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Leveraged 3x HFEA Diversified and Amped Up TMF 10%
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Leveraged 3x HFEA Diversified and Amped Up TMF 10%

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

KMLM 15%EDV 15%TMF 10%UPRO 30%TQQQ 20%USD 7.5%FNGU 2.5%AlternativesAlternativesBondBondEquityEquity
PositionCategory/SectorTarget Weight
EDV
Vanguard Extended Duration Treasury ETF		Government Bonds
15%
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		Leveraged Equities, Leveraged
2.50%
KMLM
KFA Mount Lucas Index Strategy ETF		Long-Short, Actively Managed
15%
TMF
Direxion Daily 20-Year Treasury Bull 3X		Leveraged Bonds, Leveraged
10%
TQQQ
ProShares UltraPro QQQ		Leveraged Equities, Leveraged
20%
UPRO
ProShares UltraPro S&P 500		Leveraged Equities, Leveraged
30%
USD
ProShares Ultra Semiconductors		Leveraged Equities, Leveraged
7.50%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Dec 2, 2020, corresponding to the inception date of KMLM

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%3.96%-2.00%12.02%14.19%10.85%
Leveraged 3x HFEA Diversified and Amped Up TMF 10%-6.93%8.29%-12.27%6.94%N/AN/A
Portfolio components:
TQQQ
ProShares UltraPro QQQ		-11.28%17.79%-14.60%13.44%28.60%31.28%
UPRO
ProShares UltraPro S&P 500		-9.79%10.94%-17.86%14.90%30.70%21.55%
TMF
Direxion Daily 20-Year Treasury Bull 3X		-6.95%-6.58%-25.14%-18.80%-36.78%-13.59%
KMLM
KFA Mount Lucas Index Strategy ETF		-5.84%0.19%-3.69%-9.87%N/AN/A
EDV
Vanguard Extended Duration Treasury ETF		-3.13%-2.87%-12.04%-5.37%-13.90%-1.89%
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		-25.65%-2.11%-17.22%26.49%41.24%N/A
USD
ProShares Ultra Semiconductors		-15.60%30.45%-14.73%-6.22%51.65%41.06%
*Annualized

Monthly Returns

The table below presents the monthly returns of Leveraged 3x HFEA Diversified and Amped Up TMF 10%, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.60%-1.50%-12.85%-5.07%12.41%-6.93%
20241.76%10.52%5.40%-10.56%11.05%9.56%-0.29%1.94%3.89%-5.03%9.40%-4.41%35.28%
202319.20%-4.75%14.25%0.78%7.32%11.32%4.74%-5.27%-12.57%-8.10%22.37%13.52%72.97%
2022-13.49%-6.38%3.76%-21.79%-2.82%-14.79%20.15%-11.21%-20.90%5.09%12.28%-15.64%-54.29%
2021-2.54%1.50%1.83%10.78%-0.51%9.71%5.25%5.74%-10.14%15.43%3.26%2.59%48.97%
20206.33%6.33%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Leveraged 3x HFEA Diversified and Amped Up TMF 10% has an expense ratio of 0.81%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

TMF
Direxion Daily 20-Year Treasury Bull 3X
TQQQ
ProShares UltraPro QQQ
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
USD
ProShares Ultra Semiconductors
UPRO
ProShares UltraPro S&P 500
KMLM
KFA Mount Lucas Index Strategy ETF
EDV
Vanguard Extended Duration Treasury ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Leveraged 3x HFEA Diversified and Amped Up TMF 10% is 8, meaning it’s performing worse than 92% 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.

The Risk-Adjusted Performance Rank of Leveraged 3x HFEA Diversified and Amped Up TMF 10% is 88
Overall Rank
The Sharpe Ratio Rank of Leveraged 3x HFEA Diversified and Amped Up TMF 10% is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of Leveraged 3x HFEA Diversified and Amped Up TMF 10% is 99
Sortino Ratio Rank
The Omega Ratio Rank of Leveraged 3x HFEA Diversified and Amped Up TMF 10% is 99
Omega Ratio Rank
The Calmar Ratio Rank of Leveraged 3x HFEA Diversified and Amped Up TMF 10% is 88
Calmar Ratio Rank
The Martin Ratio Rank of Leveraged 3x HFEA Diversified and Amped Up TMF 10% is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TQQQ
ProShares UltraPro QQQ		0.180.681.090.130.33
UPRO
ProShares UltraPro S&P 500		0.310.721.100.270.84
TMF
Direxion Daily 20-Year Treasury Bull 3X		-0.40-0.330.96-0.20-0.68
KMLM
KFA Mount Lucas Index Strategy ETF		-1.01-1.210.86-0.32-1.28
EDV
Vanguard Extended Duration Treasury ETF		-0.21-0.180.98-0.09-0.39
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		0.250.891.120.240.55
USD
ProShares Ultra Semiconductors		-0.080.501.06-0.21-0.43

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Leveraged 3x HFEA Diversified and Amped Up TMF 10% Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 0.19
  • All Time: 0.29

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.13, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Leveraged 3x HFEA Diversified and Amped Up TMF 10% compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Leveraged 3x HFEA Diversified and Amped Up TMF 10% provided a 1.95% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.95%1.79%1.29%2.16%1.36%1.10%0.81%0.87%0.50%1.37%0.77%0.74%
Portfolio components:
TQQQ
ProShares UltraPro QQQ		1.41%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%
UPRO
ProShares UltraPro S&P 500		1.11%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		4.55%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%0.00%0.00%
KMLM
KFA Mount Lucas Index Strategy ETF		0.87%0.82%0.00%8.12%6.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EDV
Vanguard Extended Duration Treasury ETF		4.90%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors		0.21%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%7.11%0.39%2.71%

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 Leveraged 3x HFEA Diversified and Amped Up TMF 10%. 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 Leveraged 3x HFEA Diversified and Amped Up TMF 10% was 57.36%, occurring on Oct 14, 2022. Recovery took 417 trading sessions.

The current Leveraged 3x HFEA Diversified and Amped Up TMF 10% drawdown is 14.98%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.36%Dec 28, 2021202Oct 14, 2022417Jun 13, 2024619
-36.46%Dec 17, 202476Apr 8, 2025———
-18.93%Jul 11, 202420Aug 7, 202465Nov 7, 202485
-15.21%Feb 16, 202115Mar 8, 202123Apr 9, 202138
-11.71%Aug 31, 202124Oct 4, 202117Oct 27, 202141
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 7 assets, with an effective number of assets of 5.23, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCKMLMEDVTMFUSDFNGUUPROTQQQPortfolio
^GSPC1.00-0.130.050.050.790.811.000.930.94
KMLM-0.131.00-0.33-0.34-0.12-0.12-0.13-0.14-0.14
EDV0.05-0.331.000.990.010.040.060.070.25
TMF0.05-0.340.991.000.020.040.060.070.25
USD0.79-0.120.010.021.000.810.790.870.86
FNGU0.81-0.120.040.040.811.000.810.910.87
UPRO1.00-0.130.060.060.790.811.000.930.94
TQQQ0.93-0.140.070.070.870.910.931.000.96
Portfolio0.94-0.140.250.250.860.870.940.961.00
The correlation results are calculated based on daily price changes starting from Dec 3, 2020
Go to the full Correlations tool for more customization options