Asset Allocation
Find the right asset allocation for YOLO Allocation
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 YOLO Allocation, 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 month.
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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 YOLO Allocation | 0.08% | -4.10% | -1.31% | -4.28% | — | — | — | — |
| Portfolio components: | ||||||||
AMZY YieldMax AMZN Option Income Strategy ETF | -1.19% | -9.71% | -0.60% | 1.23% | 6.53% | — | — | — |
BLOX Nicholas Crypto Income ETF | 2.42% | -3.21% | 12.02% | 4.90% | — | — | — | — |
CONY YieldMax COIN Option Income Strategy ETF | -0.24% | -17.72% | -26.18% | -35.63% | -40.36% | — | — | — |
GOOY YieldMax GOOGL Option Income Strategy ETF | 0.00% | -8.37% | 13.92% | 14.56% | 81.33% | — | — | — |
HOOY YieldMax HOOD Option Income Strategy ETF | 0.37% | 14.96% | -13.15% | -15.59% | 14.38% | — | — | — |
NFLY YieldMax NFLX Option Income Strategy ETF | -1.09% | -5.66% | -9.66% | -9.49% | -27.83% | — | — | — |
OARK YieldMax Innovation Option Income Strategy ETF | 0.49% | -2.45% | 3.08% | 0.24% | 24.60% | 11.56% | — | — |
PLTY YieldMax PLTR Option Income Strategy ETF | -2.25% | -0.32% | -20.95% | -23.85% | -4.80% | — | — | — |
ULTY YieldMax Ultra Option Income Strategy ETF | 1.04% | -0.81% | 8.80% | 8.04% | 3.61% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 17, 2025, YOLO Allocation's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 46% of months were positive and 54% were negative. The best month was Apr 2026 with a return of +12.2%, while the worst month was Nov 2025 at -9.1%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 5 months.
On a daily basis, YOLO Allocation closed higher 54% of trading days. The best single day was Mar 31, 2026 with a return of +4.7%, while the worst single day was Feb 5, 2026 at -5.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.65% | -6.46% | -3.06% | 12.16% | 7.16% | -7.00% | -1.31% | ||||||
| 2025 | 6.42% | 6.48% | -1.23% | 9.24% | 4.84% | -9.12% | -4.87% | 10.82% |
Benchmark Metrics
YOLO Allocation has an annualized alpha of -22.57%, beta of 1.76, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since June 17, 2025.
- This portfolio participated in 223.39% of S&P 500 Index downside but only 108.41% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -22.57% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Beta of 1.76 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- -22.57%
- Beta
- 1.76
- R²
- 0.62
- Upside Capture
- 108.41%
- Downside Capture
- 223.39%
Expense Ratio
YOLO Allocation has a high expense ratio of 1.01%, 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.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for YOLO Allocation 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 |
|---|---|---|---|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 14 | 0.28 | 0.53 | 1.07 | 0.33 | 0.81 |
BLOX Nicholas Crypto Income ETF | — | — | — | — | — | — |
CONY YieldMax COIN Option Income Strategy ETF | 4 | -0.69 | -0.82 | 0.90 | -0.64 | -1.04 |
GOOY YieldMax GOOGL Option Income Strategy ETF | 93 | 3.51 | 4.76 | 1.60 | 5.06 | 18.64 |
HOOY YieldMax HOOD Option Income Strategy ETF | 14 | 0.26 | 0.75 | 1.09 | 0.28 | 0.50 |
NFLY YieldMax NFLX Option Income Strategy ETF | 2 | -1.01 | -1.40 | 0.82 | -0.75 | -1.31 |
