Asset Allocation
Find the right asset allocation for >15% ytd
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 >15% ytd , 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 >15% ytd | 0.35% | -2.69% | 3.14% | 6.63% | — | — | — | — | — |
| Portfolio components: | |||||||||
AMDY YieldMax AMD Option Income Strategy ETF | 1.50% | -4.16% | 91.31% | 98.50% | 162.10% | — | — | — | 50.64% |
BABO YieldMax BABA Option Income Strategy ETF | 4.22% | 9.65% | -23.98% | -16.43% | -0.31% | — | — | — | 11.46% |
BETE Proshares Bitcoin & Ether Equal Weight Strategy ETF | 2.28% | 7.20% | -38.31% | -32.50% | -46.74% | — | — | — | 12.95% |
BTCI NEOS Bitcoin High Income ETF | 2.00% | 3.00% | -28.84% | -23.31% | -39.84% | — | — | — | -2.49% |
CEPI REX Crypto Equity Premium Income ETF | 2.64% | -6.13% | 9.54% | 16.50% | 16.04% | — | — | — | 11.87% |
CIL VictoryShares International Volatility Wtd ETF | 0.00% | 0.00% | 2.42% | 5.44% | 15.29% | 14.32% | 7.59% | 8.28% | 7.35% |
CVRT Calamos Convertible Equity Alternative ETF | 0.05% | -10.42% | 17.21% | 24.78% | 42.20% | — | — | — | 29.02% |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 0.33% | -7.84% | 9.22% | 14.96% | 21.43% | 14.79% | 5.52% | 11.62% | 11.57% |
DIVD Altrius Global Dividend ETF | -0.51% | 3.22% | 10.47% | 14.73% | 25.09% | 16.10% | — | — | 19.75% |
DIVZ Opal Dividend Income ETF | -0.67% | 3.20% | 4.17% | 6.87% | 11.10% | 14.20% | 9.85% | — | 11.46% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 1, 2025, >15% ytd 's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +9.3%, while the worst month was Mar 2026 at -5.6%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.
On a daily basis, >15% ytd closed higher 59% of trading days. The best single day was Mar 31, 2026 with a return of +3.1%, while the worst single day was Jun 5, 2026 at -3.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.97% | 0.84% | -5.56% | 9.33% | 6.14% | -4.35% | -1.08% | 6.63% | |||||
| 2025 | 2.77% | -2.22% | -0.09% | 0.40% |
Benchmark Metrics
>15% ytd has an annualized alpha of -6.28%, beta of 1.15, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 01, 2025.
- This portfolio participated in 127.95% of S&P 500 Index downside but only 91.20% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -6.28% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.15 and R2 of 0.84, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -6.28%
- Beta
- 1.15
- R²
- 0.84
- Upside Capture
- 91.20%
- Downside Capture
- 127.95%
Expense Ratio
>15% ytd has an expense ratio of 0.80%, 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.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for >15% ytd 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 |
|---|---|---|---|---|---|---|
AMDY YieldMax AMD Option Income Strategy ETF | 91 | 2.84 | 3.27 | 1.44 | 5.91 | 13.07 |
BABO YieldMax BABA Option Income Strategy ETF | 11 | -0.01 | 0.27 | 1.03 | -0.01 | -0.02 |
BETE Proshares Bitcoin & Ether Equal Weight Strategy ETF | 3 | -0.85 | -1.18 | 0.87 | -0.76 | -1.19 |
BTCI NEOS Bitcoin High Income ETF | 2 | -1.00 | -1.43 | 0.84 | -0.83 | -1.35 |
CEPI REX Crypto Equity Premium Income ETF | 22 | 0.57 | 0.95 | 1.12 | 0.72 | 1.68 |
CIL VictoryShares International Volatility Wtd ETF | 90 | 2.18 | 3.25 | 1.54 | 3.48 | 15.22 |
CVRT Calamos Convertible Equity Alternative ETF | 77 | 1.82 | 2.40 | 1.31 | 3.36 | 12.43 |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 57 | 1.35 | 1.86 | 1.24 | 2.60 | 8.03 |
DIVD Altrius Global Dividend ETF | 88 | 2.22 | 3.24 | 1.40 | 3.76 | 13.81 |
DIVZ Opal Dividend Income ETF | 43 | 1.14 | 1.71 | 1.20 | 1.91 | 4.43 |
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Dividends
Dividend yield
>15% ytd provided a 31.79% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 31.79% | 29.13% | 16.43% | 5.50% | 2.05% | 2.05% | 1.51% | 1.13% | 1.28% | 1.03% | 1.10% | 1.01% |
| Portfolio components: | ||||||||||||
AMDY YieldMax AMD Option Income Strategy ETF | 73.41% | 80.68% | 109.98% | 6.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BABO YieldMax BABA Option Income Strategy ETF | 91.64% | 85.50% | 20.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BETE Proshares Bitcoin & Ether Equal Weight Strategy ETF | 77.29% | 68.22% | 15.22% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTCI NEOS Bitcoin High Income ETF | 41.89% | 36.46% | 6.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CEPI REX Crypto Equity Premium Income ETF | 47.31% | 50.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIL VictoryShares International Volatility Wtd ETF | 1.05% | 2.70% | 3.46% | 2.91% | 2.41% | 3.04% | 1.73% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
CVRT Calamos Convertible Equity Alternative ETF | 1.59% | 1.68% | 1.49% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 1.45% | 1.69% | 1.85% | 1.97% | 2.21% | 1.97% | 2.34% | 3.03% | 6.17% | 4.25% | 4.60% | 7.52% |
DIVD Altrius Global Dividend ETF | 2.70% | 2.86% | 3.39% | 2.96% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIVZ Opal Dividend Income ETF | 2.52% | 2.60% | 2.63% | 3.66% | 3.23% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% | 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 >15% ytd . 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 >15% ytd was 10.52%, occurring on Mar 30, 2026. Recovery took 13 trading sessions.
The current >15% ytd drawdown is 5.92%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-10.52%Mar 2026 | 2mo | 18d | 2mo 18dJan 2026 - Apr 2026 | — |
-6.91%Jun 2026 | 7d | — | 1mo 18dJun 2026 - now | — |
-6.60%Nov 2025 | 21d | 1mo 23d | 2mo 14dOct 2025 - Jan 2026 | — |
-3.09%Oct 2025 | 1d | 17d | 18dOct 2025 - Oct 2025 | — |
-2.77%May 2026 | 4d | 7d | 11dMay 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 54 assets, with an effective number of assets of 54.00, 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 | 1.63 |
The portfolio has a diversification ratio of 1.63, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
>15% ytd correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.91 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QDVO has the highest benchmark correlation at 0.91, while HDLB has the lowest at 0.00.
Asset Correlations Table
Find what >15% ytd is missing
See which holdings overlap, where >15% ytd is concentrated, and which low-correlation assets could fill the gaps.
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