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HY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

HY

Currency in USD · Last updated May 21, 2025

Asset Allocation

TLTW 6%KMLM 4%CTA 4%DBMF 4%AMZP 3%PFIX 3%RFIX 3%SPYI 15%QQQI 10%GDE 5%YMAX 4%MSFY 3%NFLP 3%TSLP 3%AAPY 3%GOOP 3%ULTY 3%DIVO 8%PUTW 7%SVOL 6%AlternativesAlternativesBondBondEquityEquityMulti-AssetMulti-AssetVolatilityVolatility
PositionCategory/SectorTarget Weight
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF		Large Cap Blend Equities
3%
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF		Options Trading
3%
CTA
Simplify Managed Futures Strategy ETF		Systematic Trend
4%
DBMF
iM DBi Managed Futures Strategy ETF		Hedge Fund, Actively Managed
4%
DIVO
Amplify CWP Enhanced Dividend Income ETF		Large Cap Blend Equities, Actively Managed, Dividend
8%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund		Large Cap Blend Equities
5%
GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF		Large Cap Blend Equities
3%
KMLM
KFA Mount Lucas Index Strategy ETF		Long-Short, Actively Managed
4%
MSFY
Kurv Yield Premium Strategy Microsoft ETF		Derivative Income
3%
NFLP
Kurv Yield Premium Strategy Netflix ETF		Derivative Income
3%
PFIX
Simplify Interest Rate Hedge ETF		Hedge Fund, Actively Managed
3%
PUTW
WisdomTree CBOE S&P 500 PutWrite Strategy Fund		Hedge Fund
7%
QQQI
NEOS Nasdaq 100 High Income ETF		Derivative Income
10%
RFIX
Simplify Bond Bull ETF		Nontraditional Bonds
3%
SPYI
NEOS S&P 500 High Income ETF		Derivative Income
15%
SVOL
Simplify Volatility Premium ETF		Volatility, Actively Managed
6%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF		Options Trading
6%
TSLP
Kurv Yield Premium Strategy Tesla ETF		Derivative Income
3%
ULTY
YieldMax Ultra Option Income Strategy ETF		Derivative Income
3%
YMAX
YieldMax Universe Fund of Option Income ETFs		Large Cap Blend Equities
4%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Dec 10, 2024, corresponding to the inception date of RFIX

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
HY1.39%9.95%N/AN/AN/AN/A
Portfolio components:
SPYI
NEOS S&P 500 High Income ETF		1.55%10.19%0.88%11.90%N/AN/A
QQQI
NEOS Nasdaq 100 High Income ETF		1.89%13.69%4.06%14.91%N/AN/A
YMAX
YieldMax Universe Fund of Option Income ETFs		1.18%16.43%1.13%10.96%N/AN/A
MSFY
Kurv Yield Premium Strategy Microsoft ETF		4.79%18.14%6.59%4.16%N/AN/A
NFLP
Kurv Yield Premium Strategy Netflix ETF		25.64%15.84%26.62%60.67%N/AN/A
TSLP
Kurv Yield Premium Strategy Tesla ETF		-14.35%31.35%-1.50%58.23%N/AN/A
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF		-5.83%16.77%0.63%8.54%N/AN/A
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF		-14.96%4.90%-8.19%3.81%N/AN/A
GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF		-12.12%8.65%-8.77%-7.09%N/AN/A
DIVO
Amplify CWP Enhanced Dividend Income ETF		4.30%6.88%2.24%11.62%13.84%N/A
PUTW
WisdomTree CBOE S&P 500 PutWrite Strategy Fund		-1.27%5.30%-1.89%6.19%11.41%N/A
SVOL
Simplify Volatility Premium ETF		-1.41%26.38%-3.48%-0.82%N/AN/A
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF		1.59%-0.88%-0.21%3.10%N/AN/A
KMLM
KFA Mount Lucas Index Strategy ETF		-6.44%0.23%-5.23%-9.72%N/AN/A
CTA
Simplify Managed Futures Strategy ETF		-0.67%-1.78%4.92%2.47%N/AN/A
DBMF
iM DBi Managed Futures Strategy ETF		-2.72%0.56%-2.53%-10.62%5.56%N/A
PFIX
Simplify Interest Rate Hedge ETF		14.81%8.79%21.08%28.40%N/AN/A
ULTY
YieldMax Ultra Option Income Strategy ETF		-1.19%18.75%-3.19%3.61%N/AN/A
RFIX
Simplify Bond Bull ETF		-7.81%-5.04%N/AN/AN/AN/A
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund		22.19%11.54%21.91%40.31%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of HY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.47%-2.60%-3.91%0.50%5.19%1.39%
2024-1.52%-1.52%

Expense Ratio

HY has an expense ratio of 0.70%, 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.

