MAGA
Asset Allocation
| Position | Category/Sector | Target 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
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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 25, 2025, the MAGA returned 4.45% Year-To-Date and 53.35% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| MAGA | 4.45% | 8.36% | -0.81% | 20.88% | 36.52% | 53.35% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 14.83% | 14.20% | 9.73% | 56.56% | 64.93% | 84.31% |
TQQQ ProShares UltraPro QQQ | -15.94% | 27.20% | -14.71% | 2.84% | 28.34% | 30.86% |
UGL ProShares Ultra Gold | 54.63% | 0.03% | 44.54% | 84.40% | 18.51% | 14.22% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -11.87% | -12.20% | -20.21% | -25.65% | -37.94% | -14.65% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -17.93% | -1.65% | -18.70% | -28.70% | 1.53% | 0.19% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.66% | 0.37% | 2.14% | 4.71% | 2.60% | 1.78% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.54% | -6.82% | -3.90% | 1.50% | 6.87% | 4.45% | |||||||
| 2024 | -1.47% | 21.14% | 12.29% | -10.83% | 9.06% | -0.14% | 2.70% | -4.28% | 7.72% | -0.42% | 19.05% | -5.05% | 55.11% |
| 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 | -13.86% | 5.30% | 6.48% | -16.50% | -11.28% | -16.09% | 12.80% | -12.22% | -10.86% | -1.00% | -0.49% | -8.71% | -52.33% |
| 2021 | 1.84% | 12.38% | 15.47% | 6.50% | -9.96% | 1.01% | 12.46% | 7.34% | -10.28% | 24.83% | -3.69% | -7.39% | 54.33% |
| 2020 | 20.00% | -3.25% | -11.22% | 26.35% | 7.14% | 3.24% | 22.37% | 5.75% | -10.40% | 6.56% | 26.22% | 31.32% | 195.04% |
| 2019 | 2.43% | 4.70% | 9.83% | 15.27% | 26.10% | 23.45% | -0.55% | 10.18% | -8.63% | 5.76% | -6.68% | -0.02% | 108.81% |
| 2018 | -4.61% | -7.96% | -13.80% | 10.87% | -6.32% | -6.47% | 8.27% | 0.42% | -6.39% | -10.80% | -16.03% | 0.89% | -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% | 57.31% |
| 2015 | -1.88% | 2.22% | -2.36% | -3.92% | -1.68% | -1.47% | 7.14% | -12.54% | 0.75% | 21.05% | 7.21% | 3.70% | 15.82% |
| 2014 | 6.63% | -7.79% | -8.14% | 0.96% | 19.99% | 5.11% | -3.67% | 1.15% | -9.79% | -3.76% | 12.16% | -3.62% | 5.17% |
Expense Ratio
MAGA has a high expense ratio of 1.13%, 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 MAGA is 52, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.16 | 3.11 | 1.33 | 2.44 | 11.53 |
TQQQ ProShares UltraPro QQQ | 0.08 | 0.56 | 1.08 | 0.07 | -0.04 |
UGL ProShares Ultra Gold | 2.33 | 2.85 | 1.36 | 1.64 | 12.54 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.58 | -2.17 | 0.76 | -0.28 | -1.79 |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -2.13 | -2.73 | 0.64 | -0.80 | -2.93 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.80 | 234.48 | 135.49 | 58.54 | 4,578.49 |
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Dividends
Dividend yield
MAGA provided a 0.10% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.10% | -0.31% | -0.76% | 12.89% | 2.45% | 1.69% | 1.59% | 0.18% | -0.17% | -0.02% | 2.03% | 5.46% |
| 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 | 1.49% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
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 | 4.81% | 4.29% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.78% | 1.46% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.68% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 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 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 61.86%, occurring on Nov 9, 2022. Recovery took 558 trading sessions.
The current MAGA drawdown is 7.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.86% | Nov 9, 2021 | 366 | Nov 9, 2022 | 558 | May 20, 2024 | 924 |
| -59.49% | Jun 10, 2011 | 133 | Oct 20, 2011 | 460 | Jan 22, 2013 | 593 |
| -58.79% | Dec 17, 2017 | 364 | Dec 15, 2018 | 193 | Jun 26, 2019 | 557 |
| -49.68% | 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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 1.67, 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 | BIL | UGL | ASFYX | TMF | BTC-USD | TQQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | 0.03 | 0.19 | -0.26 | 0.13 | 0.90 | 0.34 |
| BIL | -0.01 | 1.00 | 0.01 | 0.00 | 0.03 | -0.00 | 0.01 | 0.00 |
| UGL | 0.03 | 0.01 | 1.00 | 0.07 | 0.23 | 0.05 | 0.02 | 0.26 |
| ASFYX | 0.19 | 0.00 | 0.07 | 1.00 | 0.01 | 0.02 | 0.19 | 0.21 |
| TMF | -0.26 | 0.03 | 0.23 | 0.01 | 1.00 | -0.01 | -0.17 | 0.20 |
| BTC-USD | 0.13 | -0.00 | 0.05 | 0.02 | -0.01 | 1.00 | 0.11 | 0.85 |
| TQQQ | 0.90 | 0.01 | 0.02 | 0.19 | -0.17 | 0.11 | 1.00 | 0.34 |
| Portfolio | 0.34 | 0.00 | 0.26 | 0.21 | 0.20 | 0.85 | 0.34 | 1.00 |