Asset Allocation
Find the right asset allocation for Dennis opt 12/6 2.57a
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dennis opt 12/6 2.57a, 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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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio Dennis opt 12/6 2.57a | -0.00% | -5.80% | 14.79% | 17.97% | — | — | — | — | — |
| Portfolio components: | |||||||||
AIPI REX AI Equity Premium Income ETF | 0.37% | -3.51% | 5.59% | 4.49% | 13.48% | — | — | — | 17.48% |
AMDY YieldMax AMD Option Income Strategy ETF | 1.50% | -4.16% | 91.31% | 98.50% | 162.10% | — | — | — | 50.64% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 0.07% | -16.49% | 45.51% | 60.59% | 94.78% | — | — | — | 104.00% |
GOOW Roundhill GOOGL WeeklyPay™ ETF | 1.81% | -5.72% | 5.68% | 12.21% | — | — | — | — | — |
GOOY YieldMax GOOGL Option Income Strategy ETF | 1.17% | -3.92% | 6.69% | 11.41% | 70.77% | — | — | — | 23.30% |
HOOW Roundhill HOOD WeeklyPay ETF | -0.90% | -10.64% | -15.25% | -19.14% | -20.29% | — | — | — | 21.34% |
SNOY YieldMax SNOW Option Income Strategy ETF | 0.94% | 13.82% | 32.32% | 25.16% | 23.77% | — | — | — | 38.44% |
TSII REX TSLA Growth & Income ETF | -3.03% | -10.42% | -18.91% | -20.44% | 11.08% | — | — | — | 9.64% |
WMTI REX WMT Growth & Income ETF | -1.97% | -5.49% | -8.69% | -2.86% | — | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Nov 4, 2025, Dennis opt 12/6 2.57a's average daily return is +0.10%, while the average monthly return is +1.97%. At this rate, an investment would double in approximately 3.0 years.
Historically, 56% of months were positive and 44% were negative. The best month was Apr 2026 with a return of +19.7%, while the worst month was Feb 2026 at -6.4%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Dennis opt 12/6 2.57a closed higher 47% of trading days. The best single day was Apr 30, 2026 with a return of +4.7%, while the worst single day was Jun 5, 2026 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.84% | -6.42% | -4.65% | 19.70% | 13.33% | 0.61% | -4.88% | 17.97% | |||||
| 2025 | 0.05% | -1.81% | -1.77% |
Benchmark Metrics
Dennis opt 12/6 2.57a has an annualized alpha of 3.36%, beta of 1.66, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since November 04, 2025.
- This portfolio captured 287.73% of S&P 500 Index gains and 200.14% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 3.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 1.66 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 3.36%
- Beta
- 1.66
- R²
- 0.73
- Upside Capture
- 287.73%
- Downside Capture
- 200.14%
Expense Ratio
Dennis opt 12/6 2.57a has a high expense ratio of 0.97%, 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
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Dennis opt 12/6 2.57a and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.45 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.03 | — |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.01 | — |
| Martin ratioReturn relative to average drawdown | — | 8.68 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AIPI REX AI Equity Premium Income ETF | 28 | 0.78 | 1.13 | 1.15 | 0.94 | 2.76 |
AMDY YieldMax AMD Option Income Strategy ETF | 91 | 2.84 | 3.27 | 1.44 | 5.91 | 13.07 |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 92 | 2.66 | 3.00 | 1.42 | 5.22 | 20.81 |
GOOW Roundhill GOOGL WeeklyPay™ ETF | — | — | — | — | — | — |
