no_Risk_Yes_Profit
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in no_Risk_Yes_Profit, 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 Feb 20, 2007, corresponding to the inception date of UUP
Returns By Period
As of Sep 19, 2024, the no_Risk_Yes_Profit returned 9.04% Year-To-Date and 6.17% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| no_Risk_Yes_Profit | 9.04% | 0.33% | 4.02% | 11.39% | 6.95% | 6.19% |
| Portfolio components: | ||||||
UUP Invesco DB US Dollar Index Bullish Fund | 4.13% | 0.18% | 0.14% | 1.94% | 2.86% | 3.33% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.95% | 0.92% | 3.77% | 6.81% | 1.39% | 1.28% |
SPY SPDR S&P 500 ETF | 18.86% | 0.48% | 7.85% | 29.32% | 15.23% | 12.89% |
QQQ Invesco QQQ | 15.46% | -1.84% | 5.90% | 30.03% | 20.70% | 17.86% |
GLD SPDR Gold Trust | 23.19% | 1.31% | 16.61% | 31.31% | 10.54% | 7.28% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.69% | 1.55% | 2.15% | 0.69% | 0.72% | 1.82% | 0.16% | -0.16% | 9.04% | ||||
| 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% | -0.53% | 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% | 3.64% |
| 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% | 5.28% |
| 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% |
| 2013 | 0.30% | 1.44% | 1.40% | -1.48% | 0.84% | -1.62% | 0.93% | 0.51% | -1.23% | 0.88% | 0.17% | -0.35% | 1.74% |
Expense Ratio
no_Risk_Yes_Profit features an expense ratio of 0.51%, falling within the medium range. 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 no_Risk_Yes_Profit is 94, placing it in the top 6% 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 | |
|---|---|---|---|---|---|
UUP Invesco DB US Dollar Index Bullish Fund | 0.37 | 0.55 | 1.07 | 0.38 | 1.20 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.42 | 5.78 | 1.75 | 2.01 | 24.84 |
SPY SPDR S&P 500 ETF | 2.21 | 2.98 | 1.40 | 2.39 | 12.08 |
QQQ Invesco QQQ | 1.58 | 2.13 | 1.28 | 2.02 | 7.34 |
GLD SPDR Gold Trust | 2.16 | 3.04 | 1.38 | 2.42 | 13.01 |
Dividends
Dividend yield
no_Risk_Yes_Profit granted a 4.03% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| no_Risk_Yes_Profit | 4.03% | 4.14% | 0.92% | 0.22% | 0.35% | 1.66% | 1.14% | 0.47% | 0.42% | 0.40% | 0.38% | 0.33% |
| Portfolio components: | ||||||||||||
UUP Invesco DB US Dollar Index Bullish Fund | 6.19% | 6.44% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.67% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% | 0.26% |
SPY SPDR S&P 500 ETF | 0.94% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
QQQ Invesco QQQ | 0.50% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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.
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 0.75%.
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 |
| -4.45% | Jun 8, 2010 | 40 | Aug 3, 2010 | 98 | Dec 21, 2010 | 138 |
| -3.88% | Jan 10, 2011 | 146 | Aug 8, 2011 | 64 | Nov 7, 2011 | 210 |
Volatility
Volatility Chart
The current no_Risk_Yes_Profit volatility is 1.09%, 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
| GLD | SHY | UUP | QQQ | SPY | |
|---|---|---|---|---|---|
| GLD | 1.00 | 0.26 | -0.45 | 0.05 | 0.06 |
| SHY | 0.26 | 1.00 | -0.18 | -0.18 | -0.22 |
| UUP | -0.45 | -0.18 | 1.00 | -0.17 | -0.20 |
| QQQ | 0.05 | -0.18 | -0.17 | 1.00 | 0.89 |
| SPY | 0.06 | -0.22 | -0.20 | 0.89 | 1.00 |