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
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
Returns
As of Sep 21, 2023, the HEDGEFUNDIE returned 7.01% Year-To-Date and 14.88% 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 | -0.45% | -3.16% | 7.01% | -6.45% | 4.43% | 14.89% |
| Portfolio components: | ||||||
UPRO ProShares UltraPro S&P 500 | -0.01% | 30.98% | 37.41% | 33.92% | 9.57% | 22.23% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.88% | -35.95% | -24.73% | -43.20% | -19.06% | -6.44% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TMF | UPRO | |
|---|---|---|
| TMF | 1.00 | -0.32 |
| UPRO | -0.32 | 1.00 |
Dividend yield
HEDGEFUNDIE granted a 1.95% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HEDGEFUNDIE | 1.95% | 1.03% | 0.09% | 1.10% | 0.75% | 1.07% | 0.20% | 0.07% | 0.19% | 0.12% | 0.32% | 0.11% |
| Portfolio components: | ||||||||||||
UPRO ProShares UltraPro S&P 500 | 0.94% | 0.53% | 0.06% | 0.11% | 0.54% | 0.65% | 0.00% | 0.12% | 0.35% | 0.22% | 0.07% | 0.05% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 3.19% | 1.65% | 0.13% | 2.31% | 1.00% | 1.59% | 0.44% | 0.00% | 0.00% | 0.00% | 0.62% | 0.18% |
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
UPRO ProShares UltraPro S&P 500 | 0.43 | ||||
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.77 |
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. 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 is 68.23%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.23% | Dec 28, 2021 | 206 | Oct 20, 2022 | — | — | — |
| -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 | 42 | Dec 31, 2020 | 83 |
Volatility Chart
The current HEDGEFUNDIE volatility is 9.05%, 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.