no_Risk_Yes_Profit
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 12.50% |
QQQ Invesco QQQ | Large Cap Blend Equities | 7.08% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 13.10% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 12.50% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 54.81% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 20, 2007, corresponding to the inception date of UUP
Returns By Period
As of May 17, 2025, the no_Risk_Yes_Profit returned 0.42% Year-To-Date and 6.11% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| no_Risk_Yes_Profit | 0.42% | 3.35% | 2.30% | 9.04% | 7.28% | 6.11% |
| Portfolio components: | ||||||
UUP Invesco DB US Dollar Index Bullish Fund | -5.23% | 2.20% | -3.13% | 2.02% | 2.85% | 2.58% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.82% | -0.08% | 2.45% | 5.23% | 1.03% | 1.39% |
SPY SPDR S&P 500 ETF | 1.69% | 13.04% | 2.09% | 13.82% | 17.47% | 12.77% |
QQQ Invesco QQQ | 2.16% | 17.41% | 5.35% | 16.09% | 19.29% | 17.81% |
GLD SPDR Gold Trust | 21.52% | -4.30% | 24.37% | 33.73% | 12.44% | 9.79% |
Monthly Returns
The table below presents the monthly returns of no_Risk_Yes_Profit, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.55% | -0.24% | -1.48% | -1.38% | 2.02% | 0.42% | |||||||
| 2024 | 1.69% | 1.55% | 2.15% | 0.69% | 0.72% | 1.83% | 0.16% | -0.16% | 1.10% | 2.27% | 1.97% | 1.27% | 16.29% |
| 2023 | 1.78% | 0.60% | 1.33% | 0.12% | 2.10% | 0.51% | 0.71% | 0.85% | 0.01% | 1.09% | 0.97% | 0.50% | 11.05% |
| 2022 | -1.07% | 0.09% | 1.60% | 0.30% | -1.14% | -0.18% | 2.41% | 0.18% | -0.46% | 0.82% | -0.31% | -2.11% | 0.05% |
| 2021 | -0.10% | -0.20% | 1.95% | 0.37% | 0.23% | 1.06% | 0.71% | 0.93% | -0.52% | 1.44% | 0.91% | 0.92% | 7.93% |
| 2020 | 1.50% | -0.86% | -1.18% | 3.47% | 1.10% | 0.52% | 0.48% | 0.94% | -0.66% | -0.56% | 0.26% | 0.45% | 5.51% |
| 2019 | 1.92% | 1.12% | 1.23% | 1.14% | -0.81% | 1.70% | 1.95% | 1.02% | 0.32% | -0.09% | 1.01% | 0.29% | 11.30% |
| 2018 | -0.08% | 0.14% | -0.73% | 1.16% | 2.05% | 0.15% | 0.46% | 1.08% | 0.12% | 0.03% | 0.51% | -1.26% | 3.65% |
| 2017 | -0.24% | 2.04% | -0.21% | -0.24% | -0.58% | -1.08% | -0.65% | 0.67% | 0.09% | 1.43% | -0.32% | 0.15% | 1.02% |
| 2016 | 0.11% | 0.55% | -0.92% | -0.51% | 1.34% | 1.06% | 0.84% | -0.02% | -0.04% | 0.95% | 1.24% | 0.58% | 5.29% |
| 2015 | 3.31% | 0.49% | 0.95% | -1.86% | 1.59% | -1.54% | 0.67% | -1.66% | -0.54% | 2.49% | 1.00% | -1.31% | 3.49% |
| 2014 | 0.67% | 0.58% | -0.33% | -0.32% | 0.74% | 0.71% | 0.68% | 1.63% | 1.14% | 0.66% | 1.54% | 1.09% | 9.13% |
Expense Ratio
no_Risk_Yes_Profit has an expense ratio of 0.51%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, no_Risk_Yes_Profit is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
UUP Invesco DB US Dollar Index Bullish Fund | 0.27 | 0.34 | 1.04 | 0.17 | 0.48 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.16 | 5.38 | 1.69 | 5.52 | 15.13 |
SPY SPDR S&P 500 ETF | 0.69 | 1.17 | 1.18 | 0.80 | 3.08 |
QQQ Invesco QQQ | 0.64 | 1.12 | 1.16 | 0.78 | 2.53 |
GLD SPDR Gold Trust | 1.90 | 2.66 | 1.34 | 4.30 | 11.04 |
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Dividends
Dividend yield
no_Risk_Yes_Profit provided a 3.30% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.30% | 3.16% | 4.14% | 0.92% | 0.21% | 0.35% | 1.66% | 1.14% | 0.47% | 0.42% | 0.40% | 0.38% |
| Portfolio components: | ||||||||||||
UUP Invesco DB US Dollar Index Bullish Fund | 4.72% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.96% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
QQQ Invesco QQQ | 0.57% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the no_Risk_Yes_Profit. 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 no_Risk_Yes_Profit was 7.26%, occurring on Mar 16, 2020. Recovery took 69 trading sessions.
The current no_Risk_Yes_Profit drawdown is 1.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.26% | Feb 21, 2020 | 17 | Mar 16, 2020 | 69 | Jun 23, 2020 | 86 |
| -6.75% | Dec 24, 2007 | 249 | Dec 17, 2008 | 249 | Dec 14, 2009 | 498 |
| -6.03% | Apr 13, 2015 | 94 | Aug 24, 2015 | 220 | Jul 8, 2016 | 314 |
| -5.59% | Feb 11, 2025 | 40 | Apr 8, 2025 | — | — | — |
| -4.45% | Jun 8, 2010 | 40 | Aug 3, 2010 | 98 | Dec 21, 2010 | 138 |
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 5 assets, with an effective number of assets of 2.83, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | SHY | UUP | QQQ | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | -0.22 | -0.19 | 0.89 | 0.99 | 0.53 |
| GLD | 0.06 | 1.00 | 0.26 | -0.44 | 0.05 | 0.06 | 0.07 |
| SHY | -0.22 | 0.26 | 1.00 | -0.19 | -0.18 | -0.21 | -0.18 |
| UUP | -0.19 | -0.44 | -0.19 | 1.00 | -0.16 | -0.19 | 0.53 |
| QQQ | 0.89 | 0.05 | -0.18 | -0.16 | 1.00 | 0.89 | 0.55 |
| SPY | 0.99 | 0.06 | -0.21 | -0.19 | 0.89 | 1.00 | 0.53 |
| Portfolio | 0.53 | 0.07 | -0.18 | 0.53 | 0.55 | 0.53 | 1.00 |