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MAGA1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ASFYX 40%TMF 20%UGL 20%BTC-USD 20%TQQQ 20%AlternativesAlternativesBondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
Systematic Trend

40%

BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

-20%

BTC-USD
Bitcoin

20%

TMF
Direxion Daily 20-Year Treasury Bull 3X
Leveraged Bonds, Leveraged

20%

TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged

20%

UGL
ProShares Ultra Gold
Leveraged Commodities, Leveraged, Gold

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MAGA1, 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


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
44.13%
17.59%
MAGA1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 30, 2010, corresponding to the inception date of ASFYX

Returns By Period

As of Apr 20, 2024, the MAGA1 returned 13.43% Year-To-Date and 33.50% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
MAGA113.43%-1.93%44.13%37.70%33.63%33.35%
TQQQ
ProShares UltraPro QQQ
-2.05%-21.00%46.31%86.86%24.89%35.03%
TMF
Direxion Daily 20-Year Treasury Bull 3X
-29.09%-15.03%17.10%-44.26%-24.62%-10.11%
UGL
ProShares Ultra Gold
29.89%20.83%38.11%31.06%18.25%5.86%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
9.65%2.67%1.18%6.29%10.18%6.24%
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%62.95%62.44%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
1.60%0.41%2.64%5.21%1.91%1.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.54%12.30%9.09%
2023-7.90%3.66%11.14%11.31%

Expense Ratio

The MAGA1 has a high expense ratio of 1.16%, 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.


0.50%1.00%1.50%2.00%1.47%
0.50%1.00%1.50%2.00%1.09%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

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.


MAGA1
Sharpe ratio
The chart of Sharpe ratio for MAGA1, currently valued at 2.49, compared to the broader market-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for MAGA1, currently valued at 3.40, compared to the broader market-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for MAGA1, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for MAGA1, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for MAGA1, currently valued at 12.84, compared to the broader market0.0010.0020.0030.0040.0012.84
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TQQQ
ProShares UltraPro QQQ
0.891.431.171.415.19
TMF
Direxion Daily 20-Year Treasury Bull 3X
-0.65-0.730.920.05-1.67
UGL
ProShares Ultra Gold
2.893.981.470.2615.38
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
0.620.901.110.171.20
BTC-USD
Bitcoin
4.093.991.460.9029.69
BIL
SPDR Barclays 1-3 Month T-Bill ETF
16.92396.85330.750.107,782.11

Sharpe Ratio

The current MAGA1 Sharpe ratio is 2.49. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.49

The Sharpe ratio of MAGA1 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
2.49
1.66
MAGA1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MAGA1 granted a 0.41% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MAGA10.41%0.22%13.16%2.45%1.40%2.00%0.51%-0.03%-0.01%2.03%5.41%0.11%
TQQQ
ProShares UltraPro QQQ
1.42%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
TMF
Direxion Daily 20-Year Treasury Bull 3X
3.94%2.82%1.62%0.13%0.48%0.94%1.49%0.41%0.00%0.00%0.00%0.57%
UGL
ProShares Ultra Gold
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
0.90%0.98%32.48%6.07%3.40%5.51%1.30%0.07%0.01%5.06%13.52%0.00%
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%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.13%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.00%
-5.46%
MAGA1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MAGA1. 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 MAGA1 was 48.84%, occurring on Nov 9, 2022. The portfolio has not yet recovered.

The current MAGA1 drawdown is 8.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.84%Nov 10, 2021365Nov 9, 2022
-45.43%Jun 10, 20113Jun 12, 2011606Feb 7, 2013609
-41.61%Dec 17, 2017345Nov 26, 2018208Jun 22, 2019553
-36.87%Dec 5, 201314Dec 18, 2013402Jan 24, 2015416
-35.21%Apr 11, 201386Jul 5, 2013125Nov 7, 2013211

Volatility

Volatility Chart

The current MAGA1 volatility is 5.15%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.15%
3.15%
MAGA1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BILBTC-USDASFYXUGLTQQQTMF
BIL1.00-0.000.010.000.010.03
BTC-USD-0.001.000.020.050.09-0.02
ASFYX0.010.021.000.050.180.03
UGL0.000.050.051.000.010.23
TQQQ0.010.090.180.011.00-0.19
TMF0.03-0.020.030.23-0.191.00