Portfolios as of 4/24/2024 17:04:24 UTC

Portfolios

Portfolios are an effective way to organize and manage different strategies in a more efficient manner. By allocating a specific sum of money to a portfolio, the expectation is that the group of strategies within the portfolio will be more effective in terms of reducing risk and limiting drawdowns.

These portfolios are created by combining different strategies in a simple manner, without using risk parity or inverse volatility measures.


Portfolio Assets Sharpe Sortino APR ADD APR/ADD
Playground LABU, QLD, QQQ, QYLD, SOXL, SPXL, SSO, SVXY, TECL, TMF, TNA, TQQQ, UBT, UUP, VIXY 2.11 2.80 41.33% -6.68% 6.90
SleepWell EEM, GLD, IWC, QQQ, SPY, UBT, UUP 1.25 1.57 12.34% -6.27% 2.07

Notes

APR is the average annual percent return, ADD is average drawdown seen

TimeFrame indicates the frequency of the data being used for the strategy