Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQI NEOS Nasdaq-100 High Income ETF | Nasdaq-100, Derivative Income | 35% |
ULTY YieldMax Ultra Option Income Strategy ETF | Derivative Income | 23.60% |
SPYI NEOS S&P 500 High Income ETF | Derivative Income, S&P 500 | 11.30% |
GOOY YieldMax GOOGL Option Income Strategy ETF | Derivative Income | 11% |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | Derivative Income | 10.20% |
HOOW Roundhill HOOD WeeklyPay ETF | Leveraged Equities, Derivative Income | 8.90% |
Find the right asset allocation for 1
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 1, 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 | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.17% | 8.56% | 8.85% | 22.93% | 19.37% | 11.84% | 13.61% |
Portfolio 1 | 0.65% | 0.34% | 6.91% | 6.63% | — | — | — | — |
| Portfolio components: | ||||||||
GOOY YieldMax GOOGL Option Income Strategy ETF | 0.00% | -8.37% | 13.92% | 14.56% | 81.33% | — | — | — |
HOOW Roundhill HOOD WeeklyPay ETF | 0.96% | 24.39% | -24.22% | -29.57% | — | — | — | — |
QQQI NEOS Nasdaq-100 High Income ETF | 0.70% | 0.26% | 10.58% | 11.20% | 25.86% | — | — | — |
SPYI NEOS S&P 500 High Income ETF | 0.53% | -0.01% | 6.31% | 6.98% | 19.90% | 15.48% | — | — |
ULTY YieldMax Ultra Option Income Strategy ETF | 1.04% | -0.81% | 8.80% | 8.04% | 3.61% | — | — | — |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 0.09% | -6.75% | -1.13% | -0.01% | 19.65% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 18, 2025, 1's average daily return is +0.11%, while the average monthly return is +2.02%. At this rate, an investment would double in approximately 2.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +11.1%, while the worst month was Mar 2026 at -5.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.
On a daily basis, 1 closed higher 58% of trading days. The best single day was Mar 31, 2026 with a return of +4.0%, while the worst single day was Jun 5, 2026 at -4.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.43% | -3.23% | -5.38% | 11.13% | 7.74% | -2.89% | 6.91% | ||||||
| 2025 | 5.13% | 5.05% | 1.64% | 8.62% | 3.11% | -3.60% | -1.42% | 19.46% |
Benchmark Metrics
1 has an annualized alpha of -4.02%, beta of 1.35, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since June 18, 2025.
- This portfolio participated in 150.92% of S&P 500 Index downside but only 133.55% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -4.02% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -4.02%
- Beta
- 1.35
- R²
- 0.79
- Upside Capture
- 133.55%
- Downside Capture
- 150.92%
Expense Ratio
1 has an expense ratio of 0.91%, 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
The table below presents risk-adjusted performance metrics for 1 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 | — | 1.86 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.53 | — |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.53 | — |
| Martin ratioReturn relative to average drawdown | — | 11.37 | — |
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 |
|---|---|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 93 | 3.51 | 4.76 | 1.60 | 5.06 | 18.64 |
HOOW Roundhill HOOD WeeklyPay ETF | — | — | — | — | — | — |
QQQI NEOS Nasdaq-100 High Income ETF | 65 | 1.84 | 2.43 | 1.34 | 2.70 | 11.63 |
SPYI NEOS S&P 500 High Income ETF | 71 | 1.98 | 2.68 | 1.39 | 2.59 | 13.05 |
ULTY YieldMax Ultra Option Income Strategy ETF | 12 | 0.17 | 0.36 | 1.05 | 0.15 | 0.29 |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 35 | 1.20 | 1.67 | 1.21 | 1.37 | 4.68 |
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Dividends
Dividend yield
1 provided a 56.83% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Portfolio | 56.83% | 55.85% | 39.85% | 2.23% | 0.46% |
| Portfolio components: | |||||
GOOY YieldMax GOOGL Option Income Strategy ETF | 49.78% | 41.50% | 36.74% | 7.90% | 0.00% |
HOOW Roundhill HOOD WeeklyPay ETF | 147.58% | 67.92% | 0.00% | 0.00% | 0.00% |
QQQI NEOS Nasdaq-100 High Income ETF | 13.53% | 13.82% | 12.85% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 11.80% | 11.70% | 12.04% | 12.01% | 4.10% |
ULTY YieldMax Ultra Option Income Strategy ETF | 113.38% | 142.99% | 111.70% | 0.00% | 0.00% |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 52.85% | 52.27% | 35.22% | 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 1. 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 1 was 16.09%, occurring on Mar 30, 2026. Recovery took 26 trading sessions.
The current 1 drawdown is 2.89%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -16.09%Mar 2026 | 5mo 1d | 1mo 7d | 6mo 8dOct 2025 - May 2026 |
2026 pullback2026 | -6.30%Jun 2026 | 9d | — | 12d 16hJun 2026 - now |
2025 pullback2025 | -3.41%Oct 2025 | 0s | 17d | 17dOct 2025 - Oct 2025 |
2025 pullback2025 | -3.26%Aug 2025 | 8d | 18d | 26dAug 2025 - Sep 2025 |
2026 pullback2026 | -2.89%May 2026 | 4d | 9d | 13dMay 2026 - May 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 6 assets, with an effective number of assets of 4.52, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.20 |
The portfolio has a diversification ratio of 1.20, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
1 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPYI has the highest benchmark correlation at 0.99, while GOOY has the lowest at 0.58.
Asset Correlations Table
Find what 1 is missing
See which holdings overlap, where 1 is concentrated, and which low-correlation assets could fill the gaps.
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