HEDGEFUNDIE 2x
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SSO ProShares Ultra S&P 500 | Leveraged Equities, Leveraged | 55% |
UBT ProShares Ultra 20+ Year Treasury | Leveraged Bonds, Leveraged | 45% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Jan 21, 2010, corresponding to the inception date of UBT
Returns By Period
As of May 9, 2025, the HEDGEFUNDIE 2x returned -6.06% Year-To-Date and 9.27% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| HEDGEFUNDIE 2x | -6.06% | 12.10% | -11.14% | 4.09% | 2.01% | 9.27% |
| Portfolio components: | ||||||
SSO ProShares Ultra S&P 500 | -10.85% | 27.04% | -14.12% | 10.56% | 24.52% | 17.87% |
UBT ProShares Ultra 20+ Year Treasury | -0.95% | -2.98% | -8.91% | -6.40% | -23.14% | -6.15% |
Monthly Returns
The table below presents the monthly returns of HEDGEFUNDIE 2x, 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 | 2.69% | 2.97% | -7.30% | -3.80% | -0.37% | -6.06% | |||||||
| 2024 | -1.15% | 3.57% | 4.04% | -10.60% | 7.69% | 4.96% | 3.83% | 3.96% | 3.43% | -6.41% | 7.96% | -8.25% | 11.41% |
| 2023 | 13.20% | -7.47% | 7.71% | 1.43% | -2.74% | 6.91% | 0.90% | -5.13% | -12.36% | -7.98% | 18.75% | 12.63% | 22.84% |
| 2022 | -9.01% | -5.15% | -1.55% | -17.62% | -2.42% | -10.63% | 11.98% | -8.94% | -17.55% | 2.90% | 11.77% | -9.61% | -46.65% |
| 2021 | -4.57% | -1.93% | 1.19% | 7.90% | 0.59% | 6.23% | 5.94% | 2.88% | -7.86% | 9.81% | 1.36% | 2.60% | 25.22% |
| 2020 | 6.80% | -1.39% | -8.16% | 14.67% | 3.77% | 1.74% | 10.40% | 3.67% | -4.49% | -6.09% | 13.90% | 3.49% | 41.71% |
| 2019 | 8.71% | 2.45% | 6.33% | 2.42% | -1.64% | 8.09% | 1.48% | 7.78% | -1.09% | 1.06% | 3.48% | 0.36% | 46.40% |
| 2018 | 3.12% | -7.36% | -0.97% | -1.87% | 4.01% | 1.00% | 2.58% | 4.49% | -1.92% | -10.51% | 3.12% | -3.54% | -8.75% |
| 2017 | 2.47% | 5.77% | -0.70% | 2.31% | 3.01% | 1.29% | 1.42% | 3.12% | -0.07% | 2.42% | 3.79% | 2.84% | 31.26% |
| 2016 | -0.15% | 2.74% | 6.75% | -0.63% | 2.36% | 6.27% | 6.04% | -1.02% | -1.24% | -6.30% | -2.59% | 2.14% | 14.40% |
| 2015 | 5.85% | -1.00% | -0.96% | -2.15% | -0.84% | -5.98% | 6.45% | -7.42% | -0.95% | 9.15% | -0.21% | -2.91% | -2.25% |
| 2014 | 1.79% | 5.04% | 1.48% | 2.55% | 4.98% | 1.98% | -0.92% | 8.26% | -3.36% | 5.00% | 5.68% | 2.57% | 40.54% |
Expense Ratio
HEDGEFUNDIE 2x has an expense ratio of 0.92%, placing it in the medium range. 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 HEDGEFUNDIE 2x is 11, meaning it’s performing worse than 89% 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.
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 | |
|---|---|---|---|---|---|
SSO ProShares Ultra S&P 500 | 0.28 | 0.65 | 1.10 | 0.31 | 1.09 |
UBT ProShares Ultra 20+ Year Treasury | -0.23 | -0.13 | 0.99 | -0.08 | -0.40 |
Dividends
Dividend yield
HEDGEFUNDIE 2x provided a 2.54% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.54% | 2.49% | 1.69% | 0.41% | 0.10% | 0.23% | 0.95% | 1.11% | 0.83% | 0.74% | 1.05% | 0.53% |
| Portfolio components: | ||||||||||||
SSO ProShares Ultra S&P 500 | 0.94% | 0.85% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% | 0.32% |
UBT ProShares Ultra 20+ Year Treasury | 4.50% | 4.50% | 3.53% | 0.30% | 0.00% | 0.26% | 1.50% | 1.55% | 1.37% | 1.04% | 1.56% | 0.79% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the HEDGEFUNDIE 2x. 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 HEDGEFUNDIE 2x was 52.13%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current HEDGEFUNDIE 2x drawdown is 32.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.13% | Dec 28, 2021 | 462 | Oct 27, 2023 | — | — | — |
| -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
Volatility Chart
The current HEDGEFUNDIE 2x volatility is 13.60%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.98, 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 | UBT | SSO | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.27 | 1.00 | 0.68 |
| UBT | -0.27 | 1.00 | -0.27 | 0.42 |
| SSO | 1.00 | -0.27 | 1.00 | 0.68 |
| Portfolio | 0.68 | 0.42 | 0.68 | 1.00 |