Retirement best for income c

Asset Allocation

Position	Category/Sector	Target Weight
QYLD Global X NASDAQ 100 Covered Call ETF	Nasdaq-100, Derivative Income	50%
XYLD Global X S&P 500 Covered Call ETF	Derivative Income, S&P 500	50%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Retirement best for income c, 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

As of Jun 6, 2026, the Retirement best for income c returned 5.05% Year-To-Date and 8.89% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio Retirement best for income c	-1.37%	-0.12%	5.05%	6.65%	18.70%	12.00%	7.82%	8.89%
Portfolio components:
QYLD Global X NASDAQ 100 Covered Call ETF	-1.82%	-0.83%	5.92%	7.78%	21.16%	13.07%	8.04%	9.61%
XYLD Global X S&P 500 Covered Call ETF	-0.91%	0.60%	4.18%	5.51%	16.28%	10.92%	7.56%	8.12%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 13, 2013, Retirement best for income c's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +9.3%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Retirement best for income c closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.43%	0.34%	-2.24%	4.88%	1.85%	-1.15%							5.05%
2025	2.20%	-1.29%	-5.49%	-1.47%	1.18%	2.93%	0.94%	0.64%	2.41%	2.99%	1.73%	1.89%	8.66%
2024	2.22%	2.01%	1.81%	-1.56%	1.28%	1.76%	0.72%	2.89%	1.59%	0.00%	3.22%	2.05%	19.42%
2023	5.81%	-1.10%	3.75%	1.40%	2.02%	1.72%	2.01%	-1.87%	-2.85%	-0.40%	3.20%	2.32%	16.84%
2022	-3.90%	-1.40%	4.72%	-5.86%	-4.80%	-2.54%	5.18%	-5.79%	-6.94%	5.04%	2.90%	-2.31%	-15.61%
2021	0.78%	-0.06%	3.19%	0.93%	0.51%	2.09%	0.83%	2.92%	-2.60%	4.46%	-1.03%	2.18%	14.94%

Benchmark Metrics

Retirement best for income c has an annualized alpha of -0.37%, beta of 0.70, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 13, 2013.

This portfolio participated in 67.68% of S&P 500 Index downside but only 60.56% of its upside - more exposed to losses than it benefited from rallies.

Alpha: -0.37%

Beta: 0.70

R²: 0.80

Upside Capture: 60.56%

Downside Capture: 67.68%

Expense Ratio

Retirement best for income c has an expense ratio of 0.60%, 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.

QYLD

Global X NASDAQ 100 Covered Call ETF

XYLD

Global X S&P 500 Covered Call ETF

Return for Risk

Risk / Return Rank

Retirement best for income c ranks 79 for risk / return — better than 79% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Retirement best for income c and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.57	2.01	+0.57
Sortino ratioReturn per unit of downside risk	3.60	2.71	+0.89
Omega ratioGain probability vs. loss probability	1.58	1.36	+0.22
Calmar ratioReturn relative to maximum drawdown	3.95	2.69	+1.26
Martin ratioReturn relative to average drawdown	23.27	12.34	+10.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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
QYLD Global X NASDAQ 100 Covered Call ETF	88	2.50	3.44	1.56	4.41	25.62
XYLD Global X S&P 500 Covered Call ETF	85	2.59	3.67	1.61	3.23	17.19

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Retirement best for income c Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.57
5-Year: 0.62
10-Year: 0.62
All Time: 0.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Retirement best for income c compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Retirement best for income c provided a 11.13% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	11.13%	11.03%	12.02%	11.14%	13.59%	10.96%	9.55%	7.80%	9.78%	6.43%	6.19%	7.03%
Portfolio components:
QYLD Global X NASDAQ 100 Covered Call ETF	11.67%	11.55%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%
XYLD Global X S&P 500 Covered Call ETF	10.60%	10.51%	11.54%	10.51%	13.43%	9.07%	7.93%	5.76%	7.12%	5.18%	3.23%	4.65%

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 Retirement best for income c. 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 Retirement best for income c was 28.74%, occurring on Mar 23, 2020. Recovery took 194 trading sessions.

The current Retirement best for income c drawdown is 1.38%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-28.74%Mar 2020	1mo 2d	9mo 10d	10mo 12dFeb 2020 - Dec 2020
Bear market2022	-20.91%Oct 2022	9mo 13d	1y 3mo	2y 15dJan 2022 - Jan 2024
Rate-hike selloffLate 2018	-18.30%Dec 2018	3mo 4d	6mo 18d	9mo 22dSep 2018 - Jul 2019
2025 selloff2025	-17.31%Apr 2025	1mo 16d	6mo 15d	8mo 1dFeb 2025 - Oct 2025
2015 correction2015	-11.28%Aug 2015	1mo 5d	2mo 9d	3mo 14dJul 2015 - Nov 2015

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 2 assets, with an effective number of assets of 2.00, 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

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.01	1.01	1.02	1.04	1.04

The portfolio has a diversification ratio of 1.04, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Retirement best for income c correlation to the S&P 500 Index

Retirement best for income c has a 0.87 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Dec 13, 2013	0.86

Benchmark Correlations

Correlation vs. S&P 500 Index. XYLD has the highest benchmark correlation at 0.81, while QYLD has the lowest at 0.79.

QYLD

0.79

XYLD

0.81

Portfolio Correlations

Correlation vs. Retirement best for income c. XYLD has the highest portfolio correlation at 0.92, while QYLD has the lowest at 0.91.

QYLD

0.91

XYLD

0.92

Asset Correlations Table

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

	QYLD	XYLD
QYLD	1.00	0.72
XYLD	0.72	1.00

The correlation results are calculated based on daily price changes starting from Dec 13, 2013

Diversification Analysis

Find what Retirement best for income c is missing

See which holdings overlap, where Retirement best for income c is concentrated, and which low-correlation assets could fill the gaps.

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