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Passive income with PFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Passive income with PFIX

Last updated Sep 21, 2024

Asset Allocation

QQQY 15%PFIX 10%CONY 7%NVDY 5.4%AMZY 4.04%MSTY 1.65%YMAX 15%ULTY 7%QDTE 4.11%USOI 5.65%SVOL 25%AlternativesAlternativesEquityEquityMulti-AssetMulti-AssetVolatilityVolatility
PositionCategory/SectorWeight
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%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Passive income with PFIX, 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 Quarterly

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
0.17%
8.95%
Passive income with PFIX
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Passive income with PFIXN/A-0.85%0.17%N/AN/AN/A
Portfolio components:
SVOL
Simplify Volatility Premium ETF		9.46%1.26%6.06%14.80%N/AN/A
YMAX
YieldMax Universe Fund of Option Income ETFs		N/A-0.99%-1.21%N/AN/AN/A
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		9.12%0.09%5.31%21.56%N/AN/A
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		10.35%0.32%-3.67%-3.28%-7.37%N/A
ULTY
YieldMax Ultra Option Income Strategy ETF		N/A0.13%-5.08%N/AN/AN/A
CONY
YieldMax COIN Option Income Strategy ETF		-7.15%-14.67%-24.01%70.47%N/AN/A
NVDY
YieldMax NVDA Option Income Strategy ETF		85.12%-4.84%15.76%118.39%N/AN/A
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		N/A1.15%9.97%N/AN/AN/A
AMZY
YieldMax AMZN Option Income Strategy ETF		23.02%4.01%4.92%41.92%N/AN/A
MSTY
YieldMax™ MSTR Option Income Strategy ETF		N/A1.78%2.12%N/AN/AN/A
SOXS
Direxion Daily Semiconductor Bear 3x Shares		-60.09%7.08%-28.69%-80.76%-77.83%-65.75%
PFIX
Simplify Interest Rate Hedge ETF		2.74%-0.65%-11.79%-16.21%N/AN/A

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.82%-2.45%3.60%1.76%-1.03%-1.91%2.13%

Expense Ratio

Passive income with PFIX features an expense ratio of 0.86%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

YMAX
YieldMax Universe Fund of Option Income ETFs
Expense ratio chart for YMAX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
ULTY
YieldMax Ultra Option Income Strategy ETF
Expense ratio chart for ULTY: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
Expense ratio chart for SOXS: current value at 1.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.08%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
Expense ratio chart for QQQY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
CONY
YieldMax COIN Option Income Strategy ETF
Expense ratio chart for CONY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
NVDY
YieldMax NVDA Option Income Strategy ETF
Expense ratio chart for NVDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
AMZY
YieldMax AMZN Option Income Strategy ETF
Expense ratio chart for AMZY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
Expense ratio chart for MSTY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
Expense ratio chart for QDTE: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
Expense ratio chart for USOI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
SVOL
Simplify Volatility Premium ETF
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
PFIX
Simplify Interest Rate Hedge ETF
Expense ratio chart for PFIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

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.

Passive income with PFIX
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SVOL
Simplify Volatility Premium ETF		1.181.571.291.289.24
YMAX
YieldMax Universe Fund of Option Income ETFs		—————
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		1.651.961.291.967.03
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		-0.15-0.060.99-0.06-0.42
ULTY
YieldMax Ultra Option Income Strategy ETF		—————
CONY
YieldMax COIN Option Income Strategy ETF		1.201.771.211.744.79
NVDY
YieldMax NVDA Option Income Strategy ETF		2.683.151.455.3317.50
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		—————
AMZY
YieldMax AMZN Option Income Strategy ETF		1.512.081.302.207.81
MSTY
YieldMax™ MSTR Option Income Strategy ETF		—————
SOXS
Direxion Daily Semiconductor Bear 3x Shares		-0.79-1.490.84-0.80-1.19
PFIX
Simplify Interest Rate Hedge ETF		-0.27-0.110.99-0.29-0.45

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Passive income with PFIX. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

Passive income with PFIX granted a 54.28% dividend yield in the last twelve months.

TTM2023202220212020201920182017
Passive income with PFIX54.28%19.57%7.03%2.32%3.85%0.97%0.74%0.36%
Portfolio components:
SVOL
Simplify Volatility Premium ETF		16.09%16.36%18.21%4.65%0.00%0.00%0.00%0.00%
YMAX
YieldMax Universe Fund of Option Income ETFs		26.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		86.19%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		21.09%26.72%42.76%20.49%67.99%17.12%13.08%6.31%
ULTY
YieldMax Ultra Option Income Strategy ETF		73.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CONY
YieldMax COIN Option Income Strategy ETF		158.50%16.43%0.00%0.00%0.00%0.00%0.00%0.00%
NVDY
YieldMax NVDA Option Income Strategy ETF		77.60%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		19.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZY
YieldMax AMZN Option Income Strategy ETF		39.74%9.90%0.00%0.00%0.00%0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF		69.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares		6.10%9.22%0.19%0.00%3.55%2.32%0.76%0.00%
PFIX
Simplify Interest Rate Hedge ETF		81.84%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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-5.85%
-0.19%
Passive income with PFIX
Benchmark (^GSPC)
Portfolio components

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 12.79%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Passive income with PFIX drawdown is 5.85%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.79%Jul 16, 202415Aug 5, 2024———
-5.92%Apr 12, 20246Apr 19, 202425May 24, 202431
-2.48%Jun 13, 20247Jun 24, 20245Jul 1, 202412
-1.45%Mar 26, 20247Apr 4, 20245Apr 11, 202412
-1.32%May 29, 20243May 31, 20246Jun 10, 20249

Volatility

Volatility Chart

The current Passive income with PFIX volatility is 5.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptember
5.32%
4.31%
Passive income with PFIX
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
PFIXUSOIMSTYAMZYNVDYCONYSVOLULTYSOXSQQQYQDTEYMAX
PFIX1.000.20-0.010.090.050.02-0.23-0.100.03-0.07-0.04-0.03
USOI0.201.000.080.150.110.140.060.14-0.100.110.100.16
MSTY-0.010.081.000.330.360.710.370.65-0.400.400.460.66
AMZY0.090.150.331.000.410.450.520.51-0.450.600.620.61
NVDY0.050.110.360.411.000.480.490.51-0.770.700.710.62
CONY0.020.140.710.450.481.000.430.66-0.500.520.570.76
SVOL-0.230.060.370.520.490.431.000.52-0.580.730.680.66
ULTY-0.100.140.650.510.510.660.521.00-0.620.580.630.77
SOXS0.03-0.10-0.40-0.45-0.77-0.50-0.58-0.621.00-0.83-0.85-0.74
QQQY-0.070.110.400.600.700.520.730.58-0.831.000.930.79
QDTE-0.040.100.460.620.710.570.680.63-0.850.931.000.84
YMAX-0.030.160.660.610.620.760.660.77-0.740.790.841.00
The correlation results are calculated based on daily price changes starting from Mar 8, 2024