YMAX
YieldMax Universe Fund of Option Income ETFs
ULTY
YieldMax Ultra Option Income Strategy ETF
MSFY
Kurv Yield Premium Strategy Microsoft ETF
NFLP
Kurv Yield Premium Strategy Netflix ETF
TSLP
Kurv Yield Premium Strategy Tesla ETF
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF
GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF
KMLM
KFA Mount Lucas Index Strategy ETF
DBMF
iM DBi Managed Futures Strategy ETF
CTA
Simplify Managed Futures Strategy ETF
SPYI
NEOS S&P 500 High Income ETF
QQQI
NEOS Nasdaq 100 High Income ETF
DIVO
Amplify CWP Enhanced Dividend Income ETF
SVOL
Simplify Volatility Premium ETF
PFIX
Simplify Interest Rate Hedge ETF
RFIX
Simplify Bond Bull ETF
PUTW
WisdomTree CBOE S&P 500 PutWrite Strategy Fund
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HY is 49, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of HY is 4949
Overall Rank
The Sharpe Ratio Rank of HY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of HY is 4646
Sortino Ratio Rank
The Omega Ratio Rank of HY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of HY is 4646
Calmar Ratio Rank
The Martin Ratio Rank of HY is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

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Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPYI
NEOS S&P 500 High Income ETF		0.701.091.180.733.06
QQQI
NEOS Nasdaq 100 High Income ETF		0.701.141.170.762.82
YMAX
YieldMax Universe Fund of Option Income ETFs		0.420.811.110.501.58
MSFY
Kurv Yield Premium Strategy Microsoft ETF		0.190.471.060.240.59
NFLP
Kurv Yield Premium Strategy Netflix ETF		2.293.171.473.7212.80
TSLP
Kurv Yield Premium Strategy Tesla ETF		1.041.761.221.273.25
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF		0.300.631.080.320.88
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF		0.150.401.060.140.47
GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF		-0.27-0.150.98-0.23-0.52
DIVO
Amplify CWP Enhanced Dividend Income ETF		0.831.231.180.943.53
PUTW
WisdomTree CBOE S&P 500 PutWrite Strategy Fund		0.440.681.120.461.70
SVOL
Simplify Volatility Premium ETF		-0.020.241.04-0.02-0.08
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF		0.300.361.050.150.43
KMLM
KFA Mount Lucas Index Strategy ETF		-0.95-1.250.86-0.33-1.38
CTA
Simplify Managed Futures Strategy ETF		0.200.661.070.541.01
DBMF
iM DBi Managed Futures Strategy ETF		-1.08-1.170.85-0.56-0.93
PFIX
Simplify Interest Rate Hedge ETF		0.711.381.150.792.68
ULTY
YieldMax Ultra Option Income Strategy ETF		0.120.401.050.160.42
RFIX
Simplify Bond Bull ETF		—————
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund		1.522.261.312.6610.62

There isn't enough data available to calculate the Sharpe ratio for HY. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

HY provided a 18.23% dividend yield over the last twelve months.

TTM202420232022202120202019201820172016
Portfolio18.23%15.28%8.41%3.80%1.35%0.53%1.13%0.87%0.55%0.16%
Portfolio components:
SPYI
NEOS S&P 500 High Income ETF		12.39%12.04%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%
QQQI
NEOS Nasdaq 100 High Income ETF		14.34%12.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YMAX
YieldMax Universe Fund of Option Income ETFs		59.00%44.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFY
Kurv Yield Premium Strategy Microsoft ETF		15.49%14.35%1.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLP
Kurv Yield Premium Strategy Netflix ETF		20.25%19.87%3.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLP
Kurv Yield Premium Strategy Tesla ETF		40.71%21.83%4.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF		23.28%15.15%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPY
Kurv Yield Premium Strategy Apple (AAPL) ETF		22.17%17.15%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOP
Kurv Yield Premium Strategy Google (GOOGL) ETF		18.52%13.73%2.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF		4.70%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%
PUTW
WisdomTree CBOE S&P 500 PutWrite Strategy Fund		12.48%11.99%8.94%3.27%0.00%1.43%1.47%6.46%3.52%2.27%
SVOL
Simplify Volatility Premium ETF		17.39%16.79%16.37%18.32%4.65%0.00%0.00%0.00%0.00%0.00%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF		16.29%14.47%19.59%8.71%0.00%0.00%0.00%0.00%0.00%0.00%
KMLM
KFA Mount Lucas Index Strategy ETF		0.87%0.82%0.00%8.12%6.94%0.00%0.00%0.00%0.00%0.00%
CTA
Simplify Managed Futures Strategy ETF		4.74%4.80%7.78%6.58%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iM DBi Managed Futures Strategy ETF		6.03%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%
PFIX
Simplify Interest Rate Hedge ETF		3.17%3.40%80.99%0.63%0.00%0.00%0.00%0.00%0.00%0.00%
ULTY
YieldMax Ultra Option Income Strategy ETF		140.66%111.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RFIX
Simplify Bond Bull ETF		0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund		5.84%7.14%2.22%0.81%0.00%0.00%0.00%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 HY. 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 HY was 15.42%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current HY drawdown is 2.33%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.42%Feb 20, 202534Apr 8, 2025———
-2.93%Dec 17, 202418Jan 14, 20255Jan 22, 202523
-1.19%Jan 24, 20252Jan 27, 202513Feb 13, 202515
-0.35%Dec 12, 20241Dec 12, 20242Dec 16, 20243
-0.12%Feb 14, 20251Feb 14, 20251Feb 18, 20252

