x
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | Systematic Trend | 19.50% |
BTC-USD Bitcoin | 19.50% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 0.10% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 9% |
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 23% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 19.50% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 3.50% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 5.90% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 30, 2010, corresponding to the inception date of ASFYX
Returns By Period
As of May 11, 2025, the x returned -4.13% Year-To-Date and 30.14% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
x | -2.57% | 10.91% | -5.02% | 11.16% | 17.48% | 30.00% |
Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -16.21% | 36.08% | -19.46% | 13.22% | 31.71% | 30.67% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -5.72% | -2.30% | -19.66% | -17.57% | -37.12% | -13.91% |
VT Vanguard Total World Stock ETF | 3.96% | 9.56% | 1.23% | 12.23% | 14.75% | 8.93% |
UGL ProShares Ultra Gold | 43.71% | -1.13% | 42.60% | 66.32% | 17.27% | 12.67% |
TIP iShares TIPS Bond ETF | 2.73% | 0.73% | 1.48% | 5.08% | 1.29% | 2.23% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -18.74% | -2.21% | -18.68% | -28.70% | 0.96% | 0.12% |
BTC-USD Bitcoin | 11.43% | 22.07% | 17.37% | 69.42% | 62.21% | 83.72% |
QQQ Invesco QQQ | -0.51% | 11.76% | -0.86% | 15.58% | 19.03% | 17.49% |
Monthly Returns
The table below presents the monthly returns of x, 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 | 3.67% | -2.21% | -6.18% | -0.88% | 3.34% | -2.57% | |||||||
2024 | -1.10% | 11.00% | 6.16% | -9.87% | 7.36% | 2.60% | 1.58% | -1.33% | 4.67% | -3.57% | 12.25% | -4.80% | 25.09% |
2023 | 20.08% | -4.64% | 13.32% | 0.90% | 0.66% | 6.81% | -0.48% | -6.58% | -7.73% | 0.38% | 13.45% | 12.40% | 54.58% |
2022 | -11.01% | -0.42% | 1.71% | -15.53% | -6.56% | -10.62% | 11.93% | -9.89% | -12.44% | -1.32% | 3.06% | -8.98% | -48.01% |
2021 | -0.13% | 4.79% | 7.08% | 5.77% | -6.34% | 5.81% | 8.31% | 4.87% | -8.17% | 15.78% | -0.49% | -4.60% | 34.69% |
2020 | 13.22% | -1.00% | -7.45% | 17.68% | 5.28% | 3.74% | 14.26% | 5.51% | -7.62% | 0.75% | 18.57% | 17.91% | 109.15% |
2019 | 4.25% | 2.98% | 8.69% | 8.57% | 13.07% | 15.58% | 0.48% | 7.86% | -5.00% | 3.42% | -1.66% | -0.07% | 73.24% |
2018 | -1.03% | -5.73% | -7.15% | 4.54% | -0.82% | -2.23% | 4.61% | 2.78% | -4.38% | -9.87% | -7.17% | -0.27% | -24.66% |
2017 | 4.19% | 8.80% | -1.38% | 7.88% | 19.84% | 1.54% | 5.89% | 17.27% | -4.49% | 13.35% | 17.09% | 12.90% | 160.83% |
2016 | -1.38% | 6.04% | 1.81% | -1.03% | 5.69% | 10.86% | 5.12% | -2.49% | 0.60% | -2.20% | -3.87% | 7.97% | 29.25% |
2015 | 1.69% | 0.95% | -1.38% | -2.55% | -1.28% | -3.05% | 7.42% | -9.52% | 0.51% | 14.02% | 4.30% | 0.98% | 10.76% |
2014 | 4.66% | -2.75% | -4.01% | 1.14% | 12.90% | 2.80% | -0.98% | 4.25% | -5.54% | 0.38% | 8.62% | -1.55% | 20.04% |
Expense Ratio
