x2mstr
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 11, 2025, the x2mstr returned -1.96% Year-To-Date and 20.61% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| x2mstr | -1.96% | 17.94% | -3.83% | 20.51% | 26.36% | 20.61% |
| Portfolio components: | ||||||
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -17.05% | -0.55% | -16.99% | -27.39% | 1.49% | 0.36% |
TMF Direxion Daily 20-Year Treasury Bull 3X | -3.12% | 1.83% | -18.58% | -15.30% | -36.24% | -13.14% |
TIP iShares TIPS Bond ETF | 3.53% | 1.56% | 1.94% | 5.91% | 1.49% | 2.41% |
TLT iShares 20+ Year Treasury Bond ETF | 1.08% | 1.10% | -3.86% | 0.64% | -9.36% | -0.54% |
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
MSTR MicroStrategy Incorporated | 43.65% | 52.76% | 53.85% | 252.42% | 102.41% | 37.21% |
TQQQ ProShares UltraPro QQQ | -25.26% | 27.81% | -28.29% | 1.00% | 26.28% | 29.84% |
VT Vanguard Total World Stock ETF | 1.45% | 9.12% | -1.10% | 9.52% | 13.52% | 8.82% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.48% | 0.35% | 2.11% | 4.76% | 2.57% | 1.77% |
Monthly Returns
The table below presents the monthly returns of x2mstr, 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 | 5.14% | -4.28% | -4.91% | 0.66% | 1.78% | -1.96% | |||||||
| 2024 | -5.31% | 20.33% | 23.99% | -13.62% | 11.15% | 1.28% | 3.72% | -4.68% | 8.66% | 1.86% | 20.50% | -12.42% | 58.64% |
| 2023 | 28.37% | -2.86% | 8.90% | 3.17% | 0.39% | 7.79% | 5.65% | -9.16% | -9.62% | 0.44% | 14.85% | 17.02% | 77.52% |
| 2022 | -13.79% | 1.08% | 5.15% | -15.96% | -8.32% | -8.53% | 21.67% | -11.06% | -12.24% | 2.83% | -1.42% | -14.00% | -46.53% |
| 2021 | 8.71% | 3.91% | -5.28% | 6.15% | -4.92% | 12.20% | 3.80% | 4.08% | -10.39% | 13.56% | 0.15% | -5.32% | 26.30% |
| 2020 | 8.82% | -1.36% | -3.24% | 12.66% | 2.70% | 3.66% | 11.95% | 8.50% | -5.86% | -2.58% | 33.58% | 9.19% | 102.40% |
| 2019 | 5.15% | 3.14% | 8.84% | 4.34% | -3.65% | 7.64% | 1.11% | 10.64% | -2.70% | 1.37% | 1.79% | -0.26% | 43.08% |
| 2018 | 7.18% | -9.08% | -1.84% | -2.31% | 4.40% | 0.50% | 0.69% | 9.16% | -5.30% | -12.58% | 0.47% | 0.97% | -9.50% |
| 2017 | 4.57% | 4.30% | -0.17% | 2.89% | 2.99% | -1.53% | -2.56% | 3.98% | -2.63% | 5.20% | 2.68% | 1.10% | 22.40% |
| 2016 | 1.77% | 1.78% | 4.73% | -3.11% | 2.28% | 4.66% | 7.11% | -2.66% | -1.03% | -2.83% | -5.81% | 1.30% | 7.64% |
| 2015 | 9.63% | 1.16% | -1.26% | -1.07% | -1.89% | -7.63% | 10.47% | -6.59% | 0.08% | 5.19% | 0.33% | -3.05% | 3.74% |
| 2014 | 2.32% | 5.12% | -3.61% | 3.03% | 9.66% | 2.66% | 1.24% | 8.27% | -3.84% | 7.43% | 9.16% | 0.26% | 49.01% |
Expense Ratio
x2mstr 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 x2mstr is 41, 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 | |
|---|---|---|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -1.99 | -2.50 | 0.67 | -0.75 | -1.76 |
TMF Direxion Daily 20-Year Treasury Bull 3X | -0.39 | -0.31 | 0.96 | -0.19 | -0.71 |
TIP iShares TIPS Bond ETF | 1.24 | 1.78 | 1.23 | 0.59 | 3.82 |
