x2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in x2, 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 Jul 30, 2010, corresponding to the inception date of ASFYX
Returns By Period
As of May 18, 2024, the x2 returned 17.11% Year-To-Date and 33.37% 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 | 11.18% | 5.60% | 17.48% | 26.33% | 13.16% | 10.99% |
| x2 | 17.11% | 8.10% | 34.23% | 40.30% | 30.26% | 33.31% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 24.59% | 19.32% | 47.00% | 101.22% | 35.85% | 37.79% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -23.83% | 8.69% | 0.33% | -33.47% | -24.68% | -9.77% |
BTC-USD Bitcoin | 58.65% | 5.57% | 83.27% | 149.35% | 53.11% | 63.50% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 11.73% | 1.49% | 9.35% | 6.30% | 10.69% | 6.21% |
VT Vanguard Total World Stock ETF | 9.76% | 6.69% | 16.79% | 22.74% | 11.48% | 8.82% |
GLD SPDR Gold Trust | 17.00% | 1.51% | 21.77% | 21.79% | 13.15% | 6.04% |
TIP iShares TIPS Bond ETF | -0.13% | 1.58% | 3.02% | 1.25% | 2.20% | 1.77% |
TLT iShares 20+ Year Treasury Bond ETF | -6.34% | 3.24% | 3.51% | -6.17% | -3.99% | 0.39% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 2.00% | 0.40% | 2.62% | 5.31% | 1.95% | 1.29% |
Monthly Returns
The table below presents the monthly returns of x2, 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 | -1.17% | 12.18% | 6.88% | -9.80% | 17.11% | ||||||||
| 2023 | 20.36% | -4.43% | 11.84% | 1.22% | 0.84% | 7.34% | -0.65% | -7.23% | -7.54% | 0.39% | 12.48% | 12.57% | 52.68% |
| 2022 | -10.79% | 0.30% | 4.41% | -13.96% | -6.89% | -9.00% | 11.24% | -9.38% | -11.31% | -1.38% | 1.79% | -9.57% | -44.73% |
| 2021 | -0.19% | 5.76% | 7.33% | 6.54% | -6.09% | 5.55% | 8.67% | 4.87% | -8.72% | 17.06% | -1.83% | -4.21% | 37.00% |
| 2020 | 13.44% | -1.06% | -6.60% | 18.31% | 5.01% | 3.76% | 15.62% | 5.89% | -8.20% | 0.80% | 19.95% | 18.62% | 117.83% |
| 2019 | 3.83% | 2.98% | 10.16% | 9.44% | 13.02% | 16.03% | 0.83% | 9.27% | -5.45% | 2.98% | -1.76% | -0.15% | 77.87% |
| 2018 | 0.22% | -7.81% | -7.64% | 4.48% | -1.16% | -2.20% | 4.67% | 3.61% | -5.29% | -11.11% | -8.31% | 0.13% | -27.77% |
| 2017 | 4.37% | 9.45% | -1.69% | 7.95% | 20.39% | 1.14% | 6.68% | 17.86% | -4.59% | 14.57% | 17.48% | 13.13% | 169.62% |
| 2016 | -0.38% | 6.39% | 1.70% | -1.55% | 5.48% | 11.94% | 5.57% | -3.24% | -0.09% | -3.12% | -4.21% | 8.44% | 28.66% |
| 2015 | 3.11% | 1.48% | -0.88% | -3.25% | -1.68% | -4.29% | 8.11% | -10.06% | 0.81% | 14.22% | 4.82% | 0.32% | 11.18% |
| 2014 | 4.09% | -2.62% | -4.17% | 1.57% | 13.95% | 3.15% | -0.87% | 5.37% | -5.46% | 0.30% | 10.20% | -1.11% | 25.16% |
| 2013 | 9.21% | 15.64% | 73.18% | 17.46% | -6.42% | -12.09% | 5.82% | 3.62% | 4.05% | 16.41% | 117.72% | -21.23% | 381.48% |
Expense Ratio
x2 has a high expense ratio of 1.02%, 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 x2 is 72, 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.
