Hedged Beta
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
PFIX Simplify Interest Rate Hedge ETF | Hedge Fund, Actively Managed | 25% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 25% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is May 11, 2021, corresponding to the inception date of PFIX
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 | 4.56% | 7.83% | 6.17% | 15.09% | N/A | N/A |
| Portfolio components: | ||||||
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% |
VTI Vanguard Total Stock Market ETF | 1.31% | 13.07% | 1.46% | 13.04% | 16.29% | 12.19% |
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 | 1.99% | -3.95% | -1.35% | 2.39% | 5.67% | 4.56% | |||||||
| 2024 | 2.86% | 4.27% | 0.66% | 2.62% | 0.08% | 0.94% | 0.22% | -0.08% | 0.73% | 3.43% | 1.92% | 2.12% | 21.53% |
| 2023 | -0.10% | -0.12% | 0.72% | 1.47% | 1.33% | 1.79% | 3.81% | 2.28% | 4.30% | 1.67% | 0.07% | -1.09% | 17.20% |
| 2022 | -1.36% | 0.02% | 5.54% | -0.83% | -1.86% | -2.96% | 2.66% | -0.23% | -0.67% | 7.40% | -0.32% | -1.77% | 5.22% |
| 2021 | 0.32% | -2.47% | 0.65% | 0.91% | -2.01% | 2.81% | -1.01% | 0.65% | -0.26% |
Expense Ratio
Hedged Beta has an expense ratio of 0.15%, which is considered low. 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
With an overall rank of 76, Hedged Beta is among the top 24% of 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 | |
|---|---|---|---|---|---|
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 |
VTI Vanguard Total Stock Market ETF | 0.66 | 1.12 | 1.17 | 0.74 | 2.80 |
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Dividends
Dividend yield
Hedged Beta provided a 2.39% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.39% | 2.40% | 21.65% | 1.43% | 1.03% | 1.27% | 1.45% | 1.53% | 1.27% | 1.38% | 1.41% | 1.27% |
| Portfolio components: | ||||||||||||
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% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
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 11.98%, occurring on Apr 4, 2025. Recovery took 25 trading sessions.
The current Hedged Beta drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.98% | Jan 24, 2025 | 50 | Apr 4, 2025 | 25 | May 12, 2025 | 75 |
| -9.24% | Apr 20, 2022 | 23 | May 20, 2022 | 106 | Oct 21, 2022 | 129 |
| -7.07% | Oct 25, 2022 | 38 | Dec 16, 2022 | 106 | May 22, 2023 | 144 |
| -7.07% | Jul 16, 2024 | 15 | Aug 5, 2024 | 43 | Oct 4, 2024 | 58 |
| -6.23% | Nov 17, 2021 | 49 | Jan 27, 2022 | 37 | Mar 22, 2022 | 86 |
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 3 assets, with an effective number of assets of 2.67, 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 | VTI | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | -0.07 | 0.99 | 0.58 |
| VGIT | 0.06 | 1.00 | -0.73 | 0.07 | -0.45 |
| PFIX | -0.07 | -0.73 | 1.00 | -0.07 | 0.71 |
| VTI | 0.99 | 0.07 | -0.07 | 1.00 | 0.58 |
| Portfolio | 0.58 | -0.45 | 0.71 | 0.58 | 1.00 |