Asset Allocation
Find the right asset allocation for deff
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in deff, 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 | -1.44% | -1.45% | 7.60% | 6.59% | 22.24% | 19.20% | 11.54% | 13.71% |
Portfolio deff | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
AIYY YieldMax AI Option Income Strategy ETF | 0.23% | 0.82% | -31.24% | -33.10% | -58.91% | — | — | — |
AMDY YieldMax AMD Option Income Strategy ETF | -4.73% | 8.37% | 101.34% | 101.99% | 203.83% | — | — | — |
AMEM.DE Amundi MSCI Emerging Markets UCITS ETF EUR | -4.93% | 2.48% | 23.96% | 25.32% | 48.26% | 23.48% | 7.30% | 10.25% |
CONY YieldMax COIN Option Income Strategy ETF | -3.16% | -11.77% | -26.79% | -30.97% | -49.52% | — | — | — |
CRSH YieldMax Short TSLA Option Income Strategy ETF | 4.79% | 8.23% | 10.99% | 18.00% | -6.97% | — | — | — |
IBIT iShares Bitcoin Trust ETF | -3.26% | -17.81% | -28.88% | -28.88% | -39.82% | — | — | — |
MRNY YieldMax MRNA Option Income Strategy ETF | 1.61% | 20.79% | 75.79% | 62.11% | 74.19% | — | — | — |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | -3.21% | -0.60% | 14.69% | 13.76% | 29.04% | — | — | — |
SMCY YieldMax SMCI Option Income Strategy ETF | -4.78% | -8.39% | 1.47% | -1.82% | -23.34% | — | — | — |
SNOY YieldMax SNOW Option Income Strategy ETF | 1.43% | 39.57% | 9.31% | 7.45% | 9.14% | — | — | — |
Monthly Returns
Expense Ratio
deff has a high expense ratio of 0.96%, 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.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for deff 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 | — | 1.78 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.44 | — |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.46 | — |
| Martin ratioReturn relative to average drawdown | — | 10.92 | — |
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 |
|---|---|---|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | 1 | -1.09 | -1.65 | 0.77 | -0.86 | -1.19 |
AMDY YieldMax AMD Option Income Strategy ETF | 90 | 3.65 | 3.82 | 1.53 | 7.44 | 16.58 |
AMEM.DE Amundi MSCI Emerging Markets UCITS ETF EUR | 79 | 2.35 | 3.03 | 1.43 | 3.74 | 13.11 |
CONY YieldMax COIN Option Income Strategy ETF | 2 | -0.86 | -1.22 | 0.86 | -0.78 | -1.24 |
CRSH YieldMax Short TSLA Option Income Strategy ETF | 7 | -0.20 | -0.04 | 1.00 | -0.21 | -0.32 |
IBIT iShares Bitcoin Trust ETF | 2 | -0.90 | -1.25 | 0.86 | -0.77 | -1.30 |
MRNY YieldMax MRNA Option Income Strategy ETF | 43 | 1.46 | 2.21 | 1.26 | 2.37 | 4.58 |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 57 | 1.85 | 2.37 | 1.35 | 2.62 | 10.63 |
SMCY YieldMax SMCI Option Income Strategy ETF | 7 | -0.32 | 0.03 | 1.00 | -0.39 | -0.65 |
SNOY YieldMax SNOW Option Income Strategy ETF | 12 | 0.16 | 0.74 | 1.10 | 0.18 | 0.40 |
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Dividends
Dividend yield
deff provided a 77.12% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Portfolio | 77.12% | 90.07% | 73.92% | 7.23% |
| Portfolio components: | ||||
AIYY YieldMax AI Option Income Strategy ETF | 153.28% | 168.33% | 98.26% | 0.00% |
AMDY YieldMax AMD Option Income Strategy ETF | 65.88% | 80.68% | 109.98% | 6.68% |
AMEM.DE Amundi MSCI Emerging Markets UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% |
CONY YieldMax COIN Option Income Strategy ETF | 204.97% | 192.07% | 155.66% | 16.43% |
CRSH YieldMax Short TSLA Option Income Strategy ETF | 83.11% | 138.78% | 94.25% | 0.00% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% |
MRNY YieldMax MRNA Option Income Strategy ETF | 82.61% | 145.98% | 178.49% | 1.75% |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 35.60% | 45.34% | 83.34% | 20.64% |
SMCY YieldMax SMCI Option Income Strategy ETF | 199.55% | 231.43% | 38.43% | 0.00% |
SNOY YieldMax SNOW Option Income Strategy ETF | 73.25% | 84.96% | 33.32% | 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 deff. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|
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 15 assets, with an effective number of assets of 9.52, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
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Not enough data to calculate this metric.