TLT iShares 20+ Year Treasury Bond ETF | 0.01 | 0.09 | 1.01 | -0.00 | -0.01 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
MSTR MicroStrategy Incorporated | 2.31 | 2.87 | 1.33 | 4.64 | 9.65 |
TQQQ ProShares UltraPro QQQ | 0.02 | 0.56 | 1.08 | 0.04 | 0.09 |
VT Vanguard Total World Stock ETF | 0.55 | 0.94 | 1.14 | 0.62 | 2.74 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.77 | 250.17 | 145.44 | 441.43 | 4,066.20 |
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Dividends
Dividend yield
x2mstr provided a 1.18% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.18% | 0.81% | 0.29% | 14.09% | 3.16% | 2.09% | 2.28% | 0.99% | 0.47% | 0.56% | 2.49% | 6.06% |
| Portfolio components: | ||||||||||||
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.77% | 1.47% | 0.98% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% | 13.64% |
TMF Direxion Daily 20-Year Treasury Bull 3X | 4.37% | 4.29% | 2.82% | 1.62% | 0.13% | 2.23% | 0.94% | 1.49% | 0.41% | 0.00% | 0.00% | 0.00% |
TIP iShares TIPS Bond ETF | 2.91% | 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 | 4.35% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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 | 1.67% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
VT Vanguard Total World Stock ETF | 1.90% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.69% | 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 x2mstr. 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 x2mstr was 54.99%, occurring on Dec 28, 2022. Recovery took 295 trading sessions.
The current x2mstr drawdown is 18.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.99% | Feb 10, 2021 | 475 | Dec 28, 2022 | 295 | Mar 4, 2024 | 770 |
| -34.09% | Nov 21, 2024 | 93 | Apr 8, 2025 | — | — | — |
| -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 |
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 | GLD | TIP | MSTR | TMF | TLT | TQQQ | VT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | 0.19 | 0.04 | -0.07 | 0.52 | -0.26 | -0.26 | 0.90 | 0.95 | 0.60 |
| BIL | -0.01 | 1.00 | -0.01 | 0.01 | 0.01 | 0.01 | 0.02 | 0.02 | -0.02 | -0.01 | 0.00 |
| ASFYX | 0.19 | -0.01 | 1.00 | 0.07 | 0.04 | 0.08 | 0.01 | 0.00 | 0.18 | 0.20 | 0.37 |
| GLD | 0.04 | 0.01 | 0.07 | 1.00 | 0.35 | 0.02 | 0.24 | 0.24 | 0.03 | 0.11 | 0.22 |
| TIP | -0.07 | 0.01 | 0.04 | 0.35 | 1.00 | -0.05 | 0.74 | 0.74 | -0.05 | -0.04 | 0.34 |
| MSTR | 0.52 | 0.01 | 0.08 | 0.02 | -0.05 | 1.00 | -0.14 | -0.14 | 0.53 | 0.52 | 0.68 |
| TMF | -0.26 | 0.02 | 0.01 | 0.24 | 0.74 | -0.14 | 1.00 | 1.00 | -0.19 | -0.24 | 0.30 |
| TLT | -0.26 | 0.02 | 0.00 | 0.24 | 0.74 | -0.14 | 1.00 | 1.00 | -0.19 | -0.24 | 0.30 |
| TQQQ | 0.90 | -0.02 | 0.18 | 0.03 | -0.05 | 0.53 | -0.19 | -0.19 | 1.00 | 0.85 | 0.68 |
| VT | 0.95 | -0.01 | 0.20 | 0.11 | -0.04 | 0.52 | -0.24 | -0.24 | 0.85 | 1.00 | 0.59 |
| Portfolio | 0.60 | 0.00 | 0.37 | 0.22 | 0.34 | 0.68 | 0.30 | 0.30 | 0.68 | 0.59 | 1.00 |