OARK YieldMax Innovation Option Income Strategy ETF | 26 | 0.87 | 1.29 | 1.16 | 1.06 | 2.49 |
PLTY YieldMax PLTR Option Income Strategy ETF | 9 | -0.11 | 0.13 | 1.02 | -0.14 | -0.26 |
ULTY YieldMax Ultra Option Income Strategy ETF | 12 | 0.17 | 0.36 | 1.05 | 0.15 | 0.29 |
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Dividends
Dividend yield
YOLO Allocation provided a 90.74% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Portfolio | 90.74% | 80.26% | 47.60% | 9.50% |
| Portfolio components: | ||||
AMZY YieldMax AMZN Option Income Strategy ETF | 56.61% | 52.59% | 47.91% | 9.90% |
BLOX Nicholas Crypto Income ETF | 40.25% | 22.69% | 0.00% | 0.00% |
CONY YieldMax COIN Option Income Strategy ETF | 199.22% | 192.07% | 155.66% | 16.43% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 49.78% | 41.50% | 36.74% | 7.90% |
HOOY YieldMax HOOD Option Income Strategy ETF | 155.65% | 82.87% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 60.75% | 61.53% | 49.91% | 11.84% |
OARK YieldMax Innovation Option Income Strategy ETF | 62.47% | 61.86% | 47.86% | 45.03% |
PLTY YieldMax PLTR Option Income Strategy ETF | 124.27% | 112.44% | 7.85% | 0.00% |
ULTY YieldMax Ultra Option Income Strategy ETF | 113.38% | 142.99% | 111.70% | 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 YOLO Allocation. 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 YOLO Allocation was 27.57%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current YOLO Allocation drawdown is 15.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -27.57%Mar 2026 | 5mo 21d | — | 8mo 6dOct 2025 - now |
2025 pullback2025 | -5.54%Aug 2025 | 11d | 11d | 22dJul 2025 - Aug 2025 |
2025 pullback2025 | -4.83%Aug 2025 | 8d | 19d | 27dAug 2025 - Sep 2025 |
2025 pullback2025 | -3.50%Sep 2025 | 3d | 6d | 9dSep 2025 - Oct 2025 |
2025 pullback2025 | -1.72%Jul 2025 | 0s | 1d | 1dJul 2025 - Jul 2025 |
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 9 assets, with an effective number of assets of 8.70, 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 | 1.34 |
The portfolio has a diversification ratio of 1.34, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
YOLO Allocation correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 17, 2025 | 0.75 |
Benchmark Correlations
Correlation vs. S&P 500 Index. OARK has the highest benchmark correlation at 0.74, while NFLY has the lowest at 0.19.
Asset Correlations Table
| NFLY | GOOY | AMZY | PLTY | CONY | BLOX | HOOY | ULTY | OARK | |
|---|---|---|---|---|---|---|---|---|---|
| NFLY | 1.00 | 0.08 | 0.25 | 0.20 | 0.21 | 0.12 | 0.19 | 0.12 | 0.15 |
| GOOY | 0.08 | 1.00 | 0.49 | 0.22 | 0.26 | 0.33 | 0.32 | 0.39 | 0.40 |
| AMZY | 0.25 | 0.49 | 1.00 | 0.32 | 0.36 | 0.40 | 0.39 | 0.46 | 0.45 |
| PLTY | 0.20 | 0.22 | 0.32 | 1.00 | 0.51 | 0.42 | 0.54 | 0.54 | 0.59 |
| CONY | 0.21 | 0.26 | 0.36 | 0.51 | 1.00 | 0.75 | 0.74 | 0.69 | 0.77 |
| BLOX | 0.12 | 0.33 | 0.40 | 0.42 | 0.75 | 1.00 | 0.69 | 0.79 | 0.77 |
| HOOY | 0.19 | 0.32 | 0.39 | 0.54 | 0.74 | 0.69 | 1.00 | 0.70 | 0.77 |
| ULTY | 0.12 | 0.39 | 0.46 | 0.54 | 0.69 | 0.79 | 0.70 | 1.00 | 0.82 |
| OARK | 0.15 | 0.40 | 0.45 | 0.59 | 0.77 | 0.77 | 0.77 | 0.82 | 1.00 |
Find what YOLO Allocation is missing
See which holdings overlap, where YOLO Allocation is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification