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Hedged Income
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XV 20.00%SBAR 30.00%CAIE 30.00%QQQH 20.00%AlternativesAlternativesEquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hedged Income , 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 when any position deviates by more than 5.0% from its target allocation.


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The earliest data available for this chart is Jun 25, 2025, corresponding to the inception date of CAIE

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Hedged Income
0.34%-2.56%-3.02%-1.12%
SBAR
Simplify Barrier Income ETF
0.82%-2.59%-3.01%-0.33%
XV
Simplify Target 15 Distribution ETF
0.28%-2.96%-2.97%-1.17%
CAIE
Calamos Autocallable Income ETF
0.04%-2.78%-3.23%-1.87%
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
0.15%-1.77%-2.75%-1.02%14.90%19.20%7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 26, 2025, Hedged Income 's average daily return is +0.04%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.

Historically, 82% of months were positive and 18% were negative. The best month was Sep 2025 with a return of +2.5%, while the worst month was Mar 2026 at -3.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Hedged Income closed higher 57% of trading days. The best single day was Aug 22, 2025 with a return of +1.7%, while the worst single day was Oct 10, 2025 at -1.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.93%-0.70%-3.72%0.50%-3.02%
20251.50%1.93%1.49%2.46%1.74%0.11%0.53%10.15%

Benchmark Metrics

Hedged Income has an annualized alpha of 1.42%, beta of 0.70, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since June 26, 2025.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.06%) than losses (67.20%) — typical of diversified or defensive assets.

Alpha
1.42%
Beta
0.70
0.87
Upside Capture
74.06%
Downside Capture
67.20%

Expense Ratio

Hedged Income has an expense ratio of 0.73%, 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.


Return for Risk

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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
SBAR
Simplify Barrier Income ETF
XV
Simplify Target 15 Distribution ETF
CAIE
Calamos Autocallable Income ETF
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
591.021.571.241.758.09

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Hedged Income . 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

Hedged Income provided a 12.87% dividend yield over the last twelve months.


TTM2025202420232022202120202019
Portfolio12.87%9.35%1.51%1.44%1.81%1.55%1.50%0.13%
SBAR
Simplify Barrier Income ETF
12.27%8.56%0.00%0.00%0.00%0.00%0.00%0.00%
XV
Simplify Target 15 Distribution ETF
18.77%13.87%0.00%0.00%0.00%0.00%0.00%0.00%
CAIE
Calamos Autocallable Income ETF
11.85%7.46%0.00%0.00%0.00%0.00%0.00%0.00%
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
9.41%8.86%7.53%7.18%9.05%7.77%7.48%0.65%

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 Hedged Income . 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 Hedged Income was 6.40%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Hedged Income drawdown is 4.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.4%Jan 28, 202643Mar 30, 2026
-3.21%Oct 28, 202518Nov 20, 20258Dec 3, 202526
-1.98%Dec 12, 20254Dec 17, 20254Dec 23, 20258
-1.92%Jul 28, 20255Aug 1, 20257Aug 12, 202512
-1.88%Oct 9, 20252Oct 10, 20256Oct 20, 20258

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 3.85, 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.

BenchmarkSBARXVQQQHCAIEPortfolio
Benchmark1.000.680.700.900.910.93
SBAR0.681.000.650.640.630.83
XV0.700.651.000.640.640.81
QQQH0.900.640.641.000.820.87
CAIE0.910.630.640.821.000.91
Portfolio0.930.830.810.870.911.00
The correlation results are calculated based on daily price changes starting from Jun 26, 2025