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Darazon
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIL 2.9%NVDA 83.9%TQQQ 7.8%SOXL 2%QLD 1.8%TECL 1.3%BondBondEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2024FebruaryMarchApril
18,018.00%
331.84%
Darazon
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 11, 2010, corresponding to the inception date of SOXL

Returns By Period

As of Apr 20, 2024, the Darazon returned 45.07% Year-To-Date and 63.06% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Darazon45.07%-19.17%79.26%164.06%67.88%62.84%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
-1.86%-33.69%85.61%108.50%19.42%36.32%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.55%67.03%
AMD
Advanced Micro Devices, Inc.
-0.52%-18.37%44.03%65.83%39.40%42.51%
TECL
Direxion Daily Technology Bull 3X Shares
-6.40%-24.18%46.97%81.27%30.75%39.30%
TQQQ
ProShares UltraPro QQQ
-2.05%-21.00%46.31%86.86%24.92%35.11%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
1.60%0.41%2.64%5.21%1.91%1.26%
QLD
ProShares Ultra QQQ
-0.09%-14.27%31.52%58.72%25.00%28.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202420.90%26.56%12.76%
2023-12.03%-6.40%16.88%7.64%

Expense Ratio

The Darazon features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.99%
0.50%1.00%1.50%2.00%1.08%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

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.


Darazon
Sharpe ratio
The chart of Sharpe ratio for Darazon, currently valued at 3.39, compared to the broader market-1.000.001.002.003.004.003.39
Sortino ratio
The chart of Sortino ratio for Darazon, currently valued at 4.23, compared to the broader market-2.000.002.004.006.004.23
Omega ratio
The chart of Omega ratio for Darazon, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.801.52
Calmar ratio
The chart of Calmar ratio for Darazon, currently valued at 5.64, compared to the broader market0.002.004.006.008.005.64
Martin ratio
The chart of Martin ratio for Darazon, currently valued at 24.44, compared to the broader market0.0010.0020.0030.0040.0024.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SOXL
Direxion Daily Semiconductor Bull 3x Shares
1.231.981.231.265.13
NVDA
NVIDIA Corporation
3.544.401.548.1226.76
AMD
Advanced Micro Devices, Inc.
1.301.951.241.274.91
TECL
Direxion Daily Technology Bull 3X Shares
1.412.001.241.176.01
TQQQ
ProShares UltraPro QQQ
1.702.251.271.167.68
BIL
SPDR Barclays 1-3 Month T-Bill ETF
19.35166.3479.44241.162,555.57
QLD
ProShares Ultra QQQ
1.732.341.281.138.08

Sharpe Ratio

The current Darazon Sharpe ratio is 3.39. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.39

The Sharpe ratio of Darazon is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00NovemberDecember2024FebruaryMarchApril
3.39
1.66
Darazon
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Darazon granted a 0.30% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Darazon0.30%0.29%0.21%0.05%0.12%0.31%0.47%0.27%0.48%1.01%1.43%1.63%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.55%0.51%1.07%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
0.36%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
1.42%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
5.13%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
0.41%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.24%0.11%0.19%0.13%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-19.63%
-5.46%
Darazon
Benchmark (^GSPC)
Portfolio components

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 19.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.87%Nov 30, 2021221Oct 14, 2022153May 25, 2023374
-54.41%Oct 2, 201858Dec 24, 2018283Feb 10, 2020341
-52.61%Feb 18, 2011127Aug 19, 2011807Nov 4, 2014934
-47.09%Apr 16, 201082Aug 11, 2010103Jan 6, 2011185
-40.53%Feb 20, 202018Mar 16, 202043May 15, 202061

Volatility

Volatility Chart

The current Darazon volatility is 13.57%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.57%
3.15%
Darazon
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BILAMDNVDASOXLTECLTQQQQLD
BIL1.000.020.020.010.01-0.01-0.01
AMD0.021.000.620.670.600.590.59
NVDA0.020.621.000.770.700.690.69
SOXL0.010.670.771.000.850.830.83
TECL0.010.600.700.851.000.960.96
TQQQ-0.010.590.690.830.961.001.00
QLD-0.010.590.690.830.961.001.00