3x with hedge

The chart shows the growth of an initial investment of $10,000 in 3x with hedge, 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 never rebalanced.

As of Apr 3, 2026, the 3x with hedge returned -14.15% Year-To-Date and 20.29% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 23, 2014, 3x with hedge's average daily return is +0.10%, while the average monthly return is +1.96%. At this rate, your investment would double in approximately 3.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +28.3%, while the worst month was Apr 2022 at -30.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 3x with hedge closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +28.2%, while the worst single day was Mar 12, 2020 at -17.2%.

3x with hedge has an annualized alpha of -0.92%, beta of 2.20, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 23, 2014.

• This portfolio captured 290.66% of S&P 500 Index gains and 196.80% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• Beta of 2.20 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

3x with hedge has a high expense ratio of 1.06%, 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.

3x with hedge ranks 19 for risk / return — in the bottom 19% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

3x with hedge Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.71
• 5-Year: 0.21
• 10-Year: 0.45
• All Time: 0.42

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 3x with hedge compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

3x with hedge provided a 1.67% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 3x with hedge. 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 3x with hedge was 71.98%, occurring on Oct 14, 2022. Recovery took 537 trading sessions.

The current 3x with hedge drawdown is 21.76%.

The chart below shows the rolling one-month volatility.