Leveraged 3x HFEA Diversified and Amped Up Pure
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | Government Bonds | 16.67% |
KMLM KFA Mount Lucas Index Strategy ETF | Long-Short, Actively Managed | 16.67% |
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 16.67% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 20% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 30% |
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% | 3.96% | -2.00% | 12.02% | 14.19% | 10.85% |
| Leveraged 3x HFEA Diversified and Amped Up Pure | -6.16% | 5.61% | -13.25% | 4.23% | N/A | N/A |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -11.28% | 17.79% | -14.60% | 13.44% | 28.60% | 31.28% |
UPRO ProShares UltraPro S&P 500 | -9.79% | 10.94% | -17.86% | 14.90% | 30.70% | 21.55% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -6.95% | -6.58% | -25.14% | -18.80% | -36.78% | -13.59% |
KMLM KFA Mount Lucas Index Strategy ETF | -5.84% | 0.19% | -3.69% | -9.87% | N/A | N/A |
EDV Vanguard Extended Duration Treasury ETF | -3.13% | -2.87% | -12.04% | -5.37% | -13.90% | -1.89% |
Monthly Returns
The table below presents the monthly returns of Leveraged 3x HFEA Diversified and Amped Up Pure, 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 | 2.49% | 0.31% | -10.75% | -5.45% | 8.17% | -6.16% | |||||||
| 2024 | -0.39% | 6.34% | 4.18% | -10.81% | 8.54% | 7.57% | 1.55% | 2.58% | 4.00% | -6.64% | 9.09% | -6.41% | 18.67% |
| 2023 | 16.85% | -6.79% | 11.88% | 1.78% | 2.36% | 9.57% | 2.85% | -5.54% | -12.32% | -8.32% | 20.95% | 13.27% | 48.85% |
| 2022 | -11.77% | -5.93% | 2.37% | -19.81% | -3.60% | -12.23% | 17.27% | -10.09% | -19.78% | 3.59% | 10.26% | -14.19% | -52.21% |
| 2021 | -3.70% | -0.79% | 1.40% | 11.09% | -0.67% | 8.75% | 6.34% | 4.92% | -9.73% | 13.77% | 1.22% | 2.77% | 38.56% |
| 2020 | 5.74% | 5.74% |
Expense Ratio
Leveraged 3x HFEA Diversified and Amped Up Pure has an expense ratio of 0.81%, 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 Pure is 7, meaning it’s performing worse than 93% 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 |
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Dividends
Dividend yield
Leveraged 3x HFEA Diversified and Amped Up Pure provided a 2.34% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.34% | 2.16% | 1.53% | 2.44% | 1.52% | 1.33% | 0.88% | 0.94% | 0.55% | 0.92% | 0.81% | 0.59% |
| 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% |
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 Pure. 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 Pure was 54.33%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current Leveraged 3x HFEA Diversified and Amped Up Pure drawdown is 22.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.33% | Dec 28, 2021 | 253 | Dec 28, 2022 | — | — | — |
| -13.07% | Feb 16, 2021 | 13 | Mar 4, 2021 | 25 | Apr 9, 2021 | 38 |
| -10.77% | Sep 3, 2021 | 21 | Oct 4, 2021 | 18 | Oct 28, 2021 | 39 |
| -8.47% | Apr 27, 2021 | 12 | May 12, 2021 | 18 | Jun 8, 2021 | 30 |
| -6.95% | Nov 22, 2021 | 20 | Dec 20, 2021 | 4 | Dec 27, 2021 | 24 |
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 5 assets, with an effective number of assets of 4.69, 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 | KMLM | EDV | TMF | TQQQ | UPRO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.13 | 0.05 | 0.05 | 0.93 | 1.00 | 0.90 |
| KMLM | -0.13 | 1.00 | -0.33 | -0.34 | -0.14 | -0.13 | -0.17 |
| EDV | 0.05 | -0.33 | 1.00 | 0.99 | 0.07 | 0.06 | 0.39 |
| TMF | 0.05 | -0.34 | 0.99 | 1.00 | 0.07 | 0.06 | 0.39 |
| TQQQ | 0.93 | -0.14 | 0.07 | 0.07 | 1.00 | 0.93 | 0.91 |
| UPRO | 1.00 | -0.13 | 0.06 | 0.06 | 0.93 | 1.00 | 0.90 |
| Portfolio | 0.90 | -0.17 | 0.39 | 0.39 | 0.91 | 0.90 | 1.00 |