0 Passive Income
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 25% |
BXSL Blackstone Secured Lending Fund | Financial Services | 25% |
QYLD Global X NASDAQ 100 Covered Call ETF | Derivative Income | 25% |
SRLN SPDR Blackstone Senior Loan ETF | High Yield Bonds | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 28, 2021, corresponding to the inception date of BXSL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| 0 Passive Income | -0.26% | 3.06% | 0.81% | 7.80% | N/A | N/A |
| Portfolio components: | ||||||
BXSL Blackstone Secured Lending Fund | 1.03% | 8.81% | 2.58% | 12.61% | N/A | N/A |
QYLD Global X NASDAQ 100 Covered Call ETF | -5.59% | 1.45% | -3.85% | 6.38% | 7.91% | 7.67% |
SRLN SPDR Blackstone Senior Loan ETF | 1.77% | 2.13% | 2.21% | 6.85% | 5.94% | 3.88% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.72% | 0.36% | 2.13% | 4.73% | 2.61% | 1.79% |
Monthly Returns
The table below presents the monthly returns of 0 Passive Income, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.80% | -0.30% | -2.12% | -2.58% | 3.06% | -0.26% | |||||||
| 2024 | 1.66% | 1.83% | 2.65% | 0.20% | 0.56% | 0.50% | 0.41% | 0.66% | 0.64% | 2.05% | 2.21% | 1.07% | 15.40% |
| 2023 | 5.10% | 0.96% | 1.15% | 1.62% | 0.60% | 3.56% | 1.95% | -0.72% | -0.26% | 0.09% | 2.30% | 1.26% | 18.94% |
| 2022 | -5.05% | -0.76% | 1.03% | -2.16% | -4.45% | -1.79% | 2.30% | -1.09% | -3.20% | 2.09% | 1.96% | -1.80% | -12.49% |
| 2021 | 1.25% | 1.66% | 3.43% | 6.47% |
Expense Ratio
0 Passive Income has an expense ratio of 0.36%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 0 Passive Income is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BXSL Blackstone Secured Lending Fund | 0.60 | 1.00 | 1.15 | 0.70 | 2.50 |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.34 | 0.56 | 1.10 | 0.30 | 1.01 |
SRLN SPDR Blackstone Senior Loan ETF | 1.78 | 2.58 | 1.55 | 1.60 | 9.71 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.88 | 301.00 | 208.79 | 435.17 | 4,890.74 |
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Dividends
Dividend yield
0 Passive Income provided a 9.09% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 9.09% | 8.91% | 8.95% | 8.46% | 4.71% | 4.09% | 4.32% | 4.77% | 3.09% | 3.29% | 3.46% | 3.60% |
| Portfolio components: | ||||||||||||
BXSL Blackstone Secured Lending Fund | 9.66% | 9.53% | 10.64% | 13.02% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QYLD Global X NASDAQ 100 Covered Call ETF | 13.78% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% |
SRLN SPDR Blackstone Senior Loan ETF | 8.24% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.68% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 0 Passive 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 0 Passive Income was 16.57%, occurring on Sep 30, 2022. Recovery took 289 trading sessions.
The current 0 Passive Income drawdown is 3.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.57% | Dec 27, 2021 | 193 | Sep 30, 2022 | 289 | Nov 24, 2023 | 482 |
| -10.86% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -4.31% | Jul 9, 2024 | 20 | Aug 5, 2024 | 28 | Sep 13, 2024 | 48 |
| -3.4% | Nov 12, 2021 | 13 | Dec 1, 2021 | 7 | Dec 10, 2021 | 20 |
| -1.58% | Dec 14, 2021 | 2 | Dec 15, 2021 | 6 | Dec 23, 2021 | 8 |
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 4.00, 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
| ^GSPC | BIL | BXSL | SRLN | QYLD | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | 0.36 | 0.65 | 0.88 | 0.69 |
| BIL | -0.00 | 1.00 | -0.00 | 0.03 | 0.01 | 0.02 |
| BXSL | 0.36 | -0.00 | 1.00 | 0.35 | 0.27 | 0.85 |
| SRLN | 0.65 | 0.03 | 0.35 | 1.00 | 0.57 | 0.60 |
| QYLD | 0.88 | 0.01 | 0.27 | 0.57 | 1.00 | 0.65 |
| Portfolio | 0.69 | 0.02 | 0.85 | 0.60 | 0.65 | 1.00 |