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BTC / 2xASFYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ASFYX 100.00%BTC-USD 50.00%AlternativesAlternativesBondBondCryptocurrencyCryptocurrency

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BTC / 2xASFYX, 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 Every 3 months.


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The earliest data available for this chart is Jul 17, 2012, corresponding to the inception date of BTC-USD

Returns By Period

As of Apr 2, 2026, the BTC / 2xASFYX returned -4.32% Year-To-Date and 44.52% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.72%-4.45%-3.95%-2.02%16.73%16.96%10.34%12.24%
Portfolio
BTC / 2xASFYX
0.24%-1.02%-4.32%-14.12%-3.58%15.33%10.24%44.52%
BTC-USD
Bitcoin
0.51%-0.38%-21.63%-42.21%-19.49%34.49%3.06%66.45%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
0.12%-0.84%6.72%10.49%3.28%-2.85%2.28%1.88%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.03%0.30%0.88%1.84%4.00%4.71%3.28%2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 18, 2012, BTC / 2xASFYX's average daily return is +0.16%, while the average monthly return is +5.95%. At this rate, your investment would double in approximately 1.0 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2013 with a return of +273.8%, while the worst month was Dec 2013 at -33.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BTC / 2xASFYX closed higher 54% of trading days. The best single day was Nov 18, 2013 with a return of +38.1%, while the worst single day was Dec 6, 2013 at -20.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.20%-2.58%-0.84%0.24%-4.32%
20255.60%-12.50%-5.96%-2.90%4.64%2.07%3.09%-1.65%6.07%-1.22%-7.69%0.92%-10.82%
20240.09%26.42%12.01%-5.18%3.83%-7.48%-0.39%-10.75%5.38%0.34%22.05%-1.68%45.64%
202318.90%1.37%4.82%2.88%-2.64%7.65%-2.92%-7.78%5.18%14.58%-1.05%6.68%55.15%
2022-5.54%8.80%14.08%1.62%-7.50%-5.69%2.69%-3.43%6.89%2.03%-15.14%-2.91%-7.39%
20216.78%23.50%18.71%1.57%-14.99%-4.96%9.62%6.47%-6.06%24.69%-10.21%-9.18%43.22%

Benchmark Metrics

BTC / 2xASFYX has an annualized alpha of 56.95%, beta of 0.41, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since July 18, 2012.

  • This portfolio captured 219.93% of S&P 500 Index gains but only 43.39% of its losses — a favorable profile for investors.
  • Beta of 0.41 may look defensive, but with R² of 0.03 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.03 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
56.95%
Beta
0.41
0.03
Upside Capture
219.93%
Downside Capture
43.39%

Expense Ratio

BTC / 2xASFYX has a high expense ratio of 1.40%, 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.


Return for Risk

Risk / Return Rank

BTC / 2xASFYX ranks 3 for risk / return — in the bottom 3% 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.


BTC / 2xASFYX Risk / Return Rank: 33
Overall Rank
BTC / 2xASFYX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTC / 2xASFYX Sortino Ratio Rank: 33
Sortino Ratio Rank
BTC / 2xASFYX Omega Ratio Rank: 33
Omega Ratio Rank
BTC / 2xASFYX Calmar Ratio Rank: 22
Calmar Ratio Rank
BTC / 2xASFYX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.13

0.92

-1.05

Sortino ratio

Return per unit of downside risk

0.01

1.41

-1.41

Omega ratio

Gain probability vs. loss probability

1.00

1.21

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.68

1.41

-2.10

Martin ratio

Return relative to average drawdown

-1.37

6.61

-7.98


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
43-0.44-0.380.96-1.11-1.99
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
90.270.421.060.180.29
BIL
SPDR Barclays 1-3 Month T-Bill ETF
10019.52254.20180.39368.004,131.71

Sharpe Ratio

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.

BTC / 2xASFYX Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: -0.13
  • 5-Year: 0.33
  • 10-Year: 1.14
  • All Time: 1.38

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 1.01 to 1.70, 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 BTC / 2xASFYX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

BTC / 2xASFYX provided a -0.55% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio-0.55%-0.54%-1.05%-1.48%31.81%6.07%3.25%4.49%0.47%-0.28%-0.03%5.06%
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%
ASFYX
AlphaSimplex Managed Futures Strategy Fund Class Y
1.42%1.52%1.46%0.99%32.48%6.07%3.40%5.51%1.30%0.07%0.01%5.06%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
3.96%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%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 BTC / 2xASFYX. 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 BTC / 2xASFYX was 67.74%, occurring on Dec 15, 2018. Recovery took 691 trading sessions.

The current BTC / 2xASFYX drawdown is 21.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.74%Dec 17, 2017364Dec 15, 2018691Nov 5, 20201055
-54%Dec 5, 2013127Apr 10, 2014798Jun 16, 2016925
-49.59%Apr 10, 20137Apr 16, 2013201Nov 4, 2013208
-31.3%Nov 9, 202175Jan 22, 2022639Oct 23, 2023714
-31.17%Dec 18, 2024112Apr 8, 2025

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 0.67, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkBILASFYXBTC-USDPortfolio
Benchmark1.000.010.220.150.20
BIL0.011.000.010.01-0.00
ASFYX0.220.011.000.030.33
BTC-USD0.150.010.031.000.92
Portfolio0.20-0.000.330.921.00
The correlation results are calculated based on daily price changes starting from Jul 18, 2012