Passive income with PFIX

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Passive income with PFIX

Currency in USD · Last updated May 18, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMZY YieldMax AMZN Option Income Strategy ETF	Options Trading	4.04%
CONY YieldMax COIN Option Income Strategy ETF	Derivative Income	7%
MSTY YieldMax™ MSTR Option Income Strategy ETF	Derivative Income	1.65%
NVDY YieldMax NVDA Option Income Strategy ETF	Options Trading	5.40%
PFIX Simplify Interest Rate Hedge ETF	Hedge Fund, Actively Managed	10%
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	Large Cap Blend Equities	4.11%
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF	Options Trading, Dividend	15%
SOXS Direxion Daily Semiconductor Bear 3x Shares	Leveraged Equities, Leveraged	0.15%
SVOL Simplify Volatility Premium ETF	Volatility, Actively Managed	25%
ULTY YieldMax Ultra Option Income Strategy ETF	Derivative Income	7%
USOI Credit Suisse X-Links Crude Oil Shares Covered Call ETN	Commodities	5.65%
YMAX YieldMax Universe Fund of Option Income ETFs	Large Cap Blend Equities	15%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Mar 7, 2024, corresponding to the inception date of QDTE

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.79%	1.49%	12.35%	15.12%	10.89%
Passive income with PFIX	0.94%	18.55%	0.68%	9.67%	N/A	N/A
Portfolio components:
SVOL Simplify Volatility Premium ETF	1.64%	30.29%	0.20%	2.17%	N/A	N/A
YMAX YieldMax Universe Fund of Option Income ETFs	1.62%	16.93%	5.20%	12.38%	N/A	N/A
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF	-1.77%	12.53%	-2.40%	2.77%	N/A	N/A
USOI Credit Suisse X-Links Crude Oil Shares Covered Call ETN	-10.39%	-1.02%	-3.46%	-9.54%	16.19%	N/A
ULTY YieldMax Ultra Option Income Strategy ETF	-0.55%	19.51%	-0.34%	4.77%	N/A	N/A
CONY YieldMax COIN Option Income Strategy ETF	-4.94%	30.28%	-17.28%	2.10%	N/A	N/A
NVDY YieldMax NVDA Option Income Strategy ETF	-6.65%	25.20%	-9.37%	24.77%	N/A	N/A
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	-1.88%	17.03%	-1.21%	12.82%	N/A	N/A
AMZY YieldMax AMZN Option Income Strategy ETF	-1.36%	15.29%	3.14%	6.68%	N/A	N/A
MSTY YieldMax™ MSTR Option Income Strategy ETF	28.62%	19.07%	17.21%	109.21%	N/A	N/A
SOXS Direxion Daily Semiconductor Bear 3x Shares	-47.95%	-55.86%	-52.85%	-59.20%	-73.56%	-68.01%
PFIX Simplify Interest Rate Hedge ETF	12.12%	6.25%	17.97%	25.61%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Passive income with PFIX, 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	2.44%	-5.81%	-6.68%	-0.46%	12.63%								0.94%
2024			2.82%	-2.45%	3.60%	1.76%	-1.03%	-1.91%	0.57%	1.96%	8.59%	-1.86%	12.18%

Expense Ratio

Passive income with PFIX has an expense ratio of 0.86%, 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.

YMAX

YieldMax Universe Fund of Option Income ETFs

ULTY

YieldMax Ultra Option Income Strategy ETF

SOXS

Direxion Daily Semiconductor Bear 3x Shares

QQQY

Defiance Nasdaq 100 Enhanced Options Income ETF

CONY

YieldMax COIN Option Income Strategy ETF

NVDY

YieldMax NVDA Option Income Strategy ETF

AMZY

YieldMax AMZN Option Income Strategy ETF

MSTY

YieldMax™ MSTR Option Income Strategy ETF

QDTE

Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF

USOI

Credit Suisse X-Links Crude Oil Shares Covered Call ETN

SVOL

Simplify Volatility Premium ETF

PFIX

Simplify Interest Rate Hedge ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Passive income with PFIX is 15, meaning it’s performing worse than 85% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SVOL Simplify Volatility Premium ETF	0.07	0.40	1.07	0.09	0.34
YMAX YieldMax Universe Fund of Option Income ETFs	0.51	0.87	1.12	0.54	1.74
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF	0.16	0.34	1.05	0.19	0.57
USOI Credit Suisse X-Links Crude Oil Shares Covered Call ETN	-0.38	-0.30	0.96	-0.39	-0.96
ULTY YieldMax Ultra Option Income Strategy ETF	0.16	0.42	1.05	0.18	0.49
CONY YieldMax COIN Option Income Strategy ETF	0.09	0.61	1.07	0.11	0.22
NVDY YieldMax NVDA Option Income Strategy ETF	0.49	0.97	1.14	0.75	1.91
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	0.60	0.93	1.14	0.61	1.98
AMZY YieldMax AMZN Option Income Strategy ETF	0.27	0.48	1.06	0.25	0.65
MSTY YieldMax™ MSTR Option Income Strategy ETF	1.52	2.21	1.28	2.93	7.16
SOXS Direxion Daily Semiconductor Bear 3x Shares	-0.45	-0.01	1.00	-0.81	-1.59
PFIX Simplify Interest Rate Hedge ETF	0.71	1.14	1.12	0.77	2.03

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.

