MSTY

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

MSTY

Currency in USD · Last updated May 16, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ARCC Ares Capital Corporation	Financial Services	1.33%
BITO ProShares Bitcoin Strategy ETF	Technology Equities, Actively Managed, Blockchain	5%
BITX Volatility Shares 2x Bitcoin Strategy ETF	Blockchain, Leveraged	25%
CONY YieldMax COIN Option Income Strategy ETF	Derivative Income	3%
GLAD Gladstone Capital Corporation	Financial Services	1.33%
MAIN Main Street Capital Corporation	Financial Services	1.33%
MO Altria Group, Inc.	Consumer Defensive	1.33%
MSTY YieldMax™ MSTR Option Income Strategy ETF	Derivative Income	50%
NVDY YieldMax NVDA Option Income Strategy ETF	Options Trading	3%
PLTY YieldMax PLTR Option Income Strategy ETF	Derivative Income	3%
TSLY YieldMax TSLA Option Income Strategy ETF	Options Trading	3%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	Large Cap Blend Equities	1.33%
YMAX YieldMax Universe Fund of Option Income ETFs	Large Cap Blend Equities	1.33%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Oct 8, 2024, corresponding to the inception date of PLTY

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.60%	9.64%	-0.54%	11.47%	15.67%	10.79%
MSTY	15.94%	26.09%	16.07%	N/A	N/A	N/A
Portfolio components:
MSTY YieldMax™ MSTR Option Income Strategy ETF	27.66%	21.04%	20.29%	112.23%	N/A	N/A
CONY YieldMax COIN Option Income Strategy ETF	-10.59%	22.38%	-16.04%	-5.36%	N/A	N/A
TSLY YieldMax TSLA Option Income Strategy ETF	-19.07%	16.90%	-4.03%	32.20%	N/A	N/A
NVDY YieldMax NVDA Option Income Strategy ETF	-7.04%	13.50%	-12.39%	23.23%	N/A	N/A
PLTY YieldMax PLTR Option Income Strategy ETF	41.69%	24.63%	75.88%	N/A	N/A	N/A
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	-5.34%	11.90%	-2.20%	14.85%	N/A	N/A
YMAX YieldMax Universe Fund of Option Income ETFs	-0.98%	12.38%	2.33%	10.10%	N/A	N/A
MAIN Main Street Capital Corporation	-5.25%	1.05%	7.46%	18.45%	22.65%	14.29%
ARCC Ares Capital Corporation	1.26%	7.44%	5.00%	12.11%	21.17%	13.11%
GLAD Gladstone Capital Corporation	-4.08%	8.25%	9.63%	31.04%	27.16%	14.40%
BITO ProShares Bitcoin Strategy ETF	8.11%	22.29%	13.70%	46.51%	N/A	N/A
BITX Volatility Shares 2x Bitcoin Strategy ETF	3.99%	47.27%	9.46%	45.36%	N/A	N/A
MO Altria Group, Inc.	13.03%	0.94%	8.78%	36.93%	18.89%	7.90%

*Annualized

Monthly Returns

The table below presents the monthly returns of MSTY, 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	9.41%	-20.40%	0.71%	22.16%	8.21%								15.94%
2024										18.17%	43.52%	-11.72%	49.73%

Expense Ratio

MSTY has a high expense ratio of 1.16%, 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.

BITX

Volatility Shares 2x Bitcoin Strategy ETF

YMAG

YieldMax Magnificent 7 Fund of Option Income ETFs

YMAX

YieldMax Universe Fund of Option Income ETFs

MSTY

YieldMax™ MSTR Option Income Strategy ETF

CONY

YieldMax COIN Option Income Strategy ETF

TSLY

YieldMax TSLA Option Income Strategy ETF

NVDY

YieldMax NVDA Option Income Strategy ETF

PLTY

YieldMax PLTR Option Income Strategy ETF

BITO

ProShares Bitcoin Strategy ETF

Risk-Adjusted Performance

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.

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Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSTY YieldMax™ MSTR Option Income Strategy ETF	1.51	2.25	1.29	3.03	7.42
CONY YieldMax COIN Option Income Strategy ETF	-0.08	0.50	1.06	0.01	0.03
TSLY YieldMax TSLA Option Income Strategy ETF	0.58	1.17	1.15	0.69	1.56
NVDY YieldMax NVDA Option Income Strategy ETF	0.48	1.00	1.14	0.79	1.99
PLTY YieldMax PLTR Option Income Strategy ETF	—	—	—	—	—
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	0.58	1.01	1.14	0.63	1.81
YMAX YieldMax Universe Fund of Option Income ETFs	0.39	0.78	1.10	0.47	1.50
MAIN Main Street Capital Corporation	0.87	1.33	1.19	0.92	3.13
ARCC Ares Capital Corporation	0.59	0.96	1.15	0.65	2.59
GLAD Gladstone Capital Corporation	1.34	1.75	1.27	1.35	4.49
BITO ProShares Bitcoin Strategy ETF	0.87	1.63	1.19	1.71	3.82
BITX Volatility Shares 2x Bitcoin Strategy ETF	0.43	1.48	1.17	0.95	1.89
MO Altria Group, Inc.	1.93	2.90	1.38	3.83	8.97

