INCOME
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 25% |
CSHI Neos Enhanced Income Cash Alternative ETF | Ultrashort Bond | 25% |
TFLO iShares Treasury Floating Rate Bond ETF | Government Bonds | 25% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | Government Bonds | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in INCOME, 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.
The earliest data available for this chart is Aug 30, 2022, corresponding to the inception date of CSHI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| INCOME | 1.15% | 0.20% | 2.19% | 4.89% | N/A | N/A |
| Portfolio components: | ||||||
CSHI Neos Enhanced Income Cash Alternative ETF | 0.86% | -0.12% | 1.98% | 5.01% | N/A | N/A |
TFLO iShares Treasury Floating Rate Bond ETF | 1.26% | 0.30% | 2.31% | 4.87% | 2.73% | 2.02% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 1.24% | 0.30% | 2.30% | 4.86% | 2.77% | 2.45% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.25% | 0.32% | 2.18% | 4.83% | 2.52% | 1.75% |
Monthly Returns
The table below presents the monthly returns of INCOME, 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 | 0.39% | 0.34% | 0.28% | 0.14% | 1.15% | ||||||||
| 2024 | 0.47% | 0.44% | 0.41% | 0.50% | 0.47% | 0.38% | 0.43% | 0.46% | 0.40% | 0.45% | 0.45% | 0.42% | 5.42% |
| 2023 | 0.41% | 0.37% | 0.46% | 0.44% | 0.44% | 0.47% | 0.42% | 0.47% | 0.42% | 0.48% | 0.48% | 0.38% | 5.37% |
| 2022 | 0.01% | 0.21% | 0.32% | 0.32% | 0.38% | 1.25% |
Expense Ratio
INCOME has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 100, INCOME is among the top 0% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
CSHI Neos Enhanced Income Cash Alternative ETF | 2.45 | 3.57 | 1.98 | 2.95 | 26.46 |
TFLO iShares Treasury Floating Rate Bond ETF | 15.36 | 54.07 | 12.87 | 191.45 | 841.48 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 15.64 | 51.31 | 13.03 | 82.16 | 705.13 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.63 | 253.38 | 147.29 | 448.78 | 4,119.51 |
Dividends
Dividend yield
INCOME provided a 4.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.99% | 5.28% | 5.27% | 1.58% | 0.01% | 0.27% | 1.55% | 1.24% | 0.64% | 0.17% | 0.04% | 0.02% |
| Portfolio components: | ||||||||||||
CSHI Neos Enhanced Income Cash Alternative ETF | 5.56% | 5.72% | 6.15% | 1.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TFLO iShares Treasury Floating Rate Bond ETF | 4.79% | 5.21% | 4.89% | 1.67% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.30% | 0.15% | 0.08% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.86% | 5.17% | 5.12% | 1.78% | 0.02% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.77% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the INCOME. 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 INCOME was 0.39%, occurring on Apr 8, 2025. Recovery took 6 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.39% | Apr 3, 2025 | 4 | Apr 8, 2025 | 6 | Apr 16, 2025 | 10 |
| -0.1% | Aug 2, 2024 | 2 | Aug 5, 2024 | 1 | Aug 6, 2024 | 3 |
| -0.04% | Mar 13, 2025 | 1 | Mar 13, 2025 | 1 | Mar 14, 2025 | 2 |
| -0.03% | Aug 29, 2024 | 1 | Aug 29, 2024 | 1 | Aug 30, 2024 | 2 |
| -0.03% | Sep 23, 2022 | 2 | Sep 26, 2022 | 2 | Sep 28, 2022 | 4 |
Volatility
Volatility Chart
The current INCOME volatility is 0.45%, 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.
Diversification
Asset Correlations Table
| CSHI | USFR | BIL | TFLO | |
|---|---|---|---|---|
| CSHI | 1.00 | -0.02 | 0.00 | -0.03 |
| USFR | -0.02 | 1.00 | 0.29 | 0.30 |
| BIL | 0.00 | 0.29 | 1.00 | 0.37 |
| TFLO | -0.03 | 0.30 | 0.37 | 1.00 |