Leveraged ETFs

The chart shows the growth of an initial investment of $10,000 in Leveraged ETFs, 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.

Based on dividend-adjusted daily data since May 3, 2017, Leveraged ETFs's average daily return is +0.08%, while the average monthly return is +1.70%. At this rate, an investment would double in approximately 3.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +23.5%, while the worst month was Mar 2020 at -31.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Leveraged ETFs closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +16.0%, while the worst single day was Mar 16, 2020 at -21.3%.

Leveraged ETFs has an annualized alpha of -2.14%, beta of 1.64, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since May 03, 2017.

• This portfolio captured 188.14% of S&P 500 Index gains and 154.38% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio had an annualized alpha of -2.14% versus S&P 500 Index - delivering less than market exposure alone would predict.
• Beta of 1.64 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Leveraged ETFs has an expense ratio of 0.75%, 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.

Leveraged ETFs ranks 59 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Leveraged ETFs Sharpe ratio is 2.11 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Leveraged ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Leveraged ETFs provided a 1.96% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Leveraged ETFs. 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 ETFs was 58.91%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Leveraged ETFs drawdown is 2.30%.

The chart below shows the rolling one-month volatility.