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2x ASFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ASFYX 200.00%AlternativesAlternativesBondBond

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2x ASFYX, 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.


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The earliest data available for this chart is Aug 3, 2010, corresponding to the inception date of ASFYX

Returns By Period

As of Apr 2, 2026, the 2x ASFYX returned 12.65% Year-To-Date and 0.00% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
2x ASFYX
-0.02%2.08%12.65%19.74%-0.87%-10.99%-1.17%0.00%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
0.00%1.23%6.72%10.64%3.03%-2.85%2.28%1.88%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.02%0.31%0.90%1.85%4.01%4.71%3.28%2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 4, 2010, 2x ASFYX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.

Historically, 53% of months were positive and 47% were negative. The best month was Mar 2022 with a return of +21.5%, while the worst month was Apr 2025 at -20.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 2x ASFYX closed higher 51% of trading days. The best single day was Mar 14, 2023 with a return of +7.4%, while the worst single day was Mar 13, 2023 at -14.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.78%7.73%-2.94%-0.05%12.65%
20251.49%-6.87%-9.66%-20.32%-4.85%0.71%-1.74%3.57%6.76%1.50%1.54%3.92%-24.14%
2024-0.43%8.85%6.57%4.82%-2.36%-7.90%-3.96%-12.95%2.81%-9.98%3.54%0.89%-12.01%
2023-2.03%3.22%-19.37%3.06%1.71%3.67%-1.80%-4.41%6.24%0.58%-13.87%-1.82%-24.84%
20225.63%6.12%21.47%20.37%-2.02%11.87%-11.56%10.80%17.45%-1.37%-14.01%-2.14%71.59%
2021-0.78%8.45%1.86%4.81%4.07%-3.87%1.10%-1.60%-4.17%8.26%-14.52%5.54%6.98%

Benchmark Metrics

2x ASFYX has an annualized alpha of 5.41%, beta of 0.17, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since August 04, 2010.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (26.32%) than losses (25.99%) — typical of diversified or defensive assets.
  • Beta of 0.17 may look defensive, but with R² of 0.02 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.02 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.41%
Beta
0.17
0.02
Upside Capture
26.32%
Downside Capture
25.99%

Expense Ratio

2x ASFYX has a high expense ratio of 2.80%, 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.


Return for Risk

Risk / Return Rank

2x ASFYX ranks 5 for risk / return — in the bottom 5% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


2x ASFYX Risk / Return Rank: 55
Overall Rank
2x ASFYX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
2x ASFYX Sortino Ratio Rank: 44
Sortino Ratio Rank
2x ASFYX Omega Ratio Rank: 44
Omega Ratio Rank
2x ASFYX Calmar Ratio Rank: 66
Calmar Ratio Rank
2x ASFYX Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.88

-0.91

Sortino ratio

Return per unit of downside risk

0.12

1.37

-1.24

Omega ratio

Gain probability vs. loss probability

1.02

1.21

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.01

1.39

-1.40

Martin ratio

Return relative to average drawdown

-0.02

6.43

-6.46


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
70.250.401.060.260.43
BIL
SPDR Barclays 1-3 Month T-Bill ETF
10019.57254.91180.89367.864,130.10

Sharpe Ratio

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.

2x ASFYX Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: -0.03
  • 5-Year: -0.04
  • 10-Year: 0.00
  • All Time: 0.19

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 1.00 to 1.70, 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 2x ASFYX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

2x ASFYX provided a -1.11% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio-1.11%-1.09%-2.10%-2.95%63.61%12.14%6.51%8.98%0.94%-0.55%-0.05%10.12%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
1.42%1.52%1.46%0.99%32.48%6.07%3.40%5.51%1.30%0.07%0.01%5.06%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
3.96%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the 2x ASFYX. 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 2x ASFYX was 66.79%, occurring on May 14, 2025. The portfolio has not yet recovered.

The current 2x ASFYX drawdown is 54.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.79%Oct 17, 2022646May 14, 2025
-51.52%Apr 16, 2015900Nov 7, 2018834Mar 3, 20221734
-35.7%May 2, 2011394Nov 21, 2012437Aug 19, 2014831
-23.17%Jun 15, 202239Aug 10, 202231Sep 23, 202270
-13.52%Nov 5, 201017Nov 30, 201061Feb 28, 201178

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 2 assets, with an effective number of assets of 0.20, 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

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

BenchmarkBILASFYXPortfolio
Benchmark1.00-0.000.210.21
BIL-0.001.00-0.00-0.02
ASFYX0.21-0.001.001.00
Portfolio0.21-0.021.001.00
The correlation results are calculated based on daily price changes starting from Aug 4, 2010