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YOLO Allocation
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

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


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.65%-6.46%-3.06%12.16%7.16%-7.00%-1.31%
20256.42%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
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.


PortfolioBenchmarkDifference
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.

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for YOLO Allocation. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

YOLO Allocation provided a 90.74% dividend yield over the last twelve months.


PositionTTM202520242023
Portfolio90.74%80.26%47.60%9.50%
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
11d11d
22dJul 2025 - Aug 2025
2025 pullback2025
-4.83%Aug 2025
8d19d
27dAug 2025 - Sep 2025
2025 pullback2025
-3.50%Sep 2025
3d6d
9dSep 2025 - Oct 2025
2025 pullback2025
-1.72%Jul 2025
0s1d
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

YOLO Allocation has a 0.75 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

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.

NFLY
0.19
PLTY
0.47
CONY
0.57
GOOY
0.58
AMZY
0.59
HOOY
0.61
BLOX
0.64
ULTY
0.74
OARK
0.74

Portfolio Correlations

Correlation vs. YOLO Allocation. OARK has the highest portfolio correlation at 0.89, while NFLY has the lowest at 0.28.

NFLY
0.28
GOOY
0.47
AMZY
0.55
PLTY
0.65
CONY
0.85
ULTY
0.86
HOOY
0.86
BLOX
0.86
OARK
0.89

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from Jun 17, 2025
Diversification Analysis

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