HEDGEFUNDIE, Modified
Juiced with 5% TQQQ
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 45% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 5% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 11, 2010, corresponding to the inception date of TQQQ
Returns By Period
As of May 14, 2025, the HEDGEFUNDIE, Modified returned -7.30% Year-To-Date and 11.24% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| HEDGEFUNDIE, Modified | -7.30% | 14.92% | -14.58% | 3.49% | -0.19% | 11.24% |
| Portfolio components: | ||||||
UPRO ProShares UltraPro S&P 500 | -10.25% | 29.94% | -16.07% | 17.63% | 35.76% | 21.34% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -7.03% | -3.65% | -16.99% | -19.28% | -37.80% | -14.07% |
TQQQ ProShares UltraPro QQQ | -12.37% | 42.32% | -15.31% | 17.64% | 32.18% | 31.36% |
Monthly Returns
The table below presents the monthly returns of HEDGEFUNDIE, Modified, 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 | 3.50% | 4.20% | -11.75% | -7.01% | 4.74% | -7.30% | |||||||
| 2024 | -1.74% | 5.07% | 5.60% | -15.92% | 11.45% | 7.61% | 4.67% | 4.71% | 5.01% | -9.76% | 11.66% | -11.92% | 12.30% |
| 2023 | 20.71% | -11.36% | 12.04% | 1.65% | -3.57% | 10.80% | 1.11% | -8.23% | -18.10% | -12.20% | 28.96% | 18.83% | 33.11% |
| 2022 | -14.52% | -8.04% | -2.37% | -26.55% | -5.13% | -16.41% | 18.87% | -14.01% | -26.04% | 3.42% | 16.78% | -15.17% | -65.38% |
| 2021 | -6.74% | -3.24% | 1.82% | 11.91% | 0.31% | 10.13% | 8.81% | 4.39% | -12.01% | 15.24% | 2.03% | 3.61% | 38.30% |
| 2020 | 10.44% | -2.55% | -12.49% | 21.91% | 6.07% | 2.70% | 15.94% | 7.02% | -8.12% | -9.39% | 21.75% | 5.59% | 66.11% |
| 2019 | 13.56% | 3.79% | 9.49% | 3.89% | -3.18% | 11.72% | 2.37% | 11.57% | -2.41% | 1.65% | 5.44% | 0.98% | 74.92% |
| 2018 | 5.99% | -11.57% | -2.24% | -3.07% | 6.51% | 1.39% | 3.68% | 7.19% | -2.97% | -15.84% | 4.20% | -4.56% | -13.44% |
| 2017 | 4.00% | 8.66% | -0.75% | 3.79% | 4.77% | 1.22% | 2.49% | 4.69% | -0.50% | 3.88% | 5.62% | 4.04% | 50.44% |
| 2016 | -0.46% | 3.79% | 8.72% | -1.17% | 3.76% | 9.06% | 9.47% | -1.31% | -2.08% | -8.94% | -4.06% | 3.72% | 20.40% |
| 2015 | 9.24% | -1.77% | -1.85% | -3.19% | -1.23% | -8.92% | 9.75% | -11.60% | -0.98% | 14.97% | -0.46% | -4.41% | -3.60% |
| 2014 | 2.85% | 7.56% | 1.56% | 3.38% | 7.94% | 3.09% | -1.33% | 13.29% | -5.38% | 6.97% | 8.98% | 3.01% | 64.16% |
Expense Ratio
HEDGEFUNDIE, Modified has a high expense ratio of 1.00%, 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
The current rank of HEDGEFUNDIE, Modified is 6, meaning it’s performing worse than 94% of other 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 | |
|---|---|---|---|---|---|
UPRO ProShares UltraPro S&P 500 | 0.31 | 0.83 | 1.12 | 0.37 | 1.21 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.45 | -0.42 | 0.95 | -0.22 | -0.81 |
TQQQ ProShares UltraPro QQQ | 0.23 | 0.88 | 1.12 | 0.33 | 0.88 |
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Dividends
Dividend yield
HEDGEFUNDIE, Modified provided a 2.68% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.68% | 2.46% | 1.70% | 1.02% | 0.09% | 1.06% | 0.63% | 0.99% | 0.18% | 0.06% | 0.17% | 0.11% |
| Portfolio components: | ||||||||||||
UPRO ProShares UltraPro S&P 500 | 1.12% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 4.56% | 4.29% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 1.43% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
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.
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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 70.97%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current HEDGEFUNDIE, Modified drawdown is 52.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.97% | Dec 28, 2021 | 462 | Oct 27, 2023 | — | — | — |
| -44.17% | Mar 9, 2020 | 8 | Mar 18, 2020 | 52 | Jun 2, 2020 | 60 |
| -26.49% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -22.71% | Feb 3, 2015 | 165 | Sep 28, 2015 | 136 | Apr 13, 2016 | 301 |
| -22.28% | Sep 3, 2020 | 41 | Oct 30, 2020 | 57 | Jan 25, 2021 | 98 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.20, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TMF | TQQQ | UPRO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.27 | 0.90 | 1.00 | 0.67 |
| TMF | -0.27 | 1.00 | -0.20 | -0.27 | 0.43 |
| TQQQ | 0.90 | -0.20 | 1.00 | 0.90 | 0.67 |
| UPRO | 1.00 | -0.27 | 0.90 | 1.00 | 0.68 |
| Portfolio | 0.67 | 0.43 | 0.67 | 0.68 | 1.00 |