Testing
Messing around
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SOXS Direxion Daily Semiconductor Bear 3x Shares | Leveraged Equities, Leveraged | 20% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Testing, 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 SOXS
Returns By Period
As of Sep 21, 2024, the Testing returned 24.53% Year-To-Date and 7.37% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Testing | 24.53% | 4.16% | 9.94% | 41.83% | 4.94% | 7.17% |
| Portfolio components: | ||||||
UPRO ProShares UltraPro S&P 500 | 54.21% | 5.85% | 20.36% | 100.71% | 25.14% | 24.06% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -60.09% | -2.70% | -28.69% | -80.27% | -77.72% | -65.76% |
Monthly Returns
The table below presents the monthly returns of Testing, 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 | 1.08% | 6.50% | 5.89% | -7.60% | 4.69% | 5.04% | 2.09% | 2.92% | 24.53% | ||||
| 2023 | 6.57% | -8.75% | 4.71% | 7.75% | -8.97% | 12.89% | 4.18% | -3.66% | -8.04% | -2.11% | 11.87% | 7.42% | 22.43% |
| 2022 | -6.27% | -8.57% | 3.17% | -8.86% | -11.34% | -0.76% | 14.03% | -9.37% | -16.33% | 14.59% | 4.26% | -13.82% | -36.88% |
| 2021 | -5.67% | 2.27% | 8.21% | 12.70% | -0.72% | 3.38% | 4.84% | 5.92% | -9.70% | 13.52% | -6.95% | 10.42% | 41.20% |
| 2020 | 0.61% | -16.56% | -43.51% | 18.96% | 9.61% | -0.33% | 10.58% | 16.94% | -11.79% | -7.75% | 19.29% | 8.23% | -16.27% |
| 2019 | 13.31% | 6.11% | 2.51% | 4.09% | -8.08% | 8.84% | -0.41% | -5.24% | 2.03% | 0.97% | 7.16% | 4.45% | 39.67% |
| 2018 | 9.48% | -12.50% | -7.05% | 2.89% | -0.71% | 3.09% | 6.11% | 6.29% | 1.79% | -9.41% | -1.04% | -14.88% | -17.85% |
| 2017 | 1.38% | 8.16% | -2.08% | 2.32% | -1.79% | 3.36% | 1.77% | -1.48% | 2.20% | 1.01% | 7.28% | 3.76% | 28.49% |
| 2016 | -12.23% | -1.29% | 16.41% | 0.64% | 3.72% | -0.17% | 8.97% | -0.97% | -3.03% | -3.94% | 4.54% | 3.76% | 14.62% |
| 2015 | -7.53% | 13.61% | -4.25% | 2.06% | 2.75% | -4.99% | 4.95% | -15.29% | -6.45% | 21.66% | 0.69% | -5.00% | -3.01% |
| 2014 | -8.60% | 10.70% | 1.71% | 1.33% | 5.34% | 5.09% | -3.55% | 9.47% | -3.59% | 4.82% | 6.74% | -1.19% | 29.91% |
| 2013 | 12.44% | 2.96% | 9.17% | 4.37% | 5.51% | -4.26% | 13.08% | -7.56% | 7.78% | 10.97% | 7.25% | 6.20% | 89.73% |
Expense Ratio
Testing has a high expense ratio of 0.95%, indicating higher-than-average management fees. 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 rank of Testing is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
UPRO ProShares UltraPro S&P 500 | 2.35 | 2.75 | 1.37 | 1.68 | 13.65 |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -0.79 | -1.49 | 0.84 | -0.80 | -1.19 |
Dividends
Dividend yield
Testing granted a 1.66% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Testing | 1.66% | 2.43% | 0.46% | 0.05% | 0.80% | 0.89% | 0.66% | 0.00% | 0.09% | 0.27% | 0.17% | 0.06% |
| Portfolio components: | ||||||||||||
UPRO ProShares UltraPro S&P 500 | 0.55% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | 6.10% | 9.22% | 0.19% | 0.00% | 3.55% | 2.32% | 0.76% | 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 Testing. 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 Testing was 58.90%, occurring on Apr 1, 2020. Recovery took 330 trading sessions.
The current Testing drawdown is 4.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.9% | Feb 18, 2020 | 32 | Apr 1, 2020 | 330 | Jul 23, 2021 | 362 |
| -43.86% | Dec 30, 2021 | 301 | Mar 13, 2023 | — | — | — |
| -43.13% | May 2, 2011 | 108 | Oct 3, 2011 | 113 | Mar 15, 2012 | 221 |
| -35.3% | Apr 26, 2010 | 49 | Jul 2, 2010 | 110 | Dec 8, 2010 | 159 |
| -31.27% | May 22, 2015 | 183 | Feb 11, 2016 | 106 | Jul 14, 2016 | 289 |
Volatility
Volatility Chart
The current Testing volatility is 3.85%, 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
| SOXS | UPRO | |
|---|---|---|
| SOXS | 1.00 | -0.54 |
| UPRO | -0.54 | 1.00 |