Hedged Beta
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
PFIX Simplify Interest Rate Hedge ETF | Hedge Fund, Actively Managed | 25% |
SVOL Simplify Volatility Premium ETF | Volatility, Actively Managed | 25% |
UPRO ProShares UltraPro S&P 500 | Leveraged Equities, Leveraged | 25% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 25% |
Performance
Performance Chart
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The earliest data available for this chart is May 13, 2021, corresponding to the inception date of SVOL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| Hedged Beta | 2.77% | 17.40% | 3.71% | 13.57% | N/A | N/A |
| Portfolio components: | ||||||
UPRO ProShares UltraPro S&P 500 | -6.95% | 41.20% | -7.71% | 16.41% | 33.99% | 21.71% |
SVOL Simplify Volatility Premium ETF | 1.64% | 30.29% | 0.20% | 2.17% | N/A | N/A |
PFIX Simplify Interest Rate Hedge ETF | 12.12% | 6.25% | 17.97% | 25.61% | N/A | N/A |
VGIT Vanguard Intermediate-Term Treasury ETF | 2.86% | -0.33% | 3.00% | 5.58% | -1.02% | 1.28% |
Monthly Returns
The table below presents the monthly returns of Hedged Beta, 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 | 2.99% | -4.67% | -5.48% | -1.30% | 12.21% | 2.77% | |||||||
| 2024 | 3.40% | 5.70% | 1.65% | 1.32% | 1.67% | 2.08% | -0.10% | 0.55% | 0.81% | 1.86% | 4.03% | 0.66% | 26.19% |
| 2023 | 2.20% | -1.65% | 1.69% | 2.17% | 1.86% | 4.59% | 4.47% | 1.88% | 2.84% | 0.76% | 3.07% | 0.35% | 26.92% |
| 2022 | -3.20% | -2.07% | 6.80% | -4.11% | -1.17% | -4.60% | 6.40% | -2.61% | -4.63% | 9.72% | 2.14% | -3.70% | -2.36% |
| 2021 | 2.51% | -1.22% | 1.20% | 2.69% | -4.38% | 6.25% | -2.10% | 3.47% | 8.30% |
Expense Ratio
Hedged Beta has an expense ratio of 0.49%, 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 Hedged Beta is 29, 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 | |
|---|---|---|---|---|---|
UPRO ProShares UltraPro S&P 500 | 0.29 | 0.88 | 1.13 | 0.42 | 1.35 |
SVOL Simplify Volatility Premium ETF | 0.07 | 0.40 | 1.07 | 0.09 | 0.34 |
PFIX Simplify Interest Rate Hedge ETF | 0.71 | 1.14 | 1.12 | 0.60 | 2.03 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.17 | 1.88 | 1.22 | 0.54 | 2.97 |
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Dividends
Dividend yield
Hedged Beta provided a 6.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.24% | 6.20% | 25.20% | 5.30% | 1.60% | 0.59% | 0.66% | 0.67% | 0.42% | 0.45% | 0.51% | 0.44% |
| Portfolio components: | ||||||||||||
UPRO ProShares UltraPro S&P 500 | 1.08% | 0.93% | 0.74% | 0.52% | 0.06% | 0.11% | 0.41% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% |
SVOL Simplify Volatility Premium ETF | 16.87% | 16.79% | 16.37% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFIX Simplify Interest Rate Hedge ETF | 3.25% | 3.40% | 80.99% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.75% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
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 Hedged Beta. 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 Hedged Beta was 21.95%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Hedged Beta drawdown is 2.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.95% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.17% | Apr 20, 2022 | 114 | Sep 30, 2022 | 159 | May 19, 2023 | 273 |
| -12.03% | Jul 11, 2024 | 18 | Aug 5, 2024 | 48 | Oct 11, 2024 | 66 |
| -8.74% | Jan 4, 2022 | 17 | Jan 27, 2022 | 41 | Mar 28, 2022 | 58 |
| -6.09% | Nov 17, 2021 | 12 | Dec 3, 2021 | 17 | Dec 29, 2021 | 29 |
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 4 assets, with an effective number of assets of 4.00, 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 | VGIT | PFIX | SVOL | UPRO | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | -0.07 | 0.71 | 1.00 | 0.79 |
| VGIT | 0.06 | 1.00 | -0.73 | 0.07 | 0.06 | -0.30 |
| PFIX | -0.07 | -0.73 | 1.00 | -0.10 | -0.07 | 0.47 |
| SVOL | 0.71 | 0.07 | -0.10 | 1.00 | 0.71 | 0.61 |
| UPRO | 1.00 | 0.06 | -0.07 | 0.71 | 1.00 | 0.78 |
| Portfolio | 0.79 | -0.30 | 0.47 | 0.61 | 0.78 | 1.00 |