x2
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jul 30, 2010, corresponding to the inception date of ASFYX
Returns By Period
As of May 25, 2025, the x2 returned -6.47% Year-To-Date and 30.84% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| x2 | -6.47% | 5.46% | -9.84% | -1.56% | 18.04% | 30.84% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -15.94% | 27.20% | -14.71% | 2.84% | 28.34% | 30.86% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -11.87% | -12.20% | -20.21% | -25.65% | -37.94% | -14.65% |
BTC-USD Bitcoin | 14.83% | 14.20% | 9.73% | 56.56% | 64.93% | 84.31% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -17.93% | -1.65% | -18.70% | -28.70% | 1.53% | 0.19% |
VT Vanguard Total World Stock ETF | 4.11% | 5.78% | 2.18% | 10.98% | 13.90% | 9.11% |
GLD SPDR Gold Trust | 27.93% | 0.55% | 23.98% | 43.46% | 13.67% | 10.52% |
TIP iShares TIPS Bond ETF | 3.04% | -0.62% | 2.20% | 5.02% | 1.27% | 2.27% |
TLT iShares 20+ Year Treasury Bond ETF | -1.82% | -3.83% | -4.45% | -3.60% | -10.17% | -1.12% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.66% | 0.37% | 2.14% | 4.71% | 2.60% | 1.78% |
Monthly Returns
The table below presents the monthly returns of x2, 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 | 3.94% | -2.98% | -7.40% | -2.85% | 3.09% | -6.47% | |||||||
| 2024 | -1.17% | 12.18% | 6.88% | -9.72% | 7.30% | 1.83% | 1.20% | -2.62% | 5.02% | -4.73% | 13.14% | -5.01% | 23.87% |
| 2023 | 20.37% | -4.43% | 11.84% | 1.22% | 0.84% | 7.34% | -0.65% | -7.23% | -7.54% | 0.39% | 12.48% | 12.57% | 52.68% |
| 2022 | -10.76% | 0.29% | 4.41% | -13.98% | -6.89% | -8.97% | 11.24% | -9.38% | -11.31% | -1.38% | 1.79% | -9.57% | -44.71% |
| 2021 | -0.16% | 5.75% | 7.36% | 6.46% | -6.06% | 5.53% | 8.65% | 4.87% | -8.69% | 17.06% | -1.81% | -4.24% | 37.01% |
| 2020 | 13.48% | -1.03% | -6.62% | 18.34% | 5.03% | 3.62% | 15.74% | 5.92% | -8.21% | 0.75% | 19.88% | 19.03% | 118.53% |
| 2019 | 3.85% | 2.97% | 9.98% | 9.59% | 13.08% | 16.00% | 0.84% | 9.24% | -5.45% | 2.92% | -1.73% | -0.18% | 77.75% |
| 2018 | 0.22% | -7.81% | -7.64% | 4.48% | -1.16% | -2.23% | 4.69% | 3.66% | -5.34% | -11.43% | -7.98% | 0.15% | -27.76% |
| 2017 | 4.37% | 9.45% | -1.69% | 7.95% | 20.39% | 1.14% | 6.68% | 17.86% | -4.59% | 14.57% | 17.48% | 13.13% | 169.62% |
| 2016 | -0.38% | 6.39% | 1.70% | -1.55% | 5.48% | 11.94% | 5.57% | -3.24% | -0.09% | -3.12% | -4.21% | 8.44% | 28.66% |
| 2015 | 3.11% | 1.48% | -0.88% | -3.25% | -1.68% | -4.29% | 8.11% | -10.06% | 0.81% | 14.22% | 4.82% | 0.32% | 11.18% |
| 2014 | 4.09% | -2.62% | -4.17% | 1.58% | 13.95% | 3.15% | -0.87% | 5.37% | -5.46% | 0.30% | 10.20% | -1.07% | 25.21% |
Expense Ratio
x2 has a high expense ratio of 1.02%, indicating above-average management fees. 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 x2 is 5, meaning it’s performing worse than 95% 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 | 0.08 | 0.56 | 1.08 | 0.07 | -0.04 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.58 | -2.17 | 0.76 | -0.28 | -1.79 |
BTC-USD Bitcoin | 1.16 | 3.11 | 1.33 | 2.44 | 11.53 |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -2.13 | -2.73 | 0.64 | -0.80 | -2.93 |
