Global Equity

5f49f108de1ff523f34f9e61

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
SPUU Direxion Daily S&P 500 Bull 2X Shares 2014-06-09 2023-05-24 ETF
UWM ProShares Ultra Russell 2000 2X Shares 2007-01-26 2023-05-24 ETF
EFO ProShares Ultra MSCI EAFE 2x Shares 2009-06-05 2023-05-24 ETF
EET ProShares Ultra MSCI Emerging Markets 2x Shares 2009-06-05 2023-05-24 ETF
TOLZ ProShares DJ Brookfield Global Infrastructure ETF 2014-03-28 2023-05-24 ETF
URE ProShares Ultra Real Estate 2X Shares 2007-02-05 2023-05-24 ETF
CNYA iShares MSCI China A ETF 2016-06-16 2023-05-24 ETF
Benchmark
61351a10fbe2d9af0aa7d7ec 1.5X SPGM 2012-03-06 2023-05-24 Portfolio

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
SPUU -3.09 0.12 -1.03 3.28 1.04 17.52 10.94 13.37 2014-06-09
UWM -3.01 3.51 -3.10 -15.39 -11.15 11.36 -4.72 7.11 3.53 2007-01-26
EFO -5.74 -4.11 -6.27 0.69 1.17 14.39 -1.89 2.51 5.40 2009-06-05
EET -4.36 -3.00 -3.66 -6.23 -19.15 0.14 -11.15 -4.50 -1.18 2009-06-05
TOLZ -1.41 -1.49 -3.40 -1.23 -5.96 6.83 3.98 3.78 2014-03-28
URE -4.34 -3.10 -7.22 -13.32 -23.93 3.52 0.11 4.21 -4.71 2007-02-05
CNYA -2.93 -3.79 -5.91 -8.16 -9.00 3.40 1.05 4.47 2016-06-16
Benchmark -2.60 -0.28 -1.61 0.96 2.11 14.65 6.19 9.52 10.19 2012-03-06
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
SPUU 1.52 1.49 1.49 34.55 31.75 36.39 31.65 2014-06-09
UWM 2.48 2.43 2.55 49.16 48.72 51.80 42.64 48.64 2007-01-26
EFO 1.82 1.53 1.87 39.08 35.49 38.78 35.17 38.33 2009-06-05
EET 1.65 1.79 1.88 38.42 39.56 44.37 41.23 43.94 2009-06-05
TOLZ 0.52 0.61 0.69 14.74 13.03 16.24 15.19 2014-03-28
URE 1.55 1.52 1.73 32.35 29.35 33.60 28.16 44.32 2007-02-05
CNYA 0.82 1.01 0.97 20.16 21.92 23.77 22.07 2016-06-16
Benchmark 1.08 1.15 1.18 25.34 23.40 26.52 24.94 24.62 2012-03-06
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
SPUU 0.44 1.77 1.36 1.44 2014-06-09
UWM -0.26 1.80 0.51 1.24 1.14 2007-01-26
EFO 0.58 1.61 0.31 0.60 0.95 2009-06-05
EET -1.50 0.50 -0.43 0.13 0.53 2009-06-05
TOLZ -0.55 0.61 0.39 0.36 2014-03-28
URE -2.23 0.55 0.35 0.59 0.22 2007-02-05
CNYA -0.80 0.40 0.22 0.50 2016-06-16
Benchmark 0.34 1.38 0.73 0.98 1.03 2012-03-06

Correlation Matrix

SPUU UWM EFO EET TOLZ URE CNYA
SPUU 1 0.87 0.83 0.74 0.8 0.76 0.46
UWM 0.87 1 0.79 0.7 0.75 0.73 0.43
EFO 0.83 0.79 1 0.78 0.79 0.67 0.49
EET 0.74 0.7 0.78 1 0.68 0.56 0.68
TOLZ 0.8 0.75 0.79 0.68 1 0.82 0.39
URE 0.76 0.73 0.67 0.56 0.82 1 0.32
CNYA 0.46 0.43 0.49 0.68 0.39 0.32 1
Documentation

Policy Report

Expected Risk

24.05%

Unique Bets

1.4

Back Test Report

Key Statistics

Returns

Portfolio
7.13%
Benchmark
9.38%

Risk

Portfolio
24.72%
Benchmark
25.12%

Sharpe Ratio

Portfolio
0.26
Benchmark
0.34

Excess Returns

-2.25%

Tracking Error

7.6%

Risk Free Rate

3.55%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

13.76

Skew

-1.15

Excess Kurtosis

1.41

Excess Skew

-0.04

Documentation

Factor Analysis

Factor Coefficients

Intercept

0

Adjusted R2

0.96

Documentation

Factor Attribution

Documentation