Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in engine, 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 week.
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The earliest data available for this chart is Oct 30, 2025, corresponding to the inception date of GDXW
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio engine | -0.01% | -6.04% | -8.95% | — | — | — | — | — |
| Portfolio components: | ||||||||
COYY GraniteShares YieldBOOST COIN ETF | -0.72% | -6.10% | -24.78% | -52.41% | — | — | — | — |
RBLY YieldMax RBLX Option Income Strategy ETF | 1.47% | -11.69% | -26.19% | -47.21% | — | — | — | — |
MRNY YieldMax MRNA Option Income Strategy ETF | -0.86% | -3.58% | 53.93% | 54.81% | 67.57% | — | — | — |
MARO YieldMax MARA Option Income Strategy ETF | 5.86% | -2.92% | -8.33% | -51.38% | -26.53% | — | — | — |
SMCY YieldMax SMCI Option Income Strategy ETF | 1.60% | -25.09% | -17.94% | -48.58% | -21.83% | — | — | — |
GDXW Roundhill Gold Miners Weeklypay ETF | -1.88% | -9.67% | 9.04% | — | — | — | — | — |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -1.82% | -10.18% | -16.31% | -58.02% | -51.22% | — | — | — |
TSYY GraniteShares YieldBOOST TSLA ETF | -1.69% | -8.21% | -15.05% | -19.82% | 3.88% | — | — | — |
HOYY GraniteShares YieldBOOST HOOD ETF | -0.70% | -13.78% | -31.26% | -49.25% | — | — | — | — |
XBTY GraniteShares YieldBOOST Bitcoin ETF | -0.99% | -4.76% | -18.93% | -39.59% | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Oct 31, 2025, engine's average daily return is -0.22%, while the average monthly return is -3.41%.
Historically, 29% of months were positive and 71% were negative. The best month was Oct 2025 with a return of +1.8%, while the worst month was Nov 2025 at -13.4%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 5 months.
On a daily basis, engine closed higher 47% of trading days. The best single day was Feb 6, 2026 with a return of +6.6%, while the worst single day was Feb 5, 2026 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.77% | -3.16% | -6.04% | 0.83% | -8.95% | ||||||||
| 2025 | 1.84% | -13.39% | -3.19% | -14.61% |
Benchmark Metrics
engine has an annualized alpha of -32.32%, beta of 2.03, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since October 31, 2025.
- This portfolio participated in 182.41% of S&P 500 Index downside but only -389.31% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -32.32% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Beta of 2.03 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- -32.32%
- Beta
- 2.03
- R²
- 0.64
- Upside Capture
- -389.31%
- Downside Capture
- 182.41%
Expense Ratio
engine has a high expense ratio of 1.00%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
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 | |
|---|---|---|---|---|---|---|
COYY GraniteShares YieldBOOST COIN ETF | — | — | — | — | — | — |
RBLY YieldMax RBLX Option Income Strategy ETF | — | — | — | — | — | — |
MRNY YieldMax MRNA Option Income Strategy ETF | 51 | 1.02 | 1.68 | 1.20 | 1.78 | 3.56 |
MARO YieldMax MARA Option Income Strategy ETF | 4 | -0.53 | -0.47 | 0.94 | -0.48 | -0.93 |
SMCY YieldMax SMCI Option Income Strategy ETF | 4 | -0.51 | -0.35 | 0.95 | -0.54 | -1.11 |
GDXW Roundhill Gold Miners Weeklypay ETF | — | — | — | — | — | — |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 1 | -0.85 | -1.28 | 0.85 | -0.74 | -1.31 |
TSYY GraniteShares YieldBOOST TSLA ETF | 8 | -0.17 | 0.00 | 1.00 | -0.14 | -0.34 |
HOYY GraniteShares YieldBOOST HOOD ETF | — | — | — | — | — | — |
XBTY GraniteShares YieldBOOST Bitcoin ETF | — | — | — | — | — | — |
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Dividends
Dividend yield
