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HEDGEFUNDIE, Modified

Last updated Mar 2, 2024

Juiced with 5% TQQQ

Asset Allocation


TMF 45%UPRO 50%TQQQ 5%BondBondEquityEquity
PositionCategory/SectorWeight
TMF
Direxion Daily 20-Year Treasury Bull 3X
Leveraged Bonds, Leveraged

45%

UPRO
ProShares UltraPro S&P 500
Leveraged Equities, Leveraged

50%

TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in HEDGEFUNDIE, Modified, 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


500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,830.34%
376.33%
HEDGEFUNDIE, Modified
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 11, 2010, corresponding to the inception date of TQQQ

Returns

As of Mar 2, 2024, the HEDGEFUNDIE, Modified returned 5.83% Year-To-Date and 15.72% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
HEDGEFUNDIE, Modified5.83%3.09%18.44%26.60%10.24%15.69%
UPRO
ProShares UltraPro S&P 500
21.98%13.61%37.94%80.26%23.61%23.66%
TMF
Direxion Daily 20-Year Treasury Bull 3X
-14.45%-11.61%-7.37%-29.50%-21.12%-7.94%
TQQQ
ProShares UltraPro QQQ
24.52%15.83%50.46%173.67%37.83%36.66%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.74%5.15%
2023-8.23%-18.33%-12.20%28.96%19.25%

Sharpe Ratio

The current HEDGEFUNDIE, Modified Sharpe ratio is 1.03. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.03

The Sharpe ratio of HEDGEFUNDIE, Modified is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.03
2.44
HEDGEFUNDIE, Modified
Benchmark (^GSPC)
Portfolio components

Dividend yield

HEDGEFUNDIE, Modified granted a 1.84% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
HEDGEFUNDIE, Modified1.84%1.70%1.02%0.09%1.06%0.69%0.99%0.18%0.06%0.17%0.11%0.29%
UPRO
ProShares UltraPro S&P 500
0.60%0.74%0.52%0.06%0.11%0.53%0.63%0.00%0.12%0.34%0.22%0.07%
TMF
Direxion Daily 20-Year Treasury Bull 3X
3.30%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%0.00%0.00%0.57%
TQQQ
ProShares UltraPro QQQ
1.01%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%

Expense Ratio

The HEDGEFUNDIE, Modified has a high expense ratio of 1.00%, 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.


0.50%1.00%1.50%2.00%1.09%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.92%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
HEDGEFUNDIE, Modified
1.03
UPRO
ProShares UltraPro S&P 500
2.53
TMF
Direxion Daily 20-Year Treasury Bull 3X
-0.51
TQQQ
ProShares UltraPro QQQ
4.01

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TMFTQQQUPRO
TMF1.00-0.23-0.30
TQQQ-0.231.000.90
UPRO-0.300.901.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-52.38%
0
HEDGEFUNDIE, Modified
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HEDGEFUNDIE, Modified. 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 HEDGEFUNDIE, Modified was 71.28%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current HEDGEFUNDIE, Modified drawdown is 52.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.28%Dec 28, 2021462Oct 27, 2023
-44.17%Mar 9, 20208Mar 18, 202052Jun 2, 202060
-26.78%Jan 29, 2018229Dec 24, 201859Mar 21, 2019288
-22.71%Feb 3, 2015165Sep 28, 2015136Apr 13, 2016301
-22.28%Sep 3, 202041Oct 30, 202057Jan 25, 202198

Volatility Chart

The current HEDGEFUNDIE, Modified volatility is 9.99%, 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.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
9.99%
3.47%
HEDGEFUNDIE, Modified
Benchmark (^GSPC)
Portfolio components
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