VT Vanguard Total World Stock ETF | 0.67 | 0.79 | 1.12 | 0.10 | 2.08 |
GLD SPDR Gold Trust | 2.45 | 3.27 | 1.42 | 2.13 | 13.40 |
TIP iShares TIPS Bond ETF | 1.09 | 0.00 | 1.00 | 0.47 | -0.06 |
TLT iShares 20+ Year Treasury Bond ETF | -0.23 | -1.80 | 0.80 | -0.09 | -1.90 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.80 | 234.48 | 135.49 | 58.54 | 4,578.49 |
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Dividends
Dividend yield
x2 provided a 1.25% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.25% | 0.81% | 0.29% | 14.09% | 3.16% | 2.09% | 2.28% | 0.99% | 0.47% | 0.56% | 2.49% | 6.06% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.49% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 4.81% | 4.29% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 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% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.78% | 1.46% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% |
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TIP iShares TIPS Bond ETF | 2.92% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
TLT iShares 20+ Year Treasury Bond ETF | 4.48% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.68% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
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 x2. 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 x2 was 51.31%, occurring on Dec 28, 2022. Recovery took 707 trading sessions.
The current x2 drawdown is 15.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.31% | Nov 10, 2021 | 414 | Dec 28, 2022 | 707 | Dec 4, 2024 | 1121 |
| -44.68% | Jun 10, 2011 | 171 | Nov 27, 2011 | 430 | Jan 30, 2013 | 601 |
| -41.65% | Dec 17, 2017 | 343 | Nov 24, 2018 | 211 | Jun 23, 2019 | 554 |
| -36.3% | Dec 5, 2013 | 14 | Dec 18, 2013 | 401 | Jan 23, 2015 | 415 |
| -34.81% | Nov 9, 2010 | 22 | Nov 30, 2010 | 63 | Feb 1, 2011 | 85 |
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 9 assets, with an effective number of assets of 2.35, 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 | BIL | ASFYX | BTC-USD | GLD | TIP | TQQQ | TMF | TLT | VT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | 0.19 | 0.13 | 0.03 | -0.07 | 0.90 | -0.26 | -0.25 | 0.95 | 0.44 |
| BIL | -0.01 | 1.00 | 0.00 | -0.00 | 0.02 | 0.01 | 0.01 | 0.03 | 0.03 | 0.01 | 0.00 |
| ASFYX | 0.19 | 0.00 | 1.00 | 0.02 | 0.07 | 0.04 | 0.19 | 0.01 | 0.01 | 0.22 | 0.27 |
| BTC-USD | 0.13 | -0.00 | 0.02 | 1.00 | 0.05 | 0.03 | 0.11 | -0.01 | -0.01 | 0.11 | 0.71 |
| GLD | 0.03 | 0.02 | 0.07 | 0.05 | 1.00 | 0.32 | 0.02 | 0.23 | 0.23 | 0.11 | 0.19 |
| TIP | -0.07 | 0.01 | 0.04 | 0.03 | 0.32 | 1.00 | -0.05 | 0.71 | 0.72 | -0.05 | 0.31 |
| TQQQ | 0.90 | 0.01 | 0.19 | 0.11 | 0.02 | -0.05 | 1.00 | -0.17 | -0.17 | 0.79 | 0.46 |
| TMF | -0.26 | 0.03 | 0.01 | -0.01 | 0.23 | 0.71 | -0.17 | 1.00 | 0.99 | -0.21 | 0.29 |
| TLT | -0.25 | 0.03 | 0.01 | -0.01 | 0.23 | 0.72 | -0.17 | 0.99 | 1.00 | -0.21 | 0.29 |
| VT | 0.95 | 0.01 | 0.22 | 0.11 | 0.11 | -0.05 | 0.79 | -0.21 | -0.21 | 1.00 | 0.39 |
| Portfolio | 0.44 | 0.00 | 0.27 | 0.71 | 0.19 | 0.31 | 0.46 | 0.29 | 0.29 | 0.39 | 1.00 |