x has an expense ratio of 0.78%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of x is 12, meaning it’s performing worse than 88% 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 | |
---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 0.18 | 0.51 | 1.07 | 0.25 | -0.17 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.41 | -1.38 | 0.84 | -0.19 | -1.39 |
VT Vanguard Total World Stock ETF | 0.69 | 0.68 | 1.10 | 0.08 | 1.74 |
UGL ProShares Ultra Gold | 1.84 | 2.84 | 1.36 | 1.42 | 12.76 |
TIP iShares TIPS Bond ETF | 1.08 | 0.46 | 1.06 | 0.02 | 0.82 |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -2.12 | -2.67 | 0.65 | -0.77 | -3.24 |
BTC-USD Bitcoin | 1.36 | 3.05 | 1.32 | 2.39 | 11.34 |
QQQ Invesco QQQ | 0.61 | 0.74 | 1.10 | 0.10 | 1.42 |
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Dividends
Dividend yield
x provided a 2.05% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.05% | 1.86% | 1.46% | 7.57% | 1.71% | 1.38% | 1.60% | 1.01% | 0.42% | 0.28% | 1.17% | 2.96% |
Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.49% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 4.49% | 4.29% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
UGL ProShares Ultra Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TIP iShares TIPS Bond ETF | 2.93% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.80% | 1.46% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
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 x. 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 x was 54.47%, occurring on Nov 9, 2022. The portfolio has not yet recovered.
The current x drawdown is 13.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-54.47% | Nov 10, 2021 | 365 | Nov 9, 2022 | — | — | — |
-44.04% | Jun 10, 2011 | 171 | Nov 27, 2011 | 423 | Jan 23, 2013 | 594 |
-38.8% | Dec 17, 2017 | 343 | Nov 24, 2018 | 209 | Jun 21, 2019 | 552 |
-36% | Dec 5, 2013 | 14 | Dec 18, 2013 | 684 | Nov 2, 2015 | 698 |
-34.03% | Nov 9, 2010 | 22 | Nov 30, 2010 | 64 | Feb 2, 2011 | 86 |
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 8 assets, with an effective number of assets of 5.56, 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
^GSPC | UGL | ASFYX | BTC-USD | TIP | TMF | VT | TQQQ | QQQ | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.03 | 0.19 | 0.13 | -0.08 | -0.26 | 0.95 | 0.90 | 0.90 | 0.43 |
UGL | 0.03 | 1.00 | 0.07 | 0.05 | 0.33 | 0.23 | 0.11 | 0.02 | 0.02 | 0.19 |
ASFYX | 0.19 | 0.07 | 1.00 | 0.02 | 0.04 | 0.01 | 0.22 | 0.19 | 0.19 | 0.21 |
BTC-USD | 0.13 | 0.05 | 0.02 | 1.00 | 0.03 | -0.01 | 0.11 | 0.11 | 0.12 | 0.73 |
TIP | -0.08 | 0.33 | 0.04 | 0.03 | 1.00 | 0.71 | -0.05 | -0.05 | -0.05 | 0.32 |
TMF | -0.26 | 0.23 | 0.01 | -0.01 | 0.71 | 1.00 | -0.21 | -0.17 | -0.17 | 0.30 |
VT | 0.95 | 0.11 | 0.22 | 0.11 | -0.05 | -0.21 | 1.00 | 0.79 | 0.79 | 0.37 |
TQQQ | 0.90 | 0.02 | 0.19 | 0.11 | -0.05 | -0.17 | 0.79 | 1.00 | 0.99 | 0.45 |
QQQ | 0.90 | 0.02 | 0.19 | 0.12 | -0.05 | -0.17 | 0.79 | 0.99 | 1.00 | 0.45 |
Portfolio | 0.43 | 0.19 | 0.21 | 0.73 | 0.32 | 0.30 | 0.37 | 0.45 | 0.45 | 1.00 |