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MAGA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ASFYX 40%TMF 20%UGL 20%BTC-USD 40%TQQQ 20%AlternativesAlternativesBondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
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


0.00%1,000,000.00%2,000,000.00%3,000,000.00%4,000,000.00%5,000,000.00%6,000,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,302,314.93%
442.31%
MAGA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 30, 2010, corresponding to the inception date of ASFYX

Returns By Period

As of Dec 24, 2024, the MAGA returned 58.99% Year-To-Date and 51.87% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
MAGA58.99%-2.78%21.07%57.29%43.93%52.07%
BTC-USD
Bitcoin
124.03%-3.40%53.20%117.10%67.28%76.91%
TQQQ
ProShares UltraPro QQQ
70.13%9.06%15.70%71.31%32.00%35.37%
UGL
ProShares Ultra Gold
44.68%-7.60%20.37%45.85%13.64%8.94%
TMF
Direxion Daily 20-Year Treasury Bull 3X
-35.37%-8.66%-22.46%-34.68%-30.24%-14.03%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
-2.66%-0.37%-7.63%-2.98%6.59%2.99%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.08%0.36%2.49%5.17%2.32%1.60%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.47%21.14%12.29%-10.83%9.06%-0.14%2.70%-4.28%7.72%-0.42%19.05%58.99%
202328.62%-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%
20211.84%12.38%15.47%6.50%-9.96%1.01%12.46%7.34%-10.28%24.83%-3.69%-7.39%54.33%
202020.00%-3.25%-11.22%26.35%7.14%3.24%22.37%5.75%-10.40%6.56%26.22%31.32%195.04%
20192.43%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%
20175.80%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%0.74%21.05%7.21%3.70%15.82%
20146.63%-7.79%-8.14%0.96%19.99%5.11%-3.67%1.15%-9.79%-3.76%12.16%-3.62%5.17%
201318.24%26.89%121.22%24.32%-8.24%-19.26%9.74%11.45%0.97%26.41%216.97%-27.51%996.61%

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.


Expense ratio chart for ASFYX: current value at 1.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.47%
Expense ratio chart for TMF: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%
Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for UGL: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MAGA is 23, meaning it’s performing worse than 77% 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 MAGA is 2323
Overall Rank
The Sharpe Ratio Rank of MAGA is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of MAGA is 2727
Sortino Ratio Rank
The Omega Ratio Rank of MAGA is 1919
Omega Ratio Rank
The Calmar Ratio Rank of MAGA is 1414
Calmar Ratio Rank
The Martin Ratio Rank of MAGA is 3131
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.


Sharpe ratio
The chart of Sharpe ratio for MAGA, currently valued at 1.26, compared to the broader market-6.00-4.00-2.000.002.004.001.262.07
The chart of Sortino ratio for MAGA, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.006.001.802.76
The chart of Omega ratio for MAGA, currently valued at 1.20, compared to the broader market0.400.600.801.001.201.401.601.801.201.39
The chart of Calmar ratio for MAGA, currently valued at 0.79, compared to the broader market0.002.004.006.008.0010.0012.000.793.05
The chart of Martin ratio for MAGA, currently valued at 7.27, compared to the broader market0.0010.0020.0030.0040.007.2713.27
MAGA
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
1.562.301.231.377.28
TQQQ
ProShares UltraPro QQQ
1.551.951.270.966.16
UGL
ProShares Ultra Gold
0.520.871.110.112.49
TMF
Direxion Daily 20-Year Treasury Bull 3X
-0.28-0.130.99-0.39-0.78
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
-1.42-1.790.77-0.11-1.61
BIL
SPDR Barclays 1-3 Month T-Bill ETF
16.70219.68106.3971.544,303.05

The current MAGA Sharpe ratio is 1.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of MAGA with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.26
2.07
MAGA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MAGA provided a -0.35% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio-0.35%-0.76%12.89%2.45%1.69%1.59%0.18%-0.17%-0.02%2.03%5.46%0.12%
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
1.18%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
4.25%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
1.45%0.98%32.48%6.07%3.40%5.51%1.30%0.07%0.01%5.06%13.64%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.03%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.99%
-1.91%
MAGA
Benchmark (^GSPC)
Portfolio components

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 8.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.86%Nov 9, 2021366Nov 9, 2022558May 20, 2024924
-59.06%Jun 10, 2011133Oct 20, 2011460Jan 22, 2013593
-58.79%Dec 17, 2017364Dec 15, 2018193Jun 26, 2019557
-50.06%Apr 11, 201386Jul 5, 2013124Nov 6, 2013210
-46.22%Dec 5, 201314Dec 18, 2013892May 28, 2016906

Volatility

Volatility Chart

The current MAGA volatility is 10.79%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
10.79%
3.82%
MAGA
Benchmark (^GSPC)
Portfolio components

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.

BILBTC-USDASFYXUGLTMFTQQQ
BIL1.000.000.010.000.030.01
BTC-USD0.001.000.020.05-0.010.10
ASFYX0.010.021.000.060.020.19
UGL0.000.050.061.000.230.02
TMF0.03-0.010.020.231.00-0.18
TQQQ0.010.100.190.02-0.181.00
The correlation results are calculated based on daily price changes starting from Jul 31, 2010
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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