x2
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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 1.94 | 2.40 | 1.30 | 1.41 | 10.71 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.43 | -0.32 | 0.96 | 0.05 | -1.05 |
BTC-USD Bitcoin | 5.73 | 4.85 | 1.55 | 0.90 | 43.12 |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 0.78 | 1.12 | 1.14 | 0.17 | 1.59 |
VT Vanguard Total World Stock ETF | 2.38 | 3.37 | 1.42 | 0.20 | 10.58 |
GLD SPDR Gold Trust | 2.90 | 4.19 | 1.52 | 0.35 | 18.29 |
TIP iShares TIPS Bond ETF | 0.66 | 1.03 | 1.12 | 0.15 | 2.87 |
TLT iShares 20+ Year Treasury Bond ETF | -0.05 | 0.05 | 1.01 | 0.15 | -0.13 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.88 | 480.80 | 481.80 | 0.10 | 7,834.30 |
Dividends
Dividend yield
x2 granted a 0.36% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| x2 | 0.36% | 0.29% | 14.09% | 3.16% | 1.74% | 2.27% | 0.99% | 0.47% | 0.56% | 2.49% | 6.02% | 0.70% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.12% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 3.67% | 2.82% | 1.62% | 0.13% | 0.48% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% | 0.57% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 0.88% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.52% | 0.00% |
VT Vanguard Total World Stock ETF | 2.03% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
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% |
TIP iShares TIPS Bond ETF | 2.81% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
TLT iShares 20+ Year Treasury Bond ETF | 3.84% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.17% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the x2. 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 x2 was 51.33%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current x2 drawdown is 11.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.33% | Nov 10, 2021 | 414 | Dec 28, 2022 | — | — | — |
| -45.51% | Jun 10, 2011 | 3 | Jun 12, 2011 | 591 | Jan 23, 2013 | 594 |
| -41.61% | Dec 17, 2017 | 343 | Nov 24, 2018 | 211 | Jun 23, 2019 | 554 |
| -36.3% | Dec 5, 2013 | 14 | Dec 18, 2013 | 401 | Jan 23, 2015 | 415 |
| -32.05% | Nov 8, 2010 | 29 | Dec 6, 2010 | 58 | Feb 2, 2011 | 87 |
Volatility
Volatility Chart
The current x2 volatility is 6.47%, 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
| BIL | BTC-USD | ASFYX | GLD | TQQQ | VT | TIP | TMF | TLT | |
|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | -0.00 | 0.01 | 0.01 | 0.01 | 0.02 | 0.00 | 0.03 | 0.03 |
| BTC-USD | -0.00 | 1.00 | 0.01 | 0.05 | 0.09 | 0.10 | 0.02 | -0.01 | -0.01 |
| ASFYX | 0.01 | 0.01 | 1.00 | 0.05 | 0.18 | 0.21 | 0.05 | 0.02 | 0.02 |
| GLD | 0.01 | 0.05 | 0.05 | 1.00 | 0.01 | 0.10 | 0.33 | 0.23 | 0.24 |
| TQQQ | 0.01 | 0.09 | 0.18 | 0.01 | 1.00 | 0.79 | -0.06 | -0.19 | -0.19 |
| VT | 0.02 | 0.10 | 0.21 | 0.10 | 0.79 | 1.00 | -0.06 | -0.24 | -0.24 |
| TIP | 0.00 | 0.02 | 0.05 | 0.33 | -0.06 | -0.06 | 1.00 | 0.71 | 0.71 |
| TMF | 0.03 | -0.01 | 0.02 | 0.23 | -0.19 | -0.24 | 0.71 | 1.00 | 0.99 |
| TLT | 0.03 | -0.01 | 0.02 | 0.24 | -0.19 | -0.24 | 0.71 | 0.99 | 1.00 |