Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TLTW iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | Derivative Income | 16.67% |
IAUI NEOS Gold High Income ETF | Derivative Income, Gold, Precious Metals | 16.67% |
NIHI NEOS MSCI EAFE High Income ETF | Derivative Income | 16.67% |
IYRI NEOS Real Estate High Income ETF | Derivative Income | 16.67% |
IWMI NEOS Russell 2000 High Income ETF | Derivative Income | 16.67% |
SVOL Simplify Volatility Premium ETF | Volatility | 16.67% |
Find the right asset allocation for 2026-02-02 Defense 01
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2026-02-02 Defense 01, 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.
Loading charts...
Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2026-02-02 Defense 01 | 0.55% | 1.64% | 4.61% | 4.95% | — | — | — | — |
| Portfolio components: | ||||||||
IAUI NEOS Gold High Income ETF | 0.16% | -6.44% | -3.41% | -3.06% | 14.46% | — | — | — |
IWMI NEOS Russell 2000 High Income ETF | 0.76% | 4.52% | 15.10% | 13.17% | 36.11% | — | — | — |
IYRI NEOS Real Estate High Income ETF | 0.85% | 4.13% | 7.64% | 7.44% | 10.98% | — | — | — |
NIHI NEOS MSCI EAFE High Income ETF | 0.43% | 2.68% | 6.42% | 7.84% | — | — | — | — |
SVOL Simplify Volatility Premium ETF | 1.14% | 1.70% | -0.84% | 0.96% | 14.90% | 5.92% | 6.22% | — |
TLTW iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | -0.14% | 2.84% | 1.90% | 2.26% | 9.45% | 1.13% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 17, 2025, 2026-02-02 Defense 01's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.
Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +4.1%, while the worst month was Mar 2026 at -6.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 1 months.
On a daily basis, 2026-02-02 Defense 01 closed higher 58% of trading days. The best single day was Mar 31, 2026 with a return of +2.3%, while the worst single day was Mar 20, 2026 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.14% | 2.96% | -6.13% | 4.13% | 1.28% | -0.50% | 4.61% | ||||||
| 2025 | 0.95% | 1.87% | 1.04% | 0.57% | 4.49% |
Benchmark Metrics
2026-02-02 Defense 01 has an annualized alpha of 1.31%, beta of 0.67, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since September 17, 2025.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (56.77%) than losses (44.11%) - typical of diversified or defensive assets.
- Beta of 0.67 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.31%
- Beta
- 0.67
- R²
- 0.70
- Upside Capture
- 56.77%
- Downside Capture
- 44.11%
Expense Ratio
2026-02-02 Defense 01 has an expense ratio of 0.61%, 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.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026-02-02 Defense 01 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.86 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.53 | — |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.53 | — |
| Martin ratioReturn relative to average drawdown | — | 11.37 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
IAUI NEOS Gold High Income ETF | 22 | 0.74 | 1.08 | 1.16 | 0.76 | 2.45 |
IWMI NEOS Russell 2000 High Income ETF | 81 | 2.26 | 3.11 | 1.39 | 4.12 | 16.99 |
IYRI NEOS Real Estate High Income ETF | 30 | 0.99 | 1.41 | 1.18 | 1.38 | 4.98 |
NIHI NEOS MSCI EAFE High Income ETF | — | — | — | — | — | — |
SVOL Simplify Volatility Premium ETF | 19 | 0.50 | 0.83 | 1.11 | 0.80 | 1.90 |
TLTW iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 34 | 1.18 | 1.71 | 1.21 | 1.52 | 4.41 |
Loading charts...
Dividends
Dividend yield
2026-02-02 Defense 01 provided a 13.20% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Portfolio | 13.20% | 11.79% | 6.67% | 5.99% | 4.51% | 0.78% |
| Portfolio components: | ||||||
IAUI NEOS Gold High Income ETF | 13.32% | 6.88% | 0.00% | 0.00% | 0.00% | 0.00% |
IWMI NEOS Russell 2000 High Income ETF | 13.32% | 14.05% | 8.78% | 0.00% | 0.00% | 0.00% |
IYRI NEOS Real Estate High Income ETF | 10.90% | 11.72% | 0.00% | 0.00% | 0.00% | 0.00% |
NIHI NEOS MSCI EAFE High Income ETF | 7.79% | 3.44% | 0.00% | 0.00% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 22.19% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
TLTW iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 11.68% | 14.82% | 14.47% | 19.59% | 8.71% | 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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the 2026-02-02 Defense 01. 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 2026-02-02 Defense 01 was 8.40%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current 2026-02-02 Defense 01 drawdown is 1.64%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -8.40%Mar 2026 | 1mo 1d | — | 3mo 18dFeb 2026 - now |
2025 pullback2025 | -3.46%Nov 2025 | 23d | 6d | 29dOct 2025 - Nov 2025 |
2026 pullback2026 | -2.02%Feb 2026 | 6d | 4d | 10dJan 2026 - Feb 2026 |
2025 pullback2025 | -1.69%Oct 2025 | 1d | 5d | 6dOct 2025 - Oct 2025 |
2025 pullback2025 | -1.19%Dec 2025 | 2d | 6d | 8dDec 2025 - Jan 2026 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.41 |
The portfolio has a diversification ratio of 1.41, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2026-02-02 Defense 01 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 17, 2025 | 0.81 |
Benchmark Correlations
Correlation vs. S&P 500 Index. IWMI has the highest benchmark correlation at 0.83, while TLTW has the lowest at 0.29.
Asset Correlations Table
Find what 2026-02-02 Defense 01 is missing
See which holdings overlap, where 2026-02-02 Defense 01 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification