Nas hedge
Nasdaq hedge
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 15% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 30% |
PSQ ProShares Short QQQ | Inverse Equities | 30% |
VPU Vanguard Utilities ETF | Utilities Equities | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 14, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of May 27, 2025, the Nas hedge returned 13.34% Year-To-Date and 17.82% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.02% | -3.08% | 9.39% | 14.45% | 10.68% |
| Nas hedge | 13.34% | 1.91% | 11.35% | 23.93% | 15.87% | 17.82% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 27.93% | 1.65% | 27.74% | 43.46% | 14.00% | 10.51% |
PSQ ProShares Short QQQ | -0.92% | -6.94% | -1.47% | -8.85% | -16.52% | -16.87% |
VPU Vanguard Utilities ETF | 7.92% | 3.40% | 0.68% | 16.63% | 10.40% | 9.55% |
BTC-USD Bitcoin | 16.70% | 15.20% | 17.11% | 59.13% | 65.30% | 84.59% |
Monthly Returns
The table below presents the monthly returns of Nas hedge, 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 | 3.66% | -0.85% | 5.21% | 2.75% | 2.02% | 13.34% | |||||||
| 2024 | -1.56% | 5.86% | 7.18% | 0.51% | 2.48% | -3.92% | 4.40% | 0.20% | 3.60% | 2.98% | 4.56% | -3.03% | 25.08% |
| 2023 | 4.46% | -2.86% | 5.65% | 1.04% | -4.93% | -0.12% | -0.27% | -3.11% | -0.61% | 7.50% | 0.90% | 2.08% | 9.37% |
| 2022 | -1.22% | 4.13% | 1.64% | 0.18% | -1.74% | -2.83% | -0.20% | -1.86% | -1.07% | -0.47% | -0.02% | 3.01% | -0.67% |
| 2021 | 0.67% | 2.90% | 8.31% | 0.04% | -3.17% | -5.51% | 3.63% | 1.98% | -2.42% | 5.70% | -2.64% | -0.80% | 8.11% |
| 2020 | 6.45% | -2.59% | -6.39% | 3.73% | 2.07% | -2.74% | 6.49% | -2.86% | -1.48% | 5.94% | 3.44% | 12.59% | 25.70% |
| 2019 | -1.84% | 1.69% | 0.27% | 3.11% | 14.19% | 9.81% | -1.62% | 3.60% | -1.79% | 0.99% | -5.55% | 0.13% | 23.72% |
| 2018 | -6.69% | -1.30% | -1.83% | 5.04% | -5.51% | -3.08% | 2.27% | -3.62% | -1.18% | 2.84% | -4.08% | 2.50% | -14.35% |
| 2017 | 0.54% | 4.31% | -2.31% | 3.89% | 12.97% | 2.22% | 2.50% | 11.98% | -3.63% | 7.07% | 12.85% | 8.66% | 78.52% |
| 2016 | 2.65% | 6.51% | -0.97% | 3.11% | 0.08% | 9.63% | -2.73% | -3.90% | 0.51% | 2.00% | -2.59% | 5.68% | 20.85% |
| 2015 | -1.32% | -3.78% | -0.78% | -1.31% | -0.84% | 0.68% | -0.70% | -1.30% | 1.08% | 3.04% | 1.18% | 3.93% | -0.37% |
| 2014 | 3.72% | -4.17% | -1.31% | 0.77% | 3.26% | 2.35% | -4.57% | -2.90% | -4.72% | -1.67% | 0.34% | -0.26% | -9.23% |
Expense Ratio
Nas hedge has an expense ratio of 0.43%, placing it in the medium range. 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
With an overall rank of 96, Nas hedge is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.44 | 3.27 | 1.42 | 2.13 | 13.39 |
PSQ ProShares Short QQQ | -0.35 | -0.32 | 0.95 | -0.09 | -1.07 |
VPU Vanguard Utilities ETF | 0.99 | 0.74 | 1.09 | 0.15 | 1.80 |
BTC-USD Bitcoin | 1.15 | 3.30 | 1.35 | 2.77 | 12.73 |
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Dividends
Dividend yield
Nas hedge provided a 2.74% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.74% | 2.90% | 2.68% | 0.85% | 0.68% | 0.89% | 1.23% | 1.09% | 0.80% | 0.80% | 0.91% | 0.75% |
| Portfolio components: | ||||||||||||
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% |
PSQ ProShares Short QQQ | 6.74% | 7.15% | 6.01% | 0.35% | 0.00% | 0.31% | 1.75% | 0.94% | 0.02% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 2.89% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% |
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% |
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 Nas 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 Nas hedge was 47.99%, occurring on Oct 20, 2011. Recovery took 517 trading sessions.
The current Nas hedge drawdown is 0.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.99% | Jun 10, 2011 | 133 | Oct 20, 2011 | 517 | Mar 20, 2013 | 650 |
| -36.48% | Dec 5, 2013 | 650 | Sep 15, 2015 | 613 | May 20, 2017 | 1263 |
| -29.79% | Nov 9, 2010 | 32 | Dec 10, 2010 | 54 | Feb 2, 2011 | 86 |
| -28.6% | Apr 11, 2013 | 86 | Jul 5, 2013 | 131 | Nov 13, 2013 | 217 |
| -28.33% | Dec 17, 2017 | 352 | Dec 3, 2018 | 703 | Nov 5, 2020 | 1055 |
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 4 assets, with an effective number of assets of 3.77, 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 | GLD | VPU | BTC-USD | PSQ | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | 0.47 | 0.13 | -0.90 | -0.15 |
| GLD | 0.03 | 1.00 | 0.11 | 0.05 | -0.02 | 0.34 |
| VPU | 0.47 | 0.11 | 1.00 | 0.03 | -0.29 | 0.18 |
| BTC-USD | 0.13 | 0.05 | 0.03 | 1.00 | -0.11 | 0.78 |
| PSQ | -0.90 | -0.02 | -0.29 | -0.11 | 1.00 | 0.18 |
| Portfolio | -0.15 | 0.34 | 0.18 | 0.78 | 0.18 | 1.00 |