.75% | 30.45% | 23.07% | 13.26% | — |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 0.36% | -2.77% | 4.45% | 3.69% | 34.60% | 12.03% | 6.97% | 12.35% |
UYM ProShares Ultra Basic Materials | 0.20% | -5.16% | 22.12% | 23.76% | 26.19% | 9.47% | 6.76% | 13.05% |
UCC ProShares Ultra Consumer Services | -3.04% | -11.02% | -19.72% | -21.52% | 2.07% | 17.13% | -2.16% | 12.36% |
UTES Virtus Reaves Utilities ETF | 0.25% | -2.80% | 2.82% | -4.08% | 29.07% | 23.49% | 16.66% | 13.01% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | -0.80% | -2.86% | 4.73% | 5.90% | 29.44% | 13.38% | 7.37% | 9.00% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 14, 2020, 11 speed crazy's average daily return is +0.08%, while the average monthly return is +1.61%. At this rate, your investment would double in approximately 3.6 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +21.7%, 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 54% 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% | 0.53% | 2.22% | ||||||||
| 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 2.13%, beta of 1.34, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 14, 2020.
- This portfolio captured 165.83% of S&P 500 Index gains and 135.48% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 2.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.13%
- Beta
- 1.34
- R²
- 0.85
- Upside Capture
- 165.83%
- Downside Capture
- 135.48%
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 18 for risk / return — in the bottom 18% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.88 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.37 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.39 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.87 | 6.43 | -1.56 |
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 | |
|---|---|---|---|---|---|---|
O Realty Income Corporation | 65 | 0.90 | 1.29 | 1.16 | 1.35 | 4.03 |
FAS Direxion Daily Financial Bull 3X Shares | 6 | -0.34 | -0.11 | 0.98 | -0.42 | -1.12 |
CURE Direxion Daily Healthcare Bull 3x Shares | 9 | -0.17 | 0.11 | 1.01 | -0.22 | -0.41 |
XLE State Street Energy Select Sector SPDR ETF | 53 | 1.19 | 1.58 | 1.23 | 1.60 | 4.21 |
QQQM Invesco NASDAQ 100 ETF | 59 | 1.05 | 1.63 | 1.23 | 1.95 | 7.03 |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 49 | 0.94 | 1.48 | 1.20 | 1.61 | 5.70 |
UYM ProShares Ultra Basic Materials | 32 | 0.63 | 1.14 | 1.15 | 1.01 | 3.11 |
UCC ProShares Ultra Consumer Services | 15 | 0.04 | 0.42 | 1.05 | 0.21 | 0.64 |
UTES Virtus Reaves Utilities ETF | 50 | 1.05 | 1.47 | 1.20 | 1.84 | 4.55 |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 77 | 1.65 | 2.24 | 1.32 | 2.50 | 9.01 |
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Dividends
Dividend yield
11 speed crazy provided a 2.79% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.61% | 1.69% | 2.02% | 1.85% | 1.47% | 1.68% | 1.86% | 1.74% | 1.44% | 1.38% | 1.22% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.20% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
FAS Direxion Daily Financial Bull 3X Shares | 11.67% | 8.21% | 0.76% | 1.77% | 0.91% | 0.60% | 0.47% | 0.62% | 1.43% | 0.11% | 0.00% | 0.00% |
CURE Direxion Daily Healthcare Bull 3x Shares | 1.29% | 1.12% | 1.17% | 2.02% | 0.38% | 0.02% | 0.17% | 0.40% | 0.70% | 0.18% | 0.00% | 0.00% |
XLE State Street Energy Select Sector SPDR ETF | 2.52% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
QQQM Invesco NASDAQ 100 ETF | 0.53% | 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 | 1.12% | 1.11% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 1.11% | 0.60% | 0.74% |
UYM ProShares Ultra Basic Materials | 1.24% | 1.47% | 0.98% | 0.28% | 0.88% | 0.52% | 0.56% | 1.24% | 0.94% | 0.38% | 0.55% | 0.42% |
UCC ProShares Ultra Consumer Services | 1.35% | 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 | 1.46% | 1.42% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.09% | 3.44% | 3.53% | 0.61% |
DGS WisdomTree Emerging Markets SmallCap Dividend Fund | 3.51% | 3.45% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% |
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.
The current 11 speed crazy drawdown is 7.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.61% | Jan 5, 2022 | 186 | Sep 30, 2022 | 349 | Feb 22, 2024 | 535 |
| -26.04% | Dec 2, 2024 | 87 | Apr 8, 2025 | 72 | Jul 23, 2025 | 159 |
| -11.72% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
| -9.47% | Oct 14, 2020 | 11 | Oct 28, 2020 | 6 | Nov 5, 2020 | 17 |
| -9.25% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | O | XLE | UTES | CURE | DGS | QQQM | UCC | RWJ | FAS | UYM | UXI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.34 | 0.34 | 0.47 | 0.61 | 0.64 | 0.92 | 0.84 | 0.69 | 0.73 | 0.70 | 0.84 | 0.88 |
| O | 0.34 | 1.00 | 0.21 | 0.42 | 0.42 | 0.27 | 0.21 | 0.28 | 0.36 | 0.38 | 0.38 | 0.40 | 0.49 |
| XLE | 0.34 | 0.21 | 1.00 | 0.22 | 0.21 | 0.33 | 0.17 | 0.23 | 0.52 | 0.49 | 0.51 | 0.43 | 0.53 |
| UTES | 0.47 | 0.42 | 0.22 | 1.00 | 0.41 | 0.33 | 0.35 | 0.35 | 0.34 | 0.39 | 0.40 | 0.48 | 0.53 |
| CURE | 0.61 | 0.42 | 0.21 | 0.41 | 1.00 | 0.38 | 0.46 | 0.45 | 0.43 | 0.53 | 0.53 | 0.57 | 0.68 |
| DGS | 0.64 | 0.27 | 0.33 | 0.33 | 0.38 | 1.00 | 0.59 | 0.55 | 0.53 | 0.49 | 0.61 | 0.57 | 0.66 |
| QQQM | 0.92 | 0.21 | 0.17 | 0.35 | 0.46 | 0.59 | 1.00 | 0.82 | 0.53 | 0.53 | 0.53 | 0.68 | 0.70 |
| UCC | 0.84 | 0.28 | 0.23 | 0.35 | 0.45 | 0.55 | 0.82 | 1.00 | 0.65 | 0.62 | 0.60 | 0.71 | 0.78 |
| RWJ | 0.69 | 0.36 | 0.52 | 0.34 | 0.43 | 0.53 | 0.53 | 0.65 | 1.00 | 0.74 | 0.74 | 0.78 | 0.84 |
| FAS | 0.73 | 0.38 | 0.49 | 0.39 | 0.53 | 0.49 | 0.53 | 0.62 | 0.74 | 1.00 | 0.72 | 0.79 | 0.87 |
| UYM | 0.70 | 0.38 | 0.51 | 0.40 | 0.53 | 0.61 | 0.53 | 0.60 | 0.74 | 0.72 | 1.00 | 0.80 | 0.86 |
| UXI | 0.84 | 0.40 | 0.43 | 0.48 | 0.57 | 0.57 | 0.68 | 0.71 | 0.78 | 0.79 | 0.80 | 1.00 | 0.91 |
| Portfolio | 0.88 | 0.49 | 0.53 | 0.53 | 0.68 | 0.66 | 0.70 | 0.78 | 0.84 | 0.87 | 0.86 | 0.91 | 1.00 |