Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CDAY.NEO Hamilton Enhanced Canadian Equity DayMAX ETF | Derivative Income, Canada Equities | 18.19% |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | Derivative Income | 18.64% |
HHIS.TO Harvest Diversified High Income Shares ETF | Derivative Income | 14.36% |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | Derivative Income | 17.74% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | Derivative Income | 12.38% |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | Derivative Income | 13.30% |
YMAX YieldMax Universe Fund of Option Income ETFs | Large Cap Blend Equities | 5.39% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF, 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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The earliest data available for this chart is Jul 15, 2025, corresponding to the inception date of CDAY.NEO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio ETF | -0.50% | -3.72% | -4.91% | -9.92% | — | — | — | — |
| Portfolio components: | ||||||||
CDAY.NEO Hamilton Enhanced Canadian Equity DayMAX ETF | 0.12% | -1.84% | 5.42% | 10.54% | — | — | — | — |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 0.08% | -1.11% | 3.81% | 11.13% | 55.19% | 21.90% | — | — |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | -0.00% | -5.36% | -6.87% | -1.87% | 40.56% | 16.16% | — | — |
HHIS.TO Harvest Diversified High Income Shares ETF | -1.08% | -5.27% | -11.93% | -12.56% | 44.93% | — | — | — |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 0.13% | -3.50% | -3.11% | 0.02% | 41.90% | — | — | — |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | -3.36% | -14.05% | -20.60% | -69.69% | -62.29% | — | — | — |
YMAX YieldMax Universe Fund of Option Income ETFs | 0.13% | -4.84% | -13.38% | -21.23% | 13.35% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jul 16, 2025, ETF's average daily return is -0.02%, while the average monthly return is -0.41%.
Historically, 40% of months were positive and 60% were negative. The best month was Sep 2025 with a return of +4.6%, while the worst month was Mar 2026 at -5.2%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ETF closed higher 54% of trading days. The best single day was Feb 6, 2026 with a return of +5.2%, while the worst single day was Feb 5, 2026 at -4.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.39% | -0.57% | -5.17% | 0.46% | -4.91% | ||||||||
| 2025 | -0.31% | 0.21% | 4.56% | -0.10% | -3.12% | -0.48% | 0.60% |
Benchmark Metrics
ETF has an annualized alpha of -15.03%, beta of 1.31, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since July 16, 2025.
- This portfolio participated in 103.07% of S&P 500 Index downside but only 7.17% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -15.03% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -15.03%
- Beta
- 1.31
- R²
- 0.66
- Upside Capture
- 7.17%
- Downside Capture
- 103.07%
Expense Ratio
ETF has an expense ratio of 0.81%, 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.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
CDAY.NEO Hamilton Enhanced Canadian Equity DayMAX ETF | — | — | — | — | — | — |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 90 | 2.14 | 2.78 | 1.46 | 2.97 | 15.53 |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 57 | 1.01 | 1.60 | 1.23 | 1.79 | 7.22 |
HHIS.TO Harvest Diversified High Income Shares ETF | 43 | 0.88 | 1.50 | 1.20 | 1.31 | 3.74 |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 52 | 0.92 | 1.48 | 1.23 | 1.49 | 7.13 |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 1 | -0.79 | -1.28 | 0.86 | -0.79 | -1.38 |
YMAX YieldMax Universe Fund of Option Income ETFs | 11 | -0.02 | 0.15 | 1.02 | 0.03 | 0.09 |
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Dividends
Dividend yield
ETF provided a 38.49% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
| Portfolio | 38.49% | 29.93% | 8.23% | 4.58% | 4.11% | 0.63% |
| Portfolio components: | ||||||
CDAY.NEO Hamilton Enhanced Canadian Equity DayMAX ETF | 11.24% | 7.87% | 0.00% | 0.00% | 0.00% | 0.00% |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 10.00% | 10.09% | 11.38% | 10.41% | 9.64% | 3.39% |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 13.31% | 11.98% | 12.13% | 12.11% | 13.02% | 0.00% |
HHIS.TO Harvest Diversified High Income Shares ETF | 30.73% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 15.59% | 14.54% | 11.87% | 3.68% | 0.00% | 0.00% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 170.38% | 121.40% | 0.00% | 0.00% | 0.00% | 0.00% |
YMAX YieldMax Universe Fund of Option Income ETFs | 86.08% | 78.70% | 44.20% | 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 ETF. 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 ETF was 14.44%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current ETF drawdown is 11.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.44% | Oct 7, 2025 | 122 | Mar 30, 2026 | — | — | — |
| -3.45% | Aug 14, 2025 | 6 | Aug 21, 2025 | 13 | Sep 10, 2025 | 19 |
| -3.41% | Jul 18, 2025 | 11 | Aug 1, 2025 | 7 | Aug 12, 2025 | 18 |
| -2.31% | Sep 22, 2025 | 4 | Sep 25, 2025 | 4 | Oct 1, 2025 | 8 |
| -0.45% | Sep 17, 2025 | 1 | Sep 17, 2025 | 1 | Sep 18, 2025 | 2 |
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 7 assets, with an effective number of assets of 6.42, 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
| Benchmark | MSTE.TO | CDAY.NEO | HDIV.TO | YMAX | QQCL.TO | HHIS.TO | HYLD.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.41 | 0.56 | 0.66 | 0.78 | 0.87 | 0.79 | 0.85 | 0.77 |
| MSTE.TO | 0.41 | 1.00 | 0.27 | 0.38 | 0.65 | 0.44 | 0.63 | 0.44 | 0.78 |
| CDAY.NEO | 0.56 | 0.27 | 1.00 | 0.87 | 0.45 | 0.47 | 0.42 | 0.66 | 0.64 |
| HDIV.TO | 0.66 | 0.38 | 0.87 | 1.00 | 0.58 | 0.59 | 0.59 | 0.80 | 0.77 |
| YMAX | 0.78 | 0.65 | 0.45 | 0.58 | 1.00 | 0.72 | 0.78 | 0.70 | 0.82 |
| QQCL.TO | 0.87 | 0.44 | 0.47 | 0.59 | 0.72 | 1.00 | 0.86 | 0.81 | 0.78 |
| HHIS.TO | 0.79 | 0.63 | 0.42 | 0.59 | 0.78 | 0.86 | 1.00 | 0.81 | 0.88 |
| HYLD.TO | 0.85 | 0.44 | 0.66 | 0.80 | 0.70 | 0.81 | 0.81 | 1.00 | 0.85 |
| Portfolio | 0.77 | 0.78 | 0.64 | 0.77 | 0.82 | 0.78 | 0.88 | 0.85 | 1.00 |