engine provided a 158.44% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
| Portfolio | 158.44% | 119.63% | 22.81% | 0.12% |
| Portfolio components: | ||||
COYY GraniteShares YieldBOOST COIN ETF | 300.39% | 132.14% | 0.00% | 0.00% |
RBLY YieldMax RBLX Option Income Strategy ETF | 78.53% | 36.84% | 0.00% | 0.00% |
MRNY YieldMax MRNA Option Income Strategy ETF | 92.26% | 145.98% | 178.49% | 1.75% |
MARO YieldMax MARA Option Income Strategy ETF | 270.40% | 277.68% | 0.00% | 0.00% |
SMCY YieldMax SMCI Option Income Strategy ETF | 263.89% | 231.43% | 38.43% | 0.00% |
GDXW Roundhill Gold Miners Weeklypay ETF | 22.49% | 7.48% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 314.69% | 294.61% | 104.56% | 0.00% |
TSYY GraniteShares YieldBOOST TSLA ETF | 318.77% | 256.64% | 0.19% | 0.00% |
HOYY GraniteShares YieldBOOST HOOD ETF | 154.17% | 50.51% | 0.00% | 0.00% |
XBTY GraniteShares YieldBOOST Bitcoin ETF | 200.01% | 102.53% | 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 engine. 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 engine was 27.70%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current engine drawdown is 23.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.7% | Nov 3, 2025 | 101 | Mar 30, 2026 | — | — | — |
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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | MRNY | RBLY | GDXW | GOOW | NVII | TSYY | PLTW | SMCY | CHPY | MARO | XBTY | MSTY | YETH | COYY | HOYY | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.39 | 0.35 | 0.47 | 0.60 | 0.61 | 0.58 | 0.55 | 0.56 | 0.82 | 0.48 | 0.47 | 0.44 | 0.47 | 0.51 | 0.66 | 0.75 |
| MRNY | 0.39 | 1.00 | 0.31 | 0.33 | 0.27 | 0.10 | 0.16 | 0.23 | 0.37 | 0.34 | 0.34 | 0.25 | 0.29 | 0.23 | 0.42 | 0.38 | 0.51 |
| RBLY | 0.35 | 0.31 | 1.00 | 0.26 | 0.14 | 0.36 | 0.19 | 0.26 | 0.39 | 0.29 | 0.37 | 0.35 | 0.38 | 0.45 | 0.40 | 0.28 | 0.51 |
| GDXW | 0.47 | 0.33 | 0.26 | 1.00 | 0.19 | 0.23 | 0.32 | 0.32 | 0.30 | 0.42 | 0.33 | 0.34 | 0.26 | 0.33 | 0.28 | 0.37 | 0.51 |
| GOOW | 0.60 | 0.27 | 0.14 | 0.19 | 1.00 | 0.32 | 0.44 | 0.28 | 0.23 | 0.50 | 0.28 | 0.32 | 0.29 | 0.25 | 0.30 | 0.45 | 0.47 |
| NVII | 0.61 | 0.10 | 0.36 | 0.23 | 0.32 | 1.00 | 0.48 | 0.41 | 0.45 | 0.64 | 0.35 | 0.35 | 0.37 | 0.38 | 0.31 | 0.49 | 0.57 |
| TSYY | 0.58 | 0.16 | 0.19 | 0.32 | 0.44 | 0.48 | 1.00 | 0.44 | 0.26 | 0.49 | 0.37 | 0.39 | 0.48 | 0.39 | 0.39 | 0.56 | 0.58 |
| PLTW | 0.55 | 0.23 | 0.26 | 0.32 | 0.28 | 0.41 | 0.44 | 1.00 | 0.39 | 0.35 | 0.46 | 0.36 | 0.43 | 0.44 | 0.51 | 0.60 | 0.63 |
| SMCY | 0.56 | 0.37 | 0.39 | 0.30 | 0.23 | 0.45 | 0.26 | 0.39 | 1.00 | 0.56 | 0.52 | 0.50 | 0.46 | 0.46 | 0.48 | 0.43 | 0.65 |
| CHPY | 0.82 | 0.34 | 0.29 | 0.42 | 0.50 | 0.64 | 0.49 | 0.35 | 0.56 | 1.00 | 0.46 | 0.48 | 0.37 | 0.46 | 0.46 | 0.55 | 0.68 |
| MARO | 0.48 | 0.34 | 0.37 | 0.33 | 0.28 | 0.35 | 0.37 | 0.46 | 0.52 | 0.46 | 1.00 | 0.70 | 0.77 | 0.68 | 0.70 | 0.61 | 0.80 |
| XBTY | 0.47 | 0.25 | 0.35 | 0.34 | 0.32 | 0.35 | 0.39 | 0.36 | 0.50 | 0.48 | 0.70 | 1.00 | 0.82 | 0.84 | 0.73 | 0.62 | 0.79 |
| MSTY | 0.44 | 0.29 | 0.38 | 0.26 | 0.29 | 0.37 | 0.48 | 0.43 | 0.46 | 0.37 | 0.77 | 0.82 | 1.00 | 0.79 | 0.74 | 0.66 | 0.81 |
| YETH | 0.47 | 0.23 | 0.45 | 0.33 | 0.25 | 0.38 | 0.39 | 0.44 | 0.46 | 0.46 | 0.68 | 0.84 | 0.79 | 1.00 | 0.74 | 0.66 | 0.81 |
| COYY | 0.51 | 0.42 | 0.40 | 0.28 | 0.30 | 0.31 | 0.39 | 0.51 | 0.48 | 0.46 | 0.70 | 0.73 | 0.74 | 0.74 | 1.00 | 0.72 | 0.81 |
| HOYY | 0.66 | 0.38 | 0.28 | 0.37 | 0.45 | 0.49 | 0.56 | 0.60 | 0.43 | 0.55 | 0.61 | 0.62 | 0.66 | 0.66 | 0.72 | 1.00 | 0.82 |
| Portfolio | 0.75 | 0.51 | 0.51 | 0.51 | 0.47 | 0.57 | 0.58 | 0.63 | 0.65 | 0.68 | 0.80 | 0.79 | 0.81 | 0.81 | 0.81 | 0.82 | 1.00 |