HEDGEFUNDIE 2x
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
UBT ProShares Ultra 20+ Year Treasury | Leveraged Bonds, Leveraged | 45% |
SSO ProShares Ultra S&P 500 | Leveraged Equities, Leveraged | 55% |
Performance
The chart shows the growth of an initial investment of $10,000 in HEDGEFUNDIE 2x, 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
Returns
As of Sep 21, 2023, the HEDGEFUNDIE 2x returned 7.24% Year-To-Date and 11.68% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| HEDGEFUNDIE 2x | -0.10% | -0.83% | 7.24% | -0.26% | 5.66% | 11.68% |
| Portfolio components: | ||||||
SSO ProShares Ultra S&P 500 | 0.23% | 21.47% | 26.75% | 27.17% | 12.30% | 18.49% |
UBT ProShares Ultra 20+ Year Treasury | -0.45% | -24.03% | -14.27% | -27.84% | -9.80% | -1.76% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SSO | UBT | |
|---|---|---|
| SSO | 1.00 | -0.33 |
| UBT | -0.33 | 1.00 |
Dividend yield
HEDGEFUNDIE 2x granted a 1.62% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HEDGEFUNDIE 2x | 1.62% | 0.41% | 0.10% | 0.23% | 0.98% | 1.15% | 0.87% | 0.65% | 1.12% | 0.58% | 0.24% | 0.44% |
| Portfolio components: | ||||||||||||
SSO ProShares Ultra S&P 500 | 0.32% | 0.50% | 0.18% | 0.20% | 0.51% | 0.76% | 0.39% | 0.52% | 0.65% | 0.34% | 0.27% | 0.74% |
UBT ProShares Ultra 20+ Year Treasury | 3.20% | 0.31% | 0.00% | 0.27% | 1.55% | 1.62% | 1.46% | 0.81% | 1.69% | 0.87% | 0.19% | 0.07% |
Expense Ratio
The HEDGEFUNDIE 2x has a high expense ratio of 0.92%, 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
SSO ProShares Ultra S&P 500 | 0.57 | ||||
UBT ProShares Ultra 20+ Year Treasury | -0.73 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the HEDGEFUNDIE 2x. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the HEDGEFUNDIE 2x is 51.49%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.49% | Dec 28, 2021 | 206 | Oct 20, 2022 | — | — | — |
| -28.2% | Mar 9, 2020 | 9 | Mar 19, 2020 | 47 | May 27, 2020 | 56 |
| -18.65% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -15.07% | Mar 23, 2015 | 132 | Sep 28, 2015 | 125 | Mar 29, 2016 | 257 |
| -14.25% | Sep 3, 2020 | 41 | Oct 30, 2020 | 39 | Dec 28, 2020 | 80 |
Volatility Chart
The current HEDGEFUNDIE 2x volatility is 6.00%, 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.