There isn't enough data available to calculate the Sharpe ratio for MSTY. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

MSTY provided a 86.69% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	86.69%	69.40%	4.70%	0.46%	0.37%	0.45%	0.41%	0.48%	0.39%	0.39%	0.47%	0.44%
Portfolio components:
MSTY YieldMax™ MSTR Option Income Strategy ETF	133.12%	104.56%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CONY YieldMax COIN Option Income Strategy ETF	162.15%	155.65%	16.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TSLY YieldMax TSLA Option Income Strategy ETF	111.10%	82.33%	76.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDY YieldMax NVDA Option Income Strategy ETF	93.90%	83.65%	22.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PLTY YieldMax PLTR Option Income Strategy ETF	39.42%	7.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs	43.74%	35.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
YMAX YieldMax Universe Fund of Option Income ETFs	58.09%	44.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MAIN Main Street Capital Corporation	7.71%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.02%	7.42%	9.15%	8.72%
ARCC Ares Capital Corporation	8.86%	8.77%	9.59%	10.12%	7.65%	9.47%	9.01%	9.88%	9.67%	9.22%	11.02%	10.06%
GLAD Gladstone Capital Corporation	8.94%	8.38%	9.19%	8.45%	6.73%	8.97%	8.46%	11.51%	9.12%	8.95%	11.49%	10.16%
BITO ProShares Bitcoin Strategy ETF	58.26%	61.58%	15.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BITX Volatility Shares 2x Bitcoin Strategy ETF	12.93%	10.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MO Altria Group, Inc.	6.96%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%	4.06%

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 MSTY. 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 MSTY was 40.43%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current MSTY drawdown is 8.51%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-40.43%	Dec 17, 2024	76	Apr 8, 2025	—	—	—
-13.62%	Nov 21, 2024	4	Nov 26, 2024	10	Dec 11, 2024	14
-9.68%	Oct 30, 2024	4	Nov 4, 2024	2	Nov 6, 2024	6
-6.15%	Nov 13, 2024	2	Nov 14, 2024	2	Nov 18, 2024	4
-3.73%	Oct 9, 2024	2	Oct 10, 2024	1	Oct 11, 2024	3

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 13 assets, with an effective number of assets of 3.13, 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.

	^GSPC	MO	GLAD	MAIN	ARCC	NVDY	PLTY	BITO	BITX	MSTY	TSLY	CONY	YMAG	YMAX	Portfolio
^GSPC	1.00	-0.03	0.47	0.54	0.54	0.72	0.62	0.43	0.43	0.43	0.63	0.61	0.82	0.82	0.51
MO	-0.03	1.00	0.03	0.10	0.10	-0.23	-0.09	-0.04	-0.03	-0.05	-0.17	-0.10	-0.23	-0.19	-0.06
GLAD	0.47	0.03	1.00	0.78	0.69	0.31	0.37	0.25	0.25	0.22	0.44	0.35	0.40	0.47	0.26
MAIN	0.54	0.10	0.78	1.00	0.80	0.33	0.43	0.25	0.26	0.27	0.41	0.37	0.41	0.52	0.31
ARCC	0.54	0.10	0.69	0.80	1.00	0.32	0.43	0.29	0.30	0.32	0.41	0.43	0.41	0.53	0.36
NVDY	0.72	-0.23	0.31	0.33	0.32	1.00	0.55	0.27	0.27	0.35	0.44	0.45	0.72	0.70	0.37
PLTY	0.62	-0.09	0.37	0.43	0.43	0.55	1.00	0.32	0.32	0.41	0.57	0.58	0.63	0.74	0.45
BITO	0.43	-0.04	0.25	0.25	0.29	0.27	0.32	1.00	1.00	0.71	0.47	0.66	0.43	0.56	0.88
BITX	0.43	-0.03	0.25	0.26	0.30	0.27	0.32	1.00	1.00	0.71	0.47	0.66	0.43	0.56	0.88
MSTY	0.43	-0.05	0.22	0.27	0.32	0.35	0.41	0.71	0.71	1.00	0.45	0.68	0.44	0.65	0.95
TSLY	0.63	-0.17	0.44	0.41	0.41	0.44	0.57	0.47	0.47	0.45	1.00	0.57	0.82	0.70	0.54
CONY	0.61	-0.10	0.35	0.37	0.43	0.45	0.58	0.66	0.66	0.68	0.57	1.00	0.60	0.78	0.77
YMAG	0.82	-0.23	0.40	0.41	0.41	0.72	0.63	0.43	0.43	0.44	0.82	0.60	1.00	0.83	0.53
YMAX	0.82	-0.19	0.47	0.52	0.53	0.70	0.74	0.56	0.56	0.65	0.70	0.78	0.83	1.00	0.70
Portfolio	0.51	-0.06	0.26	0.31	0.36	0.37	0.45	0.88	0.88	0.95	0.54	0.77	0.53	0.70	1.00

The correlation results are calculated based on daily price changes starting from Oct 9, 2024

Performance Analysis

Risk Analysis

Optimization

Factor Model

MSTY

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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