Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | Derivative Income | 11% |
HOOW Roundhill HOOD WeeklyPay ETF | Leveraged Equities, Derivative Income | 8.90% |
QQQI NEOS Nasdaq-100 High Income ETF | Derivative Income | 35% |
SPYI NEOS S&P 500 High Income ETF | Derivative Income, S&P 500 | 11.30% |
ULTY YieldMax Ultra Option Income Strategy ETF | Derivative Income | 23.60% |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | Large Cap Blend Equities | 10.20% |
Performance
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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The earliest data available for this chart is Jun 18, 2025, corresponding to the inception date of HOOW
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 1 | -0.16% | -3.23% | -7.19% | -9.97% | — | — | — | — |
| Portfolio components: | ||||||||
QQQI NEOS Nasdaq-100 High Income ETF | 0.14% | -2.23% | -3.32% | -1.12% | 20.78% | — | — | — |
ULTY YieldMax Ultra Option Income Strategy ETF | 0.46% | -4.08% | -2.65% | -19.01% | 9.74% | — | — | — |
SPYI NEOS S&P 500 High Income ETF | 0.15% | -2.84% | -2.44% | 0.76% | 16.34% | 14.35% | — | — |
HOOW Roundhill HOOD WeeklyPay ETF | -2.38% | -11.51% | -45.73% | -61.16% | — | — | — | — |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | -0.42% | -3.42% | -8.70% | -6.08% | 22.70% | — | — | — |
GOOY YieldMax GOOGL Option Income Strategy ETF | -0.59% | -1.61% | -3.09% | 17.12% | 70.66% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 20, 2025, 1's average daily return is +0.06%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Sep 2025 with a return of +8.6%, 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 56% of trading days. The best single day was Mar 31, 2026 with a return of +4.0%, while the worst single day was Oct 10, 2025 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.43% | -3.23% | -5.38% | 0.93% | -7.19% | ||||||||
| 2025 | 4.41% | 5.05% | 1.64% | 8.62% | 3.11% | -3.60% | -1.42% | 18.63% |
Benchmark Metrics
1 has an annualized alpha of -3.49%, beta of 1.35, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 20, 2025.
- This portfolio participated in 154.18% of S&P 500 Index downside but only 130.42% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -3.49% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -3.49%
- Beta
- 1.35
- R²
- 0.78
- Upside Capture
- 130.42%
- Downside Capture
- 154.18%
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
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 Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
QQQI NEOS Nasdaq-100 High Income ETF | 62 | 1.06 | 1.64 | 1.25 | 1.88 | 8.37 |
ULTY YieldMax Ultra Option Income Strategy ETF | 20 | 0.39 | 0.69 | 1.09 | 0.46 | 1.00 |
SPYI NEOS S&P 500 High Income ETF | 58 | 1.01 | 1.53 | 1.26 | 1.54 | 7.96 |
HOOW Roundhill HOOD WeeklyPay ETF | — | — | — | — | — | — |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 54 | 1.03 | 1.55 | 1.22 | 1.67 | 5.65 |
GOOY YieldMax GOOGL Option Income Strategy ETF | 96 | 2.88 | 3.74 | 1.49 | 4.36 | 16.94 |
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Dividends
Dividend yield
1 provided a 64.00% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
| Portfolio | 64.00% | 55.85% | 39.85% | 2.23% | 0.46% |
| Portfolio components: | |||||
QQQI NEOS Nasdaq-100 High Income ETF | 14.88% | 13.82% | 12.85% | 0.00% | 0.00% |
ULTY YieldMax Ultra Option Income Strategy ETF | 132.54% | 142.99% | 111.70% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 12.41% | 11.70% | 12.04% | 12.01% | 4.10% |
HOOW Roundhill HOOD WeeklyPay ETF | 167.80% | 67.92% | 0.00% | 0.00% | 0.00% |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 56.53% | 52.27% | 35.22% | 0.00% | 0.00% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 49.14% | 41.50% | 36.74% | 7.90% | 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. The portfolio has not yet recovered.
The current 1 drawdown is 11.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.09% | Oct 30, 2025 | 103 | Mar 30, 2026 | — | — | — |
| -3.41% | Oct 10, 2025 | 1 | Oct 10, 2025 | 11 | Oct 27, 2025 | 12 |
| -3.26% | Aug 13, 2025 | 7 | Aug 21, 2025 | 11 | Sep 8, 2025 | 18 |
| -2.74% | Jul 29, 2025 | 4 | Aug 1, 2025 | 4 | Aug 7, 2025 | 8 |
| -1.61% | Sep 23, 2025 | 3 | Sep 25, 2025 | 2 | Sep 29, 2025 | 5 |
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. 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
| Benchmark | GOOY | HOOW | ULTY | YMAG | SPYI | QQQI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.55 | 0.60 | 0.72 | 0.83 | 0.99 | 0.94 | 0.85 |
| GOOY | 0.55 | 1.00 | 0.31 | 0.39 | 0.61 | 0.56 | 0.59 | 0.57 |
| HOOW | 0.60 | 0.31 | 1.00 | 0.71 | 0.55 | 0.59 | 0.61 | 0.86 |
| ULTY | 0.72 | 0.39 | 0.71 | 1.00 | 0.63 | 0.71 | 0.75 | 0.87 |
| YMAG | 0.83 | 0.61 | 0.55 | 0.63 | 1.00 | 0.83 | 0.87 | 0.80 |
| SPYI | 0.99 | 0.56 | 0.59 | 0.71 | 0.83 | 1.00 | 0.95 | 0.84 |
| QQQI | 0.94 | 0.59 | 0.61 | 0.75 | 0.87 | 0.95 | 1.00 | 0.88 |
| Portfolio | 0.85 | 0.57 | 0.86 | 0.87 | 0.80 | 0.84 | 0.88 | 1.00 |