2xBTC / 2xASFYX
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | Systematic Trend | 100% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | -100% |
BTC-USD Bitcoin | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 30, 2010, corresponding to the inception date of ASFYX
Returns By Period
As of May 25, 2025, the 2xBTC / 2xASFYX returned -4.96% Year-To-Date and 83.53% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| 2xBTC / 2xASFYX | -4.96% | 14.02% | -10.14% | 10.51% | 69.69% | 83.53% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 14.83% | 14.20% | 9.73% | 56.56% | 64.93% | 84.31% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -17.93% | -1.65% | -18.70% | -28.70% | 1.53% | 0.19% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.66% | 0.37% | 2.14% | 4.71% | 2.60% | 1.78% |
Monthly Returns
The table below presents the monthly returns of 2xBTC / 2xASFYX, 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 | 10.15% | -20.78% | -7.57% | 4.09% | 13.20% | -4.96% | |||||||
| 2024 | 0.33% | 48.04% | 18.49% | -12.85% | 9.37% | -11.53% | 0.95% | -15.15% | 9.40% | 5.61% | 40.87% | -3.05% | 100.56% |
| 2023 | 38.67% | 1.05% | 15.60% | 4.10% | -6.27% | 13.48% | -5.16% | -13.89% | 7.51% | 28.63% | 3.23% | 11.91% | 134.01% |
| 2022 | -14.22% | 15.79% | 16.96% | -6.98% | -15.50% | -23.90% | 12.40% | -10.82% | 5.22% | 4.69% | -23.13% | -5.26% | -44.13% |
| 2021 | 13.81% | 40.13% | 30.75% | 0.44% | -32.20% | -8.94% | 19.34% | 12.55% | -8.93% | 44.27% | -12.00% | -17.61% | 65.44% |
| 2020 | 30.00% | -7.63% | -19.85% | 34.50% | 7.23% | -4.43% | 28.99% | 3.77% | -9.79% | 27.62% | 45.19% | 49.47% | 343.63% |
| 2019 | -10.77% | 11.03% | 12.61% | 34.02% | 58.11% | 26.12% | -4.90% | 3.57% | -15.80% | 7.81% | -18.61% | -6.08% | 103.80% |
| 2018 | -22.07% | -10.36% | -36.26% | 31.49% | -20.38% | -14.66% | 21.16% | -6.22% | -9.85% | -10.94% | -41.52% | -3.06% | -79.42% |
| 2017 | 0.75% | 23.75% | -10.45% | 25.13% | 70.37% | 6.81% | 19.02% | 63.77% | -7.87% | 53.16% | 57.07% | 37.89% | 1,414.47% |
| 2016 | -8.62% | 19.67% | -5.76% | 4.91% | 16.91% | 30.98% | -5.79% | -11.80% | 1.58% | 10.62% | 6.07% | 31.18% | 115.11% |
| 2015 | -24.55% | 17.13% | -0.78% | -6.84% | -4.61% | 8.97% | 10.73% | -20.38% | 4.21% | 31.93% | 22.15% | 11.22% | 39.81% |
| 2014 | 7.03% | -33.66% | -17.98% | -0.05% | 42.30% | 3.88% | -7.71% | -12.98% | -16.62% | -13.08% | 19.50% | -11.37% | -46.96% |
Expense Ratio
2xBTC / 2xASFYX has a high expense ratio of 1.33%, indicating above-average management fees. 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 2xBTC / 2xASFYX is 61, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.16 | 3.11 | 1.33 | 2.44 | 11.53 |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -2.13 | -2.73 | 0.64 | -0.80 | -2.93 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.80 | 234.48 | 135.49 | 58.54 | 4,578.49 |
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Dividends
Dividend yield
2xBTC / 2xASFYX provided a -2.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | -2.90% | -3.57% | -3.94% | 31.13% | 6.07% | 3.10% | 3.47% | -0.36% | -0.62% | -0.06% | 5.06% | 13.64% |
| Portfolio components: | ||||||||||||
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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.78% | 1.46% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.68% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2xBTC / 2xASFYX. 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 2xBTC / 2xASFYX was 93.33%, occurring on Nov 18, 2011. Recovery took 469 trading sessions.
The current 2xBTC / 2xASFYX drawdown is 17.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -93.33% | Jun 10, 2011 | 162 | Nov 18, 2011 | 469 | Mar 1, 2013 | 631 |
| -87.85% | Dec 17, 2017 | 364 | Dec 15, 2018 | 733 | Dec 17, 2020 | 1097 |
| -79.12% | Dec 5, 2013 | 406 | Jan 14, 2015 | 709 | Dec 23, 2016 | 1115 |
| -69.95% | Apr 11, 2013 | 6 | Apr 16, 2013 | 202 | Nov 4, 2013 | 208 |
| -64.01% | Nov 9, 2021 | 406 | Dec 19, 2022 | 419 | Feb 11, 2024 | 825 |
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 3 assets, with an effective number of assets of 0.33, 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 | BIL | ASFYX | BTC-USD | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | 0.19 | 0.13 | 0.15 |
| BIL | -0.01 | 1.00 | 0.00 | -0.00 | -0.01 |
| ASFYX | 0.19 | 0.00 | 1.00 | 0.02 | 0.18 |
| BTC-USD | 0.13 | -0.00 | 0.02 | 1.00 | 0.97 |
| Portfolio | 0.15 | -0.01 | 0.18 | 0.97 | 1.00 |