HEDGEFUNDIE
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 45% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 55% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HEDGEFUNDIE, 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
The earliest data available for this chart is Jun 25, 2009, corresponding to the inception date of UPRO
Returns By Period
As of Oct 18, 2024, the HEDGEFUNDIE returned 22.60% Year-To-Date and 14.42% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| HEDGEFUNDIE | 23.43% | -2.57% | 34.82% | 86.39% | 6.97% | 14.38% |
| Portfolio components: | ||||||
UPRO ProShares UltraPro S&P 500 | 66.18% | 7.76% | 53.49% | 134.12% | 27.10% | 26.02% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -19.92% | -14.76% | 12.93% | 32.24% | -28.23% | -11.20% |
Monthly Returns
The table below presents the monthly returns of HEDGEFUNDIE, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.76% | 5.07% | 5.97% | -15.85% | 11.24% | 7.14% | 5.14% | 4.92% | 4.97% | 23.43% | |||
| 2023 | 19.98% | -11.67% | 10.91% | 1.83% | -4.71% | 10.78% | 1.02% | -8.23% | -18.04% | -12.20% | 28.66% | 18.68% | 28.70% |
| 2022 | -14.04% | -7.82% | -2.28% | -25.97% | -4.80% | -16.37% | 18.37% | -13.82% | -25.84% | 4.15% | 16.86% | -14.79% | -64.20% |
| 2021 | -6.90% | -2.77% | 2.46% | 11.81% | 0.64% | 9.45% | 8.73% | 4.21% | -11.86% | 15.10% | 1.60% | 4.19% | 38.99% |
| 2020 | 9.97% | -2.73% | -12.74% | 21.43% | 5.72% | 1.77% | 15.70% | 6.26% | -7.61% | -9.30% | 21.80% | 4.74% | 60.29% |
| 2019 | 13.41% | 3.83% | 9.14% | 3.64% | -2.85% | 11.75% | 2.25% | 11.64% | -2.27% | 1.31% | 5.33% | 0.77% | 73.46% |
| 2018 | 5.53% | -12.00% | -1.87% | -3.05% | 5.95% | 1.35% | 3.84% | 6.74% | -2.82% | -15.55% | 4.51% | -4.67% | -14.03% |
| 2017 | 3.48% | 8.57% | -1.09% | 3.53% | 4.37% | 1.75% | 2.16% | 4.44% | -0.16% | 3.53% | 5.79% | 4.16% | 48.48% |
| 2016 | -0.18% | 3.94% | 8.80% | -0.65% | 3.40% | 9.41% | 8.89% | -1.48% | -2.45% | -9.00% | -3.54% | 3.91% | 21.11% |
| 2015 | 9.12% | -2.01% | -1.73% | -3.31% | -1.39% | -8.84% | 9.38% | -11.45% | -0.99% | 14.42% | -0.50% | -4.44% | -4.71% |
| 2014 | 2.63% | 7.47% | 2.09% | 3.56% | 7.61% | 2.93% | -1.70% | 13.11% | -5.47% | 6.94% | 8.68% | 3.34% | 63.04% |
| 2013 | 4.81% | 3.50% | 6.11% | 9.36% | -5.48% | -6.97% | 5.47% | -7.30% | 6.33% | 9.39% | 1.51% | 1.97% | 30.29% |
Expense Ratio
HEDGEFUNDIE has a high expense ratio of 1.00%, 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
Risk-Adjusted Performance Rank
The current rank of HEDGEFUNDIE is 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
UPRO ProShares UltraPro S&P 500 | 3.22 | 3.48 | 1.47 | 2.24 | 19.55 |
TMF Direxion Daily 20-Year Treasury Bull 3X | 0.56 | 1.06 | 1.12 | 0.28 | 1.30 |
Dividends
Dividend yield
HEDGEFUNDIE granted a 1.92% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HEDGEFUNDIE | 1.92% | 1.67% | 1.02% | 0.09% | 0.27% | 0.72% | 1.02% | 0.18% | 0.06% | 0.19% | 0.12% | 0.30% |
| Portfolio components: | ||||||||||||
UPRO ProShares UltraPro S&P 500 | 0.76% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 3.33% | 2.82% | 1.62% | 0.13% | 0.48% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% | 0.57% |
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. 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 was 70.84%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current HEDGEFUNDIE drawdown is 44.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.84% | Dec 28, 2021 | 462 | Oct 27, 2023 | — | — | — |
| -44.34% | Mar 9, 2020 | 8 | Mar 18, 2020 | 53 | Jun 3, 2020 | 61 |
| -26.74% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -23.14% | Feb 3, 2015 | 165 | Sep 28, 2015 | 136 | Apr 13, 2016 | 301 |
| -21.73% | Sep 3, 2020 | 41 | Oct 30, 2020 | 57 | Jan 25, 2021 | 98 |
Volatility
Volatility Chart
The current HEDGEFUNDIE volatility is 5.27%, 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
Asset Correlations Table
| TMF | UPRO | |
|---|---|---|
| TMF | 1.00 | -0.28 |
| UPRO | -0.28 | 1.00 |