MAGA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | Systematic Trend | 40% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | -40% |
BTC-USD Bitcoin | 40% | |
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 20% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 20% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MAGA, 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
The earliest data available for this chart is Jul 30, 2010, corresponding to the inception date of ASFYX
Returns By Period
As of Jul 25, 2024, the MAGA returned 29.02% Year-To-Date and 47.47% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| MAGA | 27.68% | -1.29% | 31.81% | 52.27% | 38.32% | 47.42% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.15% | 60.39% |
TQQQ ProShares UltraPro QQQ | 25.72% | -15.03% | 14.97% | 49.76% | 30.08% | 34.48% |
UGL ProShares Ultra Gold | 23.19% | 4.41% | 29.90% | 32.55% | 12.36% | 5.25% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -22.91% | -3.41% | -8.15% | -27.51% | -26.17% | -10.44% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.64% | -3.94% | 2.09% | -3.70% | 7.76% | 4.64% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 2.97% | 0.42% | 2.57% | 5.30% | 2.06% | 1.39% |
Monthly Returns
The table below presents the monthly returns of MAGA, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.47% | 21.14% | 12.29% | -10.83% | 9.24% | -0.31% | 27.68% | ||||||
| 2023 | 28.62% | -5.05% | 17.72% | 1.75% | -0.68% | 8.45% | -0.85% | -9.46% | -7.51% | 9.29% | 12.54% | 13.26% | 82.26% |
| 2022 | -13.90% | 5.33% | 6.47% | -16.46% | -11.28% | -16.15% | 12.80% | -12.22% | -10.86% | -1.00% | -0.49% | -8.71% | -52.36% |
| 2021 | 1.77% | 12.39% | 15.41% | 6.65% | -10.01% | 1.06% | 12.50% | 7.33% | -10.35% | 24.83% | -3.73% | -7.34% | 54.34% |
| 2020 | 19.90% | -3.31% | -11.17% | 26.31% | 7.09% | 3.50% | 22.12% | 5.68% | -10.38% | 6.67% | 26.36% | 31.02% | 194.46% |
| 2019 | 2.39% | 4.72% | 10.20% | 14.97% | 26.00% | 23.49% | -0.57% | 10.24% | -8.63% | 5.87% | -6.73% | 0.04% | 109.13% |
| 2018 | -4.61% | -7.96% | -13.80% | 10.87% | -6.32% | -6.42% | 8.23% | 0.34% | -6.28% | -10.17% | -16.64% | 0.86% | -43.46% |
| 2017 | 5.80% | 14.04% | -3.54% | 13.34% | 34.74% | 2.88% | 10.42% | 31.48% | -6.95% | 24.03% | 30.24% | 21.62% | 385.29% |
| 2016 | -1.78% | 13.66% | -0.29% | 1.50% | 6.93% | 19.44% | 4.09% | -5.66% | 1.11% | -0.48% | -4.18% | 15.13% | 57.30% |
| 2015 | -1.88% | 2.22% | -2.36% | -3.92% | -1.68% | -1.47% | 7.14% | -12.54% | 0.74% | 21.05% | 7.22% | 3.70% | 15.82% |
| 2014 | 6.63% | -7.79% | -8.14% | 0.95% | 19.99% | 5.11% | -3.67% | 1.15% | -9.79% | -3.76% | 12.16% | -3.66% | 5.12% |
| 2013 | 18.24% | 26.89% | 121.22% | 24.32% | -8.24% | -19.26% | 9.74% | 11.45% | 0.97% | 26.41% | 216.97% | -27.51% | 996.62% |
Expense Ratio
MAGA has a high expense ratio of 1.13%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of MAGA is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 2.64 | 3.04 | 1.32 | 1.59 | 14.62 |
TQQQ ProShares UltraPro QQQ | 1.67 | 2.11 | 1.28 | 0.68 | 12.02 |
UGL ProShares Ultra Gold | 1.69 | 2.19 | 1.29 | 0.37 | 9.05 |
TMF Direxion Daily 20-Year Treasury Bull 3X | 0.10 | 0.45 | 1.05 | 0.01 | 0.20 |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -0.13 | -0.10 | 0.99 | -0.17 | -0.44 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.77 | 389.00 | 324.23 | 74.25 | 7,625.12 |
Dividends
Dividend yield
MAGA granted a -0.72% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAGA | -0.72% | -0.76% | 12.89% | 2.45% | 1.69% | 1.59% | 0.18% | -0.17% | -0.02% | 2.03% | 5.41% | 0.11% |
| Portfolio components: | ||||||||||||
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% |
TQQQ ProShares UltraPro QQQ | 1.36% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
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% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 3.57% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% | 0.57% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 0.97% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.52% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.22% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the MAGA. 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 MAGA was 61.87%, occurring on Nov 9, 2022. Recovery took 614 trading sessions.
The current MAGA drawdown is 8.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.87% | Nov 9, 2021 | 366 | Nov 9, 2022 | 614 | Jul 15, 2024 | 980 |
| -59.06% | Jun 10, 2011 | 133 | Oct 20, 2011 | 460 | Jan 22, 2013 | 593 |
| -58.77% | Dec 17, 2017 | 364 | Dec 15, 2018 | 193 | Jun 26, 2019 | 557 |
| -50.06% | Apr 11, 2013 | 86 | Jul 5, 2013 | 124 | Nov 6, 2013 | 210 |
| -46.22% | Dec 5, 2013 | 14 | Dec 18, 2013 | 892 | May 28, 2016 | 906 |
Volatility
Volatility Chart
The current MAGA volatility is 8.07%, 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.
Diversification
Asset Correlations Table
| BIL | BTC-USD | ASFYX | UGL | TMF | TQQQ | |
|---|---|---|---|---|---|---|
| BIL | 1.00 | -0.00 | 0.01 | -0.00 | 0.03 | 0.01 |
| BTC-USD | -0.00 | 1.00 | 0.02 | 0.05 | -0.01 | 0.09 |
| ASFYX | 0.01 | 0.02 | 1.00 | 0.06 | 0.02 | 0.18 |
| UGL | -0.00 | 0.05 | 0.06 | 1.00 | 0.23 | 0.02 |
| TMF | 0.03 | -0.01 | 0.02 | 0.23 | 1.00 | -0.18 |
| TQQQ | 0.01 | 0.09 | 0.18 | 0.02 | -0.18 | 1.00 |