MAGA2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | Systematic Trend | 32% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | -28% |
BTC-USD Bitcoin | 32% | |
EDC Direxion Daily Emerging Markets Bull 3X Shares | Leveraged Equities, Leveraged | 16% |
TMF Direxion Daily 20-Year Treasury Bull 3X | Leveraged Bonds, Leveraged | 16% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 16% |
UGL ProShares Ultra Gold | Leveraged Commodities, Leveraged, Gold | 16% |
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 MAGA2 returned 6.96% Year-To-Date and 42.52% 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% |
| MAGA2 | 6.96% | 9.51% | 1.59% | 19.11% | 30.89% | 42.52% |
| Portfolio components: | ||||||
EDC Direxion Daily Emerging Markets Bull 3X Shares | 21.00% | 18.16% | 13.17% | 5.24% | 1.94% | -9.70% |
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% |
UGL ProShares Ultra Gold | 54.63% | 0.03% | 44.54% | 84.40% | 18.51% | 14.22% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -17.93% | -1.65% | -18.70% | -28.70% | 1.53% | 0.19% |
BTC-USD Bitcoin | 14.83% | 14.20% | 9.73% | 56.56% | 64.93% | 84.31% |
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 MAGA2, 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 | 6.80% | -5.14% | -2.87% | 0.57% | 8.07% | 6.96% | |||||||
| 2024 | -3.58% | 18.89% | 11.16% | -9.04% | 7.94% | 0.96% | 2.28% | -3.28% | 8.71% | -1.92% | 14.19% | -5.02% | 44.50% |
| 2023 | 27.43% | -7.64% | 15.68% | 0.85% | -1.78% | 8.58% | 2.07% | -11.04% | -7.65% | 5.69% | 13.53% | 12.37% | 65.55% |
| 2022 | -11.33% | 1.82% | 3.11% | -16.12% | -9.02% | -15.30% | 9.84% | -10.74% | -13.62% | -2.02% | 7.16% | -8.54% | -51.06% |
| 2021 | 2.70% | 10.14% | 11.91% | 5.63% | -7.32% | 1.12% | 6.96% | 6.67% | -10.13% | 20.22% | -4.74% | -5.71% | 38.76% |
| 2020 | 12.97% | -4.14% | -14.95% | 24.19% | 6.74% | 5.69% | 21.98% | 5.88% | -9.10% | 5.73% | 25.71% | 28.76% | 159.25% |
| 2019 | 7.03% | 2.62% | 8.06% | 13.18% | 18.07% | 22.60% | -1.80% | 6.21% | -6.64% | 6.62% | -5.48% | 4.11% | 98.65% |
| 2018 | 0.30% | -9.76% | -10.85% | 7.26% | -6.38% | -7.25% | 8.12% | -1.61% | -5.65% | -12.78% | -11.40% | -1.24% | -42.43% |
| 2017 | 7.90% | 11.94% | -1.02% | 11.52% | 29.50% | 3.00% | 11.10% | 26.01% | -5.86% | 20.78% | 24.71% | 19.51% | 321.92% |
| 2016 | -4.10% | 10.66% | 4.81% | 1.24% | 3.76% | 17.56% | 5.83% | -4.06% | 1.93% | -0.92% | -5.57% | 12.03% | 49.02% |
| 2015 | -1.96% | 3.75% | -2.80% | 0.29% | -3.77% | -2.75% | 2.52% | -13.85% | -0.05% | 19.84% | 4.27% | 1.24% | 3.62% |
| 2014 | 1.22% | -5.42% | -5.13% | 1.03% | 17.33% | 5.23% | -2.45% | 2.27% | -11.55% | -2.51% | 8.73% | -4.81% | 0.85% |
Expense Ratio
MAGA2 has a high expense ratio of 1.12%, 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 MAGA2 is 53, 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 | |
|---|---|---|---|---|---|
EDC Direxion Daily Emerging Markets Bull 3X Shares | 0.10 | 0.85 | 1.11 | 0.05 | 0.72 |
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 |
UGL ProShares Ultra Gold | 2.33 | 2.85 | 1.36 | 1.64 | 12.54 |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | -2.13 | -2.73 | 0.64 | -0.80 | -2.93 |
BTC-USD Bitcoin | 1.16 | 3.11 | 1.33 | 2.44 | 11.53 |
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
MAGA2 provided a 0.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.78% | 0.58% | 0.15% | 10.37% | 1.99% | 1.43% | 1.51% | 0.33% | -0.06% | -0.02% | 1.62% | 4.37% |
| Portfolio components: | ||||||||||||
EDC Direxion Daily Emerging Markets Bull 3X Shares | 3.21% | 3.94% | 3.54% | 0.00% | 0.18% | 0.44% | 0.97% | 0.78% | 0.25% | 0.00% | 0.00% | 0.00% |
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% |
UGL ProShares Ultra Gold | 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% |
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% |
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 MAGA2. 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 MAGA2 was 61.26%, occurring on Nov 9, 2022. Recovery took 733 trading sessions.
The current MAGA2 drawdown is 4.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.26% | Nov 9, 2021 | 366 | Nov 9, 2022 | 733 | Nov 11, 2024 | 1099 |
| -61.16% | Jun 10, 2011 | 171 | Nov 27, 2011 | 440 | Feb 9, 2013 | 611 |
| -55.8% | Dec 17, 2017 | 364 | Dec 15, 2018 | 391 | Jan 10, 2020 | 755 |
| -46.51% | Apr 11, 2013 | 86 | Jul 5, 2013 | 125 | Nov 7, 2013 | 211 |
| -43.42% | Dec 5, 2013 | 14 | Dec 18, 2013 | 907 | Jun 12, 2016 | 921 |
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 7 assets, with an effective number of assets of 2.59, 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 | UGL | ASFYX | TMF | BTC-USD | EDC | TQQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | 0.03 | 0.19 | -0.26 | 0.13 | 0.72 | 0.90 | 0.49 |
| BIL | -0.01 | 1.00 | 0.01 | 0.00 | 0.03 | -0.00 | 0.01 | 0.01 | 0.00 |
| UGL | 0.03 | 0.01 | 1.00 | 0.07 | 0.23 | 0.05 | 0.17 | 0.02 | 0.25 |
| ASFYX | 0.19 | 0.00 | 0.07 | 1.00 | 0.01 | 0.02 | 0.17 | 0.19 | 0.21 |
| TMF | -0.26 | 0.03 | 0.23 | 0.01 | 1.00 | -0.01 | -0.18 | -0.17 | 0.11 |
| BTC-USD | 0.13 | -0.00 | 0.05 | 0.02 | -0.01 | 1.00 | 0.09 | 0.11 | 0.78 |
| EDC | 0.72 | 0.01 | 0.17 | 0.17 | -0.18 | 0.09 | 1.00 | 0.60 | 0.45 |
| TQQQ | 0.90 | 0.01 | 0.02 | 0.19 | -0.17 | 0.11 | 0.60 | 1.00 | 0.46 |
| Portfolio | 0.49 | 0.00 | 0.25 | 0.21 | 0.11 | 0.78 | 0.45 | 0.46 | 1.00 |