2倍股金+BTC
2倍标普500+黄金
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BITO ProShares Bitcoin Strategy ETF | Technology Equities, Actively Managed, Blockchain | 30% |
SSO ProShares Ultra S&P 500 | Leveraged Equities, Leveraged | 35% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2倍股金+BTC, 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 Oct 19, 2021, corresponding to the inception date of BITO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| 2倍股金+BTC | 63.05% | 7.79% | 22.21% | 79.55% | N/A | N/A |
| Portfolio components: | ||||||
UGL ProShares Ultra Gold | 41.37% | -7.75% | 10.55% | 54.50% | 14.42% | 8.79% |
SSO ProShares Ultra S&P 500 | 47.63% | 4.04% | 22.40% | 64.73% | 22.60% | 20.36% |
BITO ProShares Bitcoin Strategy ETF | 95.84% | 30.09% | 30.56% | 114.14% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 2倍股金+BTC, 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 | -0.35% | 17.06% | 11.86% | -6.43% | 7.83% | -1.53% | 6.38% | -0.66% | 7.27% | 4.84% | 63.05% | ||
| 2023 | 20.28% | -5.48% | 14.99% | 1.89% | -3.70% | 6.50% | 2.07% | -5.72% | -6.66% | 11.71% | 9.79% | 6.88% | 60.83% |
| 2022 | -9.86% | 5.06% | 5.29% | -12.59% | -7.93% | -18.17% | 12.69% | -10.62% | -9.85% | 5.39% | 4.77% | -3.49% | -36.45% |
| 2021 | 0.74% | -3.93% | -0.39% | -3.60% |
Expense Ratio
2倍股金+BTC has a high expense ratio of 0.93%, indicating higher-than-average management fees. 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 risk-adjusted rank of 2倍股金+BTC is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
UGL ProShares Ultra Gold | 1.84 | 2.36 | 1.30 | 2.46 | 10.52 |
SSO ProShares Ultra S&P 500 | 2.71 | 3.30 | 1.46 | 3.16 | 16.55 |
BITO ProShares Bitcoin Strategy ETF | 2.23 | 2.80 | 1.33 | 2.58 | 9.58 |
Dividends
Dividend yield
2倍股金+BTC provided a 15.76% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 15.76% | 4.61% | 0.17% | 0.06% | 0.07% | 0.18% | 0.26% | 0.13% | 0.18% | 0.22% | 0.11% | 0.09% |
| 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% |
SSO ProShares Ultra S&P 500 | 0.69% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% | 0.32% | 0.26% |
BITO ProShares Bitcoin Strategy ETF | 51.71% | 15.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 2倍股金+BTC. 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 2倍股金+BTC was 46.66%, occurring on Nov 9, 2022. Recovery took 317 trading sessions.
The current 2倍股金+BTC drawdown is 2.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.66% | Nov 10, 2021 | 252 | Nov 9, 2022 | 317 | Feb 15, 2024 | 569 |
| -13.26% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -10.41% | Apr 12, 2024 | 14 | May 1, 2024 | 12 | May 17, 2024 | 26 |
| -6.43% | May 21, 2024 | 23 | Jun 24, 2024 | 15 | Jul 16, 2024 | 38 |
| -5.26% | Mar 14, 2024 | 4 | Mar 19, 2024 | 7 | Mar 28, 2024 | 11 |
Volatility
Volatility Chart
The current 2倍股金+BTC volatility is 7.29%, 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
| UGL | BITO | SSO | |
|---|---|---|---|
| UGL | 1.00 | 0.09 | 0.13 |
| BITO | 0.09 | 1.00 | 0.41 |
| SSO | 0.13 | 0.41 | 1.00 |