Leveraged 3x HFEA Diversified and Amped Up
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | Government Bonds | 13.33% |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | Leveraged Equities, Leveraged | 2.50% |
KMLM KFA Mount Lucas Index Strategy ETF | Long-Short, Actively Managed | 13.33% |
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 13.33% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 20% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 30% |
USD ProShares Ultra Semiconductors | Leveraged Equities, Leveraged | 7.50% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 2, 2020, corresponding to the inception date of KMLM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| Leveraged 3x HFEA Diversified and Amped Up | -6.93% | 12.11% | -11.44% | 7.66% | N/A | N/A |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -11.28% | 27.55% | -11.83% | 13.32% | 28.60% | 31.28% |
UPRO ProShares UltraPro S&P 500 | -9.79% | 18.25% | -17.37% | 17.93% | 30.70% | 21.55% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -6.95% | -11.20% | -24.36% | -17.08% | -36.78% | -13.59% |
KMLM KFA Mount Lucas Index Strategy ETF | -5.84% | 0.53% | -3.02% | -10.11% | N/A | N/A |
EDV Vanguard Extended Duration Treasury ETF | -3.13% | -4.98% | -11.58% | -4.39% | -13.90% | -1.89% |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | -25.65% | 10.02% | -14.59% | 23.29% | 41.24% | N/A |
USD ProShares Ultra Semiconductors | -15.60% | 42.24% | -12.65% | -8.09% | 51.65% | 41.06% |
Monthly Returns
The table below presents the monthly returns of Leveraged 3x HFEA Diversified and Amped Up, 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 | 1.64% | -1.06% | -12.96% | -5.15% | 12.11% | -6.93% | |||||||
| 2024 | 1.57% | 10.30% | 5.39% | -11.13% | 11.37% | 9.66% | -0.09% | 2.09% | 4.00% | -5.40% | 9.55% | -4.85% | 34.06% |
| 2023 | 19.82% | -5.16% | 14.60% | 0.70% | 7.02% | 11.36% | 4.50% | -5.55% | -13.17% | -8.54% | 23.24% | 14.20% | 72.40% |
| 2022 | -13.89% | -6.63% | 3.17% | -22.65% | -3.08% | -15.10% | 20.35% | -11.66% | -21.57% | 4.65% | 12.91% | -15.81% | -56.21% |
| 2021 | -2.83% | 1.02% | 1.55% | 10.85% | -0.52% | 10.09% | 5.54% | 5.69% | -10.39% | 15.54% | 3.52% | 2.41% | 48.16% |
| 2020 | 6.31% | 6.31% |
Expense Ratio
Leveraged 3x HFEA Diversified and Amped Up has an expense ratio of 0.83%, 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 Leveraged 3x HFEA Diversified and Amped Up is 8, meaning it’s performing worse than 92% 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 0.18 | 0.68 | 1.09 | 0.13 | 0.33 |
UPRO ProShares UltraPro S&P 500 | 0.31 | 0.72 | 1.10 | 0.27 | 0.84 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.40 | -0.33 | 0.96 | -0.20 | -0.68 |
KMLM KFA Mount Lucas Index Strategy ETF | -1.01 | -1.21 | 0.86 | -0.32 | -1.28 |
EDV Vanguard Extended Duration Treasury ETF | -0.21 | -0.18 | 0.98 | -0.09 | -0.39 |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 0.25 | 0.89 | 1.12 | 0.24 | 0.55 |
USD ProShares Ultra Semiconductors | -0.08 | 0.50 | 1.06 | -0.21 | -0.43 |
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Dividends
Dividend yield
Leveraged 3x HFEA Diversified and Amped Up provided a 2.01% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.01% | 1.84% | 1.33% | 2.03% | 1.22% | 1.08% | 0.78% | 0.87% | 0.47% | 1.28% | 0.70% | 0.69% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.41% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
UPRO ProShares UltraPro S&P 500 | 1.11% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 4.55% | 4.29% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% |
KMLM KFA Mount Lucas Index Strategy ETF | 0.87% | 0.82% | 0.00% | 8.12% | 6.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 4.90% | 4.65% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% |
FNGU MicroSectors FANG+™ Index 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD ProShares Ultra Semiconductors | 0.21% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 7.11% | 0.39% | 2.71% |
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 Leveraged 3x HFEA Diversified and Amped Up. 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 Leveraged 3x HFEA Diversified and Amped Up was 59.28%, occurring on Oct 14, 2022. Recovery took 432 trading sessions.
The current Leveraged 3x HFEA Diversified and Amped Up drawdown is 14.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.28% | Dec 28, 2021 | 202 | Oct 14, 2022 | 432 | Jul 8, 2024 | 634 |
| -36.59% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -18.66% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
| -15.68% | Feb 16, 2021 | 15 | Mar 8, 2021 | 23 | Apr 9, 2021 | 38 |
| -11.98% | Aug 31, 2021 | 24 | Oct 4, 2021 | 17 | Oct 27, 2021 | 41 |
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 7 assets, with an effective number of assets of 5.27, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | KMLM | EDV | TMF | USD | FNGU | UPRO | TQQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.13 | 0.05 | 0.05 | 0.79 | 0.81 | 1.00 | 0.93 | 0.93 |
| KMLM | -0.13 | 1.00 | -0.33 | -0.34 | -0.12 | -0.12 | -0.13 | -0.14 | -0.16 |
| EDV | 0.05 | -0.33 | 1.00 | 0.99 | 0.01 | 0.04 | 0.06 | 0.07 | 0.28 |
| TMF | 0.05 | -0.34 | 0.99 | 1.00 | 0.02 | 0.04 | 0.06 | 0.07 | 0.28 |
| USD | 0.79 | -0.12 | 0.01 | 0.02 | 1.00 | 0.81 | 0.79 | 0.87 | 0.85 |
| FNGU | 0.81 | -0.12 | 0.04 | 0.04 | 0.81 | 1.00 | 0.81 | 0.91 | 0.86 |
| UPRO | 1.00 | -0.13 | 0.06 | 0.06 | 0.79 | 0.81 | 1.00 | 0.93 | 0.93 |
| TQQQ | 0.93 | -0.14 | 0.07 | 0.07 | 0.87 | 0.91 | 0.93 | 1.00 | 0.96 |
| Portfolio | 0.93 | -0.16 | 0.28 | 0.28 | 0.85 | 0.86 | 0.93 | 0.96 | 1.00 |