Super risk
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Super risk, 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
The earliest data available for this chart is Jan 30, 2024, corresponding to the inception date of YMAG
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Super risk | N/A | 1.60% | 5.47% | N/A | N/A | N/A |
| Portfolio components: | ||||||
YMAX YieldMax Universe Fund of Option Income ETFs | N/A | 0.96% | -1.21% | N/A | N/A | N/A |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | N/A | 2.81% | 10.36% | N/A | N/A | N/A |
SPYI NEOS S&P 500 High Income ETF | 15.57% | 2.25% | 7.63% | 21.16% | N/A | N/A |
QQQI NEOS Nasdaq 100 High Income ETF | N/A | 2.01% | 6.81% | N/A | N/A | N/A |
CSHI Neos Enhanced Income Cash Alternative ETF | 4.04% | 0.46% | 2.81% | 5.82% | N/A | N/A |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 9.12% | 1.55% | 5.31% | 21.56% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Super risk, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.24% | 3.32% | 1.19% | -2.87% | 4.22% | 3.30% | -0.91% | 0.72% | 8.77% |
Expense Ratio
Super risk features an expense ratio of 0.83%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Super risk is 74, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
YMAX YieldMax Universe Fund of Option Income ETFs | — | — | — | — | — |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | — | — | — | — | — |
SPYI NEOS S&P 500 High Income ETF | 2.01 | 2.68 | 1.41 | 2.57 | 13.29 |
QQQI NEOS Nasdaq 100 High Income ETF | — | — | — | — | — |
CSHI Neos Enhanced Income Cash Alternative ETF | 5.55 | 9.58 | 2.85 | 14.27 | 138.36 |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 1.65 | 1.96 | 1.29 | 1.96 | 7.03 |
Not enough dataDividends
Dividend yield
Super risk granted a 44.90% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | |
|---|---|---|---|
| Super risk | 44.90% | 12.01% | 0.84% |
| Portfolio components: | |||
YMAX YieldMax Universe Fund of Option Income ETFs | 26.45% | 0.00% | 0.00% |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 22.71% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 10.66% | 12.01% | 4.10% |
QQQI NEOS Nasdaq 100 High Income ETF | 8.34% | 0.00% | 0.00% |
CSHI Neos Enhanced Income Cash Alternative ETF | 5.39% | 6.15% | 1.52% |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 86.19% | 20.64% | 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 Super risk. 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 Super risk was 8.45%, occurring on Aug 5, 2024. The portfolio has not yet recovered.
The current Super risk drawdown is 1.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.45% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
| -4.75% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
| -1.6% | Mar 4, 2024 | 10 | Mar 15, 2024 | 4 | Mar 21, 2024 | 14 |
| -1.35% | Apr 2, 2024 | 3 | Apr 4, 2024 | 5 | Apr 11, 2024 | 8 |
| -1.33% | Feb 12, 2024 | 7 | Feb 21, 2024 | 1 | Feb 22, 2024 | 8 |
Volatility
Volatility Chart
The current Super risk volatility is 3.77%, 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 | YMAX | YMAG | SPYI | QQQY | QQQI | |
|---|---|---|---|---|---|---|
| CSHI | 1.00 | 0.20 | 0.19 | 0.12 | 0.14 | 0.17 |
| YMAX | 0.20 | 1.00 | 0.82 | 0.83 | 0.79 | 0.80 |
| YMAG | 0.19 | 0.82 | 1.00 | 0.85 | 0.87 | 0.88 |
| SPYI | 0.12 | 0.83 | 0.85 | 1.00 | 0.90 | 0.92 |
| QQQY | 0.14 | 0.79 | 0.87 | 0.90 | 1.00 | 0.92 |
| QQQI | 0.17 | 0.80 | 0.88 | 0.92 | 0.92 | 1.00 |