Super risk
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jan 30, 2024, corresponding to the inception date of YMAG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| Super risk | -0.90% | 7.93% | -1.67% | 6.86% | N/A | N/A |
| Portfolio components: | ||||||
YMAX YieldMax Universe Fund of Option Income ETFs | -0.98% | 12.38% | 2.33% | 10.10% | N/A | N/A |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | -5.34% | 11.90% | -2.20% | 14.85% | N/A | N/A |
SPYI NEOS S&P 500 High Income ETF | 1.27% | 7.76% | 0.39% | 11.76% | N/A | N/A |
QQQI NEOS Nasdaq 100 High Income ETF | 1.75% | 10.44% | 3.27% | 15.07% | N/A | N/A |
CSHI Neos Enhanced Income Cash Alternative ETF | 1.77% | 1.05% | 2.43% | 5.50% | N/A | N/A |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | -3.06% | 8.56% | -5.92% | 1.49% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.08% | -1.74% | -4.44% | -0.73% | 5.18% | -0.90% | |||||||
| 2024 | -1.24% | 3.32% | 1.19% | -2.87% | 4.22% | 3.30% | -0.91% | 0.72% | 2.06% | -0.57% | 4.20% | -1.59% | 12.12% |
Expense Ratio
Super risk has an expense ratio of 0.83%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Super risk is 17, meaning it’s performing worse than 83% 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.
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 | 0.39 | 0.78 | 1.10 | 0.47 | 1.50 |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 0.58 | 1.01 | 1.14 | 0.63 | 1.81 |
SPYI NEOS S&P 500 High Income ETF | 0.69 | 1.14 | 1.19 | 0.77 | 3.24 |
QQQI NEOS Nasdaq 100 High Income ETF | 0.71 | 1.22 | 1.18 | 0.83 | 3.07 |
CSHI Neos Enhanced Income Cash Alternative ETF | 2.68 | 3.86 | 2.04 | 3.21 | 28.53 |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 0.08 | 0.29 | 1.05 | 0.15 | 0.44 |
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Dividends
Dividend yield
Super risk provided a 45.44% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
| Portfolio | 45.44% | 46.07% | 12.01% | 0.84% |
| Portfolio components: | ||||
YMAX YieldMax Universe Fund of Option Income ETFs | 58.09% | 44.21% | 0.00% | 0.00% |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 43.74% | 35.22% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 12.42% | 12.04% | 12.01% | 4.10% |
QQQI NEOS Nasdaq 100 High Income ETF | 14.36% | 12.85% | 0.00% | 0.00% |
CSHI Neos Enhanced Income Cash Alternative ETF | 5.45% | 5.72% | 6.15% | 1.52% |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 78.91% | 83.34% | 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.
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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 15.89%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Super risk drawdown is 4.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.89% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -8.45% | Jul 11, 2024 | 18 | Aug 5, 2024 | 48 | Oct 11, 2024 | 66 |
| -4.75% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
| -4.21% | Dec 17, 2024 | 17 | Jan 13, 2025 | 25 | Feb 19, 2025 | 42 |
| -2.12% | 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 6 assets, with an effective number of assets of 3.64, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | CSHI | YMAX | YMAG | QQQY | SPYI | QQQI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.29 | 0.82 | 0.83 | 0.89 | 0.98 | 0.93 | 0.94 |
| CSHI | 0.29 | 1.00 | 0.38 | 0.33 | 0.34 | 0.30 | 0.33 | 0.35 |
| YMAX | 0.82 | 0.38 | 1.00 | 0.82 | 0.82 | 0.82 | 0.84 | 0.88 |
| YMAG | 0.83 | 0.33 | 0.82 | 1.00 | 0.84 | 0.83 | 0.89 | 0.90 |
| QQQY | 0.89 | 0.34 | 0.82 | 0.84 | 1.00 | 0.89 | 0.92 | 0.97 |
| SPYI | 0.98 | 0.30 | 0.82 | 0.83 | 0.89 | 1.00 | 0.93 | 0.94 |
| QQQI | 0.93 | 0.33 | 0.84 | 0.89 | 0.92 | 0.93 | 1.00 | 0.97 |
| Portfolio | 0.94 | 0.35 | 0.88 | 0.90 | 0.97 | 0.94 | 0.97 | 1.00 |