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 20 assets, with an effective number of assets of 14.71, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCCTAKMLMPFIXRFIXTLTWDBMFGDEAAPYNFLPDIVOTSLPGOOPMSFYAMZPPUTWULTYYMAXSVOLSPYIQQQIPortfolio
^GSPC1.00-0.04-0.04-0.00-0.010.150.280.590.640.620.820.710.750.760.780.840.820.870.940.990.960.97
CTA-0.041.000.12-0.070.140.130.190.20-0.010.04-0.110.01-0.060.00-0.07-0.05-0.020.010.01-0.06-0.030.05
KMLM-0.040.121.000.31-0.28-0.270.270.12-0.030.02-0.010.06-0.030.10-0.01-0.10-0.02-0.01-0.08-0.05-0.000.02
PFIX-0.00-0.070.311.00-0.85-0.830.14-0.02-0.050.08-0.090.120.120.120.100.090.130.11-0.10-0.010.050.03
RFIX-0.010.14-0.28-0.851.000.84-0.140.030.02-0.040.12-0.11-0.16-0.16-0.10-0.09-0.18-0.150.07-0.00-0.08-0.04
TLTW0.150.13-0.27-0.830.841.00-0.030.130.160.090.250.020.000.010.050.030.010.020.250.170.090.13
DBMF0.280.190.270.14-0.14-0.031.000.530.140.330.210.250.210.290.230.260.260.320.210.260.280.33
GDE0.590.200.12-0.020.030.130.531.000.310.530.490.390.450.470.410.500.450.520.540.580.550.62
AAPY0.64-0.01-0.03-0.050.020.160.140.311.000.360.550.550.530.560.490.540.480.590.680.660.650.67
NFLP0.620.040.020.08-0.040.090.330.530.361.000.460.530.450.550.560.620.660.620.580.610.650.67
DIVO0.82-0.11-0.01-0.090.120.250.210.490.550.461.000.510.500.510.580.640.590.590.800.830.710.75
TSLP0.710.010.060.12-0.110.020.250.390.550.530.511.000.680.660.680.610.730.740.650.700.760.79
GOOP0.75-0.06-0.030.12-0.160.000.210.450.530.450.500.681.000.730.730.630.740.760.680.740.810.79
MSFY0.760.000.100.12-0.160.010.290.470.560.550.510.660.731.000.750.630.690.750.680.740.810.79
AMZP0.78-0.07-0.010.10-0.100.050.230.410.490.560.580.680.730.751.000.640.780.780.690.760.810.80
PUTW0.84-0.05-0.100.09-0.090.030.260.500.540.620.640.610.630.630.641.000.740.750.760.830.830.82
ULTY0.82-0.02-0.020.13-0.180.010.260.450.480.660.590.730.740.690.780.741.000.930.790.810.870.86
YMAX0.870.01-0.010.11-0.150.020.320.520.590.620.590.740.760.750.780.750.931.000.840.860.920.91
SVOL0.940.01-0.08-0.100.070.250.210.540.680.580.800.650.680.680.690.760.790.841.000.940.900.93
SPYI0.99-0.06-0.05-0.01-0.000.170.260.580.660.610.830.700.740.740.760.830.810.860.941.000.950.96
QQQI0.96-0.03-0.000.05-0.080.090.280.550.650.650.710.760.810.810.810.830.870.920.900.951.000.97
Portfolio0.970.050.020.03-0.040.130.330.620.670.670.750.790.790.790.800.820.860.910.930.960.971.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2024