Passive income with PFIX Sharpe ratios as of May 18, 2025 (values are recalculated daily):

1-Year: 0.43
All Time: 0.48

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 0.57 to 1.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Passive income with PFIX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Passive income with PFIX provided a 58.23% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017
Portfolio	58.23%	53.11%	19.57%	7.06%	2.32%	3.85%	0.97%	0.74%	0.36%
Portfolio components:
SVOL Simplify Volatility Premium ETF	16.87%	16.79%	16.37%	18.32%	4.65%	0.00%	0.00%	0.00%	0.00%
YMAX YieldMax Universe Fund of Option Income ETFs	58.75%	44.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF	79.18%	83.34%	20.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USOI Credit Suisse X-Links Crude Oil Shares Covered Call ETN	24.15%	21.55%	26.72%	42.76%	20.49%	67.99%	17.12%	13.08%	6.31%
ULTY YieldMax Ultra Option Income Strategy ETF	139.76%	111.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CONY YieldMax COIN Option Income Strategy ETF	152.52%	155.65%	16.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDY YieldMax NVDA Option Income Strategy ETF	93.51%	83.65%	22.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF	44.19%	32.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMZY YieldMax AMZN Option Income Strategy ETF	52.38%	47.91%	9.90%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSTY YieldMax™ MSTR Option Income Strategy ETF	132.13%	104.56%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXS Direxion Daily Semiconductor Bear 3x Shares	8.58%	5.45%	9.22%	0.19%	0.00%	3.55%	2.32%	0.76%	0.00%
PFIX Simplify Interest Rate Hedge ETF	3.25%	3.40%	80.99%	0.63%	0.00%	0.00%	0.00%	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 Passive income with PFIX. 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 Passive income with PFIX was 24.04%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Passive income with PFIX drawdown is 3.49%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.04%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-12.79%	Jul 16, 2024	15	Aug 5, 2024	60	Oct 29, 2024	75
-5.92%	Apr 12, 2024	6	Apr 19, 2024	25	May 24, 2024	31
-4.73%	Dec 17, 2024	17	Jan 13, 2025	7	Jan 23, 2025	24
-3.02%	Oct 30, 2024	2	Oct 31, 2024	4	Nov 6, 2024	6

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 12 assets, with an effective number of assets of 7.30, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	PFIX	USOI	MSTY	AMZY	CONY	NVDY	SVOL	SOXS	ULTY	QQQY	QDTE	YMAX	Portfolio
^GSPC	1.00	-0.07	0.12	0.42	0.68	0.56	0.67	0.84	-0.81	0.73	0.89	0.91	0.82	0.79
PFIX	-0.07	1.00	0.21	0.00	0.10	0.05	0.09	-0.15	-0.05	-0.01	0.00	0.02	0.02	0.22
USOI	0.12	0.21	1.00	0.12	0.13	0.12	0.14	0.10	-0.10	0.13	0.13	0.12	0.15	0.23
MSTY	0.42	0.00	0.12	1.00	0.35	0.70	0.35	0.41	-0.41	0.63	0.41	0.46	0.65	0.66
AMZY	0.68	0.10	0.13	0.35	1.00	0.46	0.51	0.58	-0.53	0.59	0.64	0.71	0.65	0.67
CONY	0.56	0.05	0.12	0.70	0.46	1.00	0.45	0.55	-0.52	0.72	0.54	0.58	0.77	0.82
NVDY	0.67	0.09	0.14	0.35	0.51	0.45	1.00	0.54	-0.74	0.58	0.71	0.73	0.65	0.70
SVOL	0.84	-0.15	0.10	0.41	0.58	0.55	0.54	1.00	-0.65	0.65	0.79	0.77	0.75	0.73
SOXS	-0.81	-0.05	-0.10	-0.41	-0.53	-0.52	-0.74	-0.65	1.00	-0.67	-0.81	-0.84	-0.74	-0.73
ULTY	0.73	-0.01	0.13	0.63	0.59	0.72	0.58	0.65	-0.67	1.00	0.71	0.73	0.84	0.82
QQQY	0.89	0.00	0.13	0.41	0.64	0.54	0.71	0.79	-0.81	0.71	1.00	0.92	0.82	0.80
QDTE	0.91	0.02	0.12	0.46	0.71	0.58	0.73	0.77	-0.84	0.73	0.92	1.00	0.84	0.83
YMAX	0.82	0.02	0.15	0.65	0.65	0.77	0.65	0.75	-0.74	0.84	0.82	0.84	1.00	0.91
Portfolio	0.79	0.22	0.23	0.66	0.67	0.82	0.70	0.73	-0.73	0.82	0.80	0.83	0.91	1.00

The correlation results are calculated based on daily price changes starting from Mar 8, 2024

Performance Analysis

Risk Analysis

Optimization

Factor Model

Passive income with PFIX

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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