Darazon
Current
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 0.30% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 2.90% |
NVDA NVIDIA Corporation | Technology | 83.90% |
QLD ProShares Ultra QQQ | Leveraged Equities, Leveraged | 1.80% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | Leveraged Equities, Leveraged | 2% |
TECL Direxion Daily Technology Bull 3X Shares | Leveraged Equities, Leveraged | 1.30% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 7.80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Darazon, 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 Mar 11, 2010, corresponding to the inception date of SOXL
Returns By Period
As of Nov 13, 2024, the Darazon returned 168.88% Year-To-Date and 71.78% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Darazon | 168.88% | 9.09% | 54.89% | 183.69% | 86.32% | 71.78% |
| Portfolio components: | ||||||
SOXL Direxion Daily Semiconductor Bull 3x Shares | 1.41% | -18.10% | -26.37% | 59.41% | 16.61% | 33.85% |
NVDA NVIDIA Corporation | 199.51% | 10.01% | 62.35% | 205.09% | 95.71% | 77.92% |
AMD Advanced Micro Devices, Inc. | -2.56% | -14.45% | -6.22% | 22.98% | 30.34% | 49.44% |
TECL Direxion Daily Technology Bull 3X Shares | 46.22% | 4.92% | 25.18% | 80.70% | 37.40% | 39.81% |
TQQQ ProShares UltraPro QQQ | 63.76% | 10.57% | 36.36% | 106.42% | 35.83% | 35.69% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.55% | 0.37% | 2.56% | 5.28% | 2.26% | 1.55% |
QLD ProShares Ultra QQQ | 45.15% | 7.30% | 26.40% | 70.07% | 32.46% | 29.55% |
Monthly Returns
The table below presents the monthly returns of Darazon, 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 | 20.90% | 26.56% | 12.76% | -5.57% | 25.11% | 12.88% | -5.68% | 1.53% | 2.01% | 6.99% | 168.88% | ||
| 2023 | 32.60% | 15.67% | 20.16% | -0.57% | 33.89% | 12.16% | 10.12% | 3.73% | -12.03% | -6.40% | 16.88% | 7.64% | 225.63% |
| 2022 | -17.37% | -1.88% | 10.88% | -31.54% | -0.03% | -19.23% | 21.74% | -16.66% | -20.55% | 10.43% | 23.91% | -14.75% | -53.27% |
| 2021 | -0.37% | 4.92% | -2.03% | 12.21% | 6.51% | 21.99% | -1.18% | 13.77% | -8.38% | 22.62% | 24.97% | -8.34% | 116.03% |
| 2020 | 1.07% | 9.64% | -6.11% | 14.51% | 20.30% | 8.45% | 12.67% | 26.04% | -1.41% | -7.38% | 10.64% | 0.13% | 123.30% |
| 2019 | 9.81% | 7.74% | 15.02% | 3.22% | -24.54% | 20.94% | 3.31% | -1.54% | 3.70% | 14.64% | 8.25% | 8.99% | 82.88% |
| 2018 | 26.06% | -1.95% | -5.20% | -2.86% | 12.78% | -5.14% | 3.87% | 14.45% | -0.06% | -24.51% | -19.01% | -18.38% | -27.80% |
| 2017 | 3.70% | -3.89% | 6.94% | -2.84% | 33.65% | -0.90% | 12.03% | 4.37% | 4.86% | 15.20% | -1.93% | -3.00% | 84.32% |
| 2016 | -11.91% | 5.87% | 14.09% | -1.50% | 28.85% | -0.02% | 21.13% | 7.08% | 10.69% | 2.70% | 25.81% | 14.37% | 186.42% |
| 2015 | -4.60% | 15.78% | -5.36% | 5.52% | 1.26% | -9.03% | 0.27% | 8.17% | 7.74% | 17.20% | 10.41% | 2.54% | 57.57% |
| 2014 | -2.49% | 16.77% | -2.60% | 2.30% | 4.39% | -0.64% | -4.68% | 11.72% | -4.70% | 5.49% | 8.44% | -4.47% | 30.49% |
| 2013 | 1.29% | 3.59% | 2.20% | 6.94% | 6.29% | -3.40% | 4.40% | 1.73% | 6.61% | -0.34% | 3.95% | 3.64% | 43.13% |
Expense Ratio
Darazon has an expense ratio of 0.13%, which is considered low compared to other funds. 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 Darazon is 80, placing it in the top 20% 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 | |
|---|---|---|---|---|---|
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.55 | 1.34 | 1.17 | 0.76 | 1.80 |
NVDA NVIDIA Corporation | 4.00 | 3.97 | 1.51 | 7.65 | 24.12 |
AMD Advanced Micro Devices, Inc. | 0.44 | 0.92 | 1.12 | 0.54 | 0.99 |
TECL Direxion Daily Technology Bull 3X Shares | 1.21 | 1.73 | 1.23 | 1.71 | 4.74 |
TQQQ ProShares UltraPro QQQ | 2.03 | 2.40 | 1.33 | 1.95 | 8.43 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.36 | 273.01 | 158.62 | 482.85 | 4,446.78 |
QLD ProShares Ultra QQQ | 1.99 | 2.47 | 1.33 | 2.36 | 8.62 |
Dividends
Dividend yield
Darazon provided a 0.28% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.28% | 0.29% | 0.21% | 0.05% | 0.12% | 0.31% | 0.47% | 0.27% | 0.50% | 1.01% | 1.43% | 1.63% |
| Portfolio components: | ||||||||||||
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.97% | 0.51% | 1.08% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TECL Direxion Daily Technology Bull 3X Shares | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 1.16% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
QLD ProShares Ultra QQQ | 0.26% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
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 Darazon. 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 Darazon was 66.87%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Darazon drawdown is 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.87% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -54.41% | Oct 2, 2018 | 58 | Dec 24, 2018 | 283 | Feb 10, 2020 | 341 |
| -52.61% | Feb 18, 2011 | 127 | Aug 19, 2011 | 807 | Nov 4, 2014 | 934 |
| -47.1% | Apr 16, 2010 | 82 | Aug 11, 2010 | 103 | Jan 6, 2011 | 185 |
| -40.53% | Feb 20, 2020 | 18 | Mar 16, 2020 | 43 | May 15, 2020 | 61 |
Volatility
Volatility Chart
The current Darazon volatility is 11.39%, 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
| BIL | AMD | NVDA | SOXL | TQQQ | QLD | TECL | |
|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.02 | 0.02 | 0.01 | -0.00 | -0.00 | 0.01 |
| AMD | 0.02 | 1.00 | 0.61 | 0.67 | 0.59 | 0.59 | 0.60 |
| NVDA | 0.02 | 0.61 | 1.00 | 0.77 | 0.69 | 0.70 | 0.70 |
| SOXL | 0.01 | 0.67 | 0.77 | 1.00 | 0.83 | 0.83 | 0.85 |
| TQQQ | -0.00 | 0.59 | 0.69 | 0.83 | 1.00 | 1.00 | 0.96 |
| QLD | -0.00 | 0.59 | 0.70 | 0.83 | 1.00 | 1.00 | 0.96 |
| TECL | 0.01 | 0.60 | 0.70 | 0.85 | 0.96 | 0.96 | 1.00 |