GOOY YieldMax GOOGL Option Income Strategy ETF | 92 | 2.91 | 3.97 | 1.50 | 4.41 | 13.52 |
HOOW Roundhill HOOD WeeklyPay ETF | 9 | -0.24 | 0.22 | 1.03 | -0.31 | -0.51 |
SNOY YieldMax SNOW Option Income Strategy ETF | 22 | 0.41 | 1.14 | 1.15 | 0.47 | 1.03 |
TSII REX TSLA Growth & Income ETF | 16 | 0.25 | 0.65 | 1.08 | 0.38 | 0.79 |
WMTI REX WMT Growth & Income ETF | — | — | — | — | — | — |
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Dividends
Dividend yield
Dennis opt 12/6 2.57a provided a 60.10% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Portfolio | 60.10% | 38.79% | 17.85% | 1.59% |
| Portfolio components: | ||||
AIPI REX AI Equity Premium Income ETF | 39.00% | 37.84% | 18.13% | 0.00% |
AMDY YieldMax AMD Option Income Strategy ETF | 73.41% | 80.68% | 109.98% | 6.68% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 36.46% | 28.19% | 0.00% | 0.00% |
GOOW Roundhill GOOGL WeeklyPay™ ETF | 42.52% | 19.77% | 0.00% | 0.00% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 53.01% | 41.50% | 36.74% | 7.90% |
HOOW Roundhill HOOD WeeklyPay ETF | 148.30% | 67.92% | 0.00% | 0.00% |
SNOY YieldMax SNOW Option Income Strategy ETF | 69.91% | 84.96% | 33.32% | 0.00% |
TSII REX TSLA Growth & Income ETF | 87.48% | 32.17% | 0.00% | 0.00% |
WMTI REX WMT Growth & Income ETF | 27.29% | 3.36% | 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 Dennis opt 12/6 2.57a. 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 Dennis opt 12/6 2.57a was 16.47%, occurring on Mar 30, 2026. Recovery took 16 trading sessions.
The current Dennis opt 12/6 2.57a drawdown is 5.93%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-16.47%Mar 2026 | 2mo 15d | 23d | 3mo 8dJan 2026 - Apr 2026 | — |
-7.46%Nov 2025 | 16d | 8d | 24dNov 2025 - Nov 2025 | — |
-6.25%Jun 2026 | 9d | 5d | 14dJun 2026 - Jun 2026 | — |
-5.93%Jul 2026 | 13d | — | 14dJul 2026 - now | — |
-5.51%Jun 2026 | 3d | 11d | 14dJun 2026 - Jul 2026 | — |
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 9 assets, with an effective number of assets of 8.54, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.62 |
The portfolio has a diversification ratio of 1.62, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Dennis opt 12/6 2.57a correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | 0.87 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AIPI has the highest benchmark correlation at 0.77, while WMTI has the lowest at -0.06.
Asset Correlations Table
| WMTI | SNOY | GOOW | GOOY | AMDY | TSII | HOOW | CHPY | AIPI | |
|---|---|---|---|---|---|---|---|---|---|
| WMTI | 1.00 | -0.15 | -0.06 | -0.06 | -0.07 | -0.11 | -0.16 | -0.10 | -0.21 |
| SNOY | -0.15 | 1.00 | 0.08 | 0.09 | 0.08 | 0.19 | 0.38 | 0.08 | 0.52 |
| GOOW | -0.06 | 0.08 | 1.00 | 0.97 | 0.29 | 0.39 | 0.38 | 0.39 | 0.41 |
| GOOY | -0.06 | 0.09 | 0.97 | 1.00 | 0.28 | 0.39 | 0.36 | 0.41 | 0.42 |
| AMDY | -0.07 | 0.08 | 0.29 | 0.28 | 1.00 | 0.51 | 0.42 | 0.78 | 0.59 |
| TSII | -0.11 | 0.19 | 0.39 | 0.39 | 0.51 | 1.00 | 0.50 | 0.56 | 0.59 |
| HOOW | -0.16 | 0.38 | 0.38 | 0.36 | 0.42 | 0.50 | 1.00 | 0.43 | 0.64 |
| CHPY | -0.10 | 0.08 | 0.39 | 0.41 | 0.78 | 0.56 | 0.43 | 1.00 | 0.63 |
| AIPI | -0.21 | 0.52 | 0.41 | 0.42 | 0.59 | 0.59 | 0.64 | 0.63 | 1.00 |
Find what Dennis opt 12/6 2.57a is missing
See which holdings overlap, where Dennis opt 12/6 2.57a is concentrated, and which low-correlation assets could fill the gaps.
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