STRATEGY
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MSTU T-Rex 2X Long MSTR Daily Target ETF | Leveraged Equities | 30% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | Derivative Income | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in STRATEGY , 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 every 3 months.
The earliest data available for this chart is Sep 18, 2024, corresponding to the inception date of MSTU
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| STRATEGY | -1.26% | 3.01% | 21.26% | N/A | N/A | N/A |
| Portfolio components: | ||||||
MSTY YieldMax™ MSTR Option Income Strategy ETF | 8.02% | 6.24% | 32.08% | 109.27% | N/A | N/A |
MSTU T-Rex 2X Long MSTR Daily Target ETF | -22.96% | -5.56% | -5.34% | N/A | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of STRATEGY , 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 13.33% | -27.38% | 8.84% | 10.24% | -1.26% | ||||||||
| 2024 | 32.02% | 50.20% | 58.28% | -32.44% | 112.03% |
Expense Ratio
STRATEGY has a high expense ratio of 1.01%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 94, STRATEGY is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 1.27 | 1.95 | 1.25 | 2.43 | 6.02 |
MSTU T-Rex 2X Long MSTR Daily Target ETF | — | — | — | — | — |
Not enough dataDividends
Dividend yield
STRATEGY provided a 100.22% dividend yield over the last twelve months.
| TTM | 2024 | |
|---|---|---|
| Portfolio | 100.22% | 73.19% |
| Portfolio components: | ||
MSTY YieldMax™ MSTR Option Income Strategy ETF | 143.17% | 104.56% |
MSTU T-Rex 2X Long MSTR Daily Target ETF | 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 STRATEGY . 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 STRATEGY was 65.65%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current STRATEGY drawdown is 51.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.65% | Nov 21, 2024 | 93 | Apr 8, 2025 | — | — | — |
| -15.56% | Oct 30, 2024 | 4 | Nov 4, 2024 | 3 | Nov 7, 2024 | 7 |
| -12.03% | Nov 13, 2024 | 1 | Nov 13, 2024 | 3 | Nov 18, 2024 | 4 |
| -9.52% | Oct 14, 2024 | 2 | Oct 15, 2024 | 3 | Oct 18, 2024 | 5 |
| -8.48% | Sep 30, 2024 | 2 | Oct 1, 2024 | 3 | Oct 4, 2024 | 5 |
Volatility
Volatility Chart
The current STRATEGY volatility is 42.77%, 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
| MSTU | MSTY | |
|---|---|---|
| MSTU | 1.00 | 0.99 |
| MSTY | 0.99 | 1.00 |