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 2023-11-27 ETF
UWM ProShares Ultra Russell 2000 2X Shares 2007-01-26 2023-11-27 ETF
EFO PROSHARES ULTRA MSCI EAFE 2009-06-05 2023-11-27 ETF
EET PROSHARES ULTRA MSCI EMERGING MARKETS 2009-06-05 2023-11-27 ETF
TOLZ ProShares DJ Brookfield Global Infrastructure ETF 2014-03-28 2023-11-27 ETF
URE PROSHARES ULTRA REAL ESTATE 2007-02-05 2023-11-27 ETF
CNYA ISHARES MSCI CHINA A ETF 2016-06-16 2023-11-27 ETF
Benchmark
61351a10fbe2d9af0aa7d7ec 1.5X SPGM 2012-03-06 2023-11-27 Portfolio

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
SPUU -0.31 1.30 16.85 4.36 17.62 9.84 15.23 14.37 2014-06-09
UWM -0.57 0.29 16.64 -7.36 -14.26 -7.97 -1.45 4.19 3.41 2007-01-26
EFO -0.55 1.26 18.71 2.88 10.00 -1.39 2.66 0.95 5.19 2009-06-05
EET -0.66 0.02 14.30 -0.24 2.37 -17.41 -5.07 -3.97 -1.05 2009-06-05
TOLZ 0.93 6.51 2.95 -0.87 4.04 4.50 3.74 2014-03-28
URE 0.51 1.58 12.19 -0.71 -9.95 -1.35 -0.55 6.58 -4.36 2007-02-05
CNYA -0.87 -0.93 2.40 -2.26 -6.17 -9.54 4.48 3.01 2016-06-16
Benchmark -0.44 0.67 12.46 2.75 11.13 5.71 9.80 8.49 10.48 2012-03-06
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
SPUU 0.69 1.25 1.39 1.48 29.41 36.20 31.13 2014-06-09
UWM 1.62 3.29 2.59 2.48 46.03 52.27 43.02 48.34 2007-01-26
EFO 0.91 1.66 1.71 1.78 33.54 38.73 34.96 38.00 2009-06-05
EET 1.43 1.93 1.83 1.97 37.90 43.25 40.66 43.54 2009-06-05
TOLZ 0.29 0.81 0.74 0.68 11.99 16.27 14.97 2014-03-28
URE 0.50 1.93 1.68 1.59 27.59 33.84 27.88 43.82 2007-02-05
CNYA 0.85 0.81 0.86 1.00 20.48 22.74 21.65 2016-06-16
Benchmark 0.63 1.01 1.07 1.12 21.86 26.36 24.66 24.30 2012-03-06
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
SPUU 1.61 1.09 1.70 1.50 2014-06-09
UWM -0.94 -0.06 0.84 0.99 1.11 2007-01-26
EFO 1.08 0.19 0.72 0.46 0.92 2009-06-05
EET 0.48 -1.32 0.14 0.16 0.53 2009-06-05
TOLZ -0.09 0.36 0.43 0.35 2014-03-28
URE -0.82 0.06 0.29 0.79 0.23 2007-02-05
CNYA -0.56 -0.85 0.51 0.36 2016-06-16
Benchmark 1.01 0.60 1.03 0.89 1.05 2012-03-06

Correlation Matrix

SPUU UWM EFO EET TOLZ URE CNYA
SPUU 1 0.86 0.83 0.74 0.79 0.75 0.46
UWM 0.86 1 0.79 0.7 0.75 0.73 0.42
EFO 0.83 0.79 1 0.78 0.79 0.66 0.49
EET 0.74 0.7 0.78 1 0.68 0.55 0.68
TOLZ 0.79 0.75 0.79 0.68 1 0.82 0.39
URE 0.75 0.73 0.66 0.55 0.82 1 0.31
CNYA 0.46 0.42 0.49 0.68 0.39 0.31 1
Documentation

Policy Report

Expected Risk

23.62%

Unique Bets

1.4

Back Test Report

Key Statistics

Returns

Portfolio
5.38%
Benchmark
9.71%

Risk

Portfolio
23.86%
Benchmark
24.2%

Sharpe Ratio

Portfolio
0.13
Benchmark
0.3

Excess Returns

-4.34%

Tracking Error

7.37%

Risk Free Rate

4.94%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

13.85

Skew

-1.1

Excess Kurtosis

1.49

Excess Skew

0.01

Documentation

Factor Analysis

Factor Coefficients

Intercept

0

Adjusted R2

0.96

Documentation

Factor Attribution

Documentation

Specification You may be able to interact with your portfolio programmatically. This is new functionality that is still a work in progress. Go Reference 
name: Global Equity
benchmark:
    id: 61351a10fbe2d9af0aa7d7ec
assets:
    - id: SPUU
    - id: UWM
    - id: EFO
    - id: EET
    - id: TOLZ
    - id: URE
    - id: CNYA
policy:
    rebalancing_interval: Quarterly
    weights:
        - 15
        - 10
        - 10
        - 10
        - 25
        - 10
        - 20
    weights_algorithm: UserInput
    weights_updating_interval: Never