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MAGA

Last updated Mar 2, 2024

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%

TMF
Direxion Daily 20-Year Treasury Bull 3X
Leveraged Bonds, Leveraged

20%

BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

-40%

UGL
ProShares Ultra Gold
Leveraged Commodities, Leveraged, Gold

20%

BTC-USD
Bitcoin

40%

TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged

20%

S&P 500

Performance

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%OctoberNovemberDecember2024FebruaryMarch
4,054,391.01%
366.33%
MAGA
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Mar 2, 2024, the MAGA returned 23.71% Year-To-Date and 31.12% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
MAGA23.71%22.54%60.19%82.55%36.33%31.16%
BTC-USD
Bitcoin
47.74%44.59%140.44%179.33%46.80%36.87%
TQQQ
ProShares UltraPro QQQ
24.52%10.29%50.46%173.67%24.74%24.06%
UGL
ProShares Ultra Gold
0.25%3.96%9.42%13.69%7.81%1.51%
TMF
Direxion Daily 20-Year Treasury Bull 3X
-14.45%-5.52%-7.37%-29.50%-15.17%-5.35%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
5.26%4.46%0.46%-8.37%7.50%4.08%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.51%0.01%2.24%4.76%1.21%0.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.47%21.77%
2023-9.46%-7.62%9.29%12.54%13.43%

Sharpe Ratio

The current MAGA Sharpe ratio is 2.08. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.08

The Sharpe ratio of MAGA lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.08
2.44
MAGA
Benchmark (^GSPC)
Portfolio components

Dividend yield

MAGA granted a -0.81% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MAGA-0.81%-0.76%12.89%2.45%1.69%1.59%0.18%-0.17%-0.02%2.03%5.41%0.11%
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
1.01%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
3.30%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
0.93%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
5.11%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%

Expense Ratio

The 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.


0.50%1.00%1.50%2.00%1.47%
0.50%1.00%1.50%2.00%1.09%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
MAGA
2.08
BTC-USD
Bitcoin
2.99
TQQQ
ProShares UltraPro QQQ
1.60
UGL
ProShares Ultra Gold
0.52
TMF
Direxion Daily 20-Year Treasury Bull 3X
-0.66
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
0.07
BIL
SPDR Barclays 1-3 Month T-Bill ETF
6.83

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-USDASFYXUGLTQQQTMF
BIL1.000.000.01-0.010.010.03
BTC-USD0.001.000.020.040.09-0.01
ASFYX0.010.021.000.050.180.03
UGL-0.010.040.051.000.010.24
TQQQ0.010.090.180.011.00-0.19
TMF0.03-0.010.030.24-0.191.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-11.02%
0
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 61.91%, occurring on Nov 9, 2022. The portfolio has not yet recovered.

The current MAGA drawdown is 11.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.91%Nov 9, 2021366Nov 9, 2022
-59.06%Jun 10, 2011133Oct 20, 2011460Jan 22, 2013593
-58.86%Dec 17, 2017364Dec 15, 2018193Jun 26, 2019557
-50.07%Apr 11, 201386Jul 5, 2013124Nov 6, 2013210
-46.22%Dec 5, 201314Dec 18, 2013892May 28, 2016906

Volatility Chart

The current MAGA volatility is 7.12%, 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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
7.12%
3.47%
MAGA
Benchmark (^GSPC)
Portfolio components
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