x2mstr
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in x2mstr, 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
Returns
As of Oct 2, 2023, the x2mstr returned 31.09% Year-To-Date and 18.16% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.35% | 11.68% | 19.59% | 7.99% | 9.86% |
| x2mstr | -8.95% | -3.47% | 31.09% | 14.28% | 18.21% | 18.16% |
| Portfolio components: | ||||||
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 2.38% | 5.44% | -3.80% | -11.57% | 9.59% | 6.69% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -19.76% | -44.92% | -35.56% | -42.40% | -21.53% | -7.98% |
TIP iShares TIPS Bond ETF | -1.41% | -4.12% | -0.68% | 1.22% | 1.96% | 1.57% |
TLT iShares 20+ Year Treasury Bond ETF | -6.49% | -15.26% | -9.01% | -10.72% | -3.37% | 0.61% |
GLD SPDR Gold Trust | -4.81% | -6.42% | 1.07% | 10.85% | 8.56% | 3.04% |
MSTR MicroStrategy Incorporated | -6.60% | 12.30% | 131.89% | 54.66% | 19.97% | 12.19% |
TQQQ ProShares UltraPro QQQ | -15.48% | 26.89% | 108.48% | 87.65% | 15.41% | 34.69% |
VT Vanguard Total World Stock ETF | -4.59% | 2.30% | 9.66% | 20.71% | 6.52% | 7.71% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.38% | 2.51% | 3.56% | 4.43% | 1.56% | 0.95% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 8.90% | 3.17% | 0.39% | 7.79% | 5.64% | -9.06% |
Dividend yield
x2mstr granted a 13.77% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| x2mstr | 13.77% | 14.10% | 4.00% | 2.68% | 3.31% | 1.33% | 0.57% | 0.66% | 3.70% | 9.53% | 0.86% | 1.80% |
| Portfolio components: | ||||||||||||
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 33.45% | 32.48% | 8.05% | 4.79% | 8.02% | 1.99% | 0.10% | 0.01% | 7.86% | 21.97% | 0.00% | 2.32% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 3.72% | 1.65% | 0.13% | 2.31% | 1.00% | 1.59% | 0.44% | 0.00% | 0.00% | 0.00% | 0.62% | 0.18% |
TIP iShares TIPS Bond ETF | 2.45% | 7.09% | 4.64% | 1.32% | 2.01% | 3.16% | 2.49% | 1.81% | 0.42% | 2.08% | 1.45% | 2.84% |
TLT iShares 20+ Year Treasury Bond ETF | 3.56% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
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% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TQQQ ProShares UltraPro QQQ | 1.44% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 2.12% | 2.23% | 1.89% | 1.75% | 2.50% | 2.80% | 2.38% | 2.76% | 2.91% | 2.95% | 2.56% | 2.93% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.09% | 1.39% | 0.00% | 0.31% | 2.15% | 1.78% | 0.74% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The x2mstr has a high expense ratio of 1.02%, 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -0.77 | ||||
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.85 | ||||
TIP iShares TIPS Bond ETF | -0.12 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.68 | ||||
GLD SPDR Gold Trust | 0.77 | ||||
MSTR MicroStrategy Incorporated | 0.60 | ||||
TQQQ ProShares UltraPro QQQ | 0.92 | ||||
VT Vanguard Total World Stock ETF | 1.06 | ||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 15.21 |
Asset Correlations Table
| BIL | ASFYX | GLD | MSTR | TIP | TQQQ | VT | TMF | TLT | |
|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.00 | -0.00 | -0.00 | -0.00 | -0.01 | -0.00 | 0.02 | 0.02 |
| ASFYX | 0.00 | 1.00 | 0.05 | 0.07 | 0.07 | 0.17 | 0.19 | 0.04 | 0.04 |
| GLD | -0.00 | 0.05 | 1.00 | 0.01 | 0.36 | 0.02 | 0.10 | 0.25 | 0.25 |
| MSTR | -0.00 | 0.07 | 0.01 | 1.00 | -0.07 | 0.55 | 0.54 | -0.18 | -0.18 |
| TIP | -0.00 | 0.07 | 0.36 | -0.07 | 1.00 | -0.07 | -0.07 | 0.72 | 0.72 |
| TQQQ | -0.01 | 0.17 | 0.02 | 0.55 | -0.07 | 1.00 | 0.84 | -0.23 | -0.23 |
| VT | -0.00 | 0.19 | 0.10 | 0.54 | -0.07 | 0.84 | 1.00 | -0.30 | -0.30 |
| TMF | 0.02 | 0.04 | 0.25 | -0.18 | 0.72 | -0.23 | -0.30 | 1.00 | 1.00 |
| TLT | 0.02 | 0.04 | 0.25 | -0.18 | 0.72 | -0.23 | -0.30 | 1.00 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the x2mstr. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the x2mstr is 54.99%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.99% | Feb 10, 2021 | 475 | Dec 28, 2022 | — | — | — |
| -28.04% | Mar 9, 2020 | 8 | Mar 18, 2020 | 29 | Apr 29, 2020 | 37 |
| -21.21% | Jan 29, 2018 | 207 | Nov 20, 2018 | 103 | Apr 23, 2019 | 310 |
| -17.71% | Sep 24, 2012 | 187 | Jun 24, 2013 | 89 | Oct 29, 2013 | 276 |
| -13.93% | Apr 27, 2015 | 45 | Jun 29, 2015 | 191 | Apr 1, 2016 | 236 |
Volatility Chart
The current x2mstr volatility is 4.89%, 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.