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PII
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CONY 17%MSTY 5%NVDY 4%QQQI 24%SPYI 22%FEPI 12%SVOL 16%AlternativesAlternativesEquityEquityVolatilityVolatility
PositionCategory/SectorWeight
CONY
YieldMax COIN Option Income Strategy ETF
Derivative Income
17%
FEPI
REX FANG & Innovation Equity Premium Income ETF
Technology Equities
12%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
Derivative Income
5%
NVDY
YieldMax NVDA Option Income Strategy ETF
Options Trading
4%
QQQI
NEOS Nasdaq 100 High Income ETF
Dividend, Options Trading
24%
SPYI
NEOS S&P 500 High Income ETF
Large Cap Blend Equities, Dividend
22%
SVOL
Simplify Volatility Premium ETF
Volatility, Actively Managed
16%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PII, 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


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
1.83%
8.95%
PII
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 22, 2024, corresponding to the inception date of MSTY

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.55%1.45%8.95%31.70%13.79%11.17%
PIIN/A-1.64%1.83%N/AN/AN/A
CONY
YieldMax COIN Option Income Strategy ETF
-7.15%-14.67%-24.01%70.47%N/AN/A
FEPI
REX FANG & Innovation Equity Premium Income ETF
9.92%0.71%2.81%N/AN/AN/A
MSTY
YieldMax™ MSTR Option Income Strategy ETF
N/A1.78%2.12%N/AN/AN/A
NVDY
YieldMax NVDA Option Income Strategy ETF
85.12%-4.84%15.76%118.39%N/AN/A
QQQI
NEOS Nasdaq 100 High Income ETF
N/A0.61%6.81%N/AN/AN/A
SPYI
NEOS S&P 500 High Income ETF
15.57%1.62%7.63%21.16%N/AN/A
SVOL
Simplify Volatility Premium ETF
9.46%1.26%6.06%14.80%N/AN/A

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.10%11.08%-6.49%6.66%1.81%-0.11%-1.60%14.08%

Expense Ratio

PII features an expense ratio of 0.73%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for CONY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for MSTY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for NVDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for QQQI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for SPYI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FEPI: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

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.


PII
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CONY
YieldMax COIN Option Income Strategy ETF
1.201.771.211.744.79
FEPI
REX FANG & Innovation Equity Premium Income ETF
MSTY
YieldMax™ MSTR Option Income Strategy ETF
NVDY
YieldMax NVDA Option Income Strategy ETF
2.683.151.455.3317.50
QQQI
NEOS Nasdaq 100 High Income ETF
SPYI
NEOS S&P 500 High Income ETF
2.012.681.412.5713.29
SVOL
Simplify Volatility Premium ETF
1.181.571.291.289.24

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for PII. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Chart placeholderNot enough data

Dividends

Dividend yield

PII granted a 43.12% dividend yield in the last twelve months.


TTM202320222021
PII43.12%9.45%3.82%0.74%
CONY
YieldMax COIN Option Income Strategy ETF
158.50%16.43%0.00%0.00%
FEPI
REX FANG & Innovation Equity Premium Income ETF
22.34%4.21%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
69.34%0.00%0.00%0.00%
NVDY
YieldMax NVDA Option Income Strategy ETF
77.60%22.32%0.00%0.00%
QQQI
NEOS Nasdaq 100 High Income ETF
8.34%0.00%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF
10.66%12.01%4.10%0.00%
SVOL
Simplify Volatility Premium ETF
16.09%16.36%18.21%4.65%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-5.07%
-0.19%
PII
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PII. 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 PII was 12.49%, occurring on Aug 7, 2024. The portfolio has not yet recovered.

The current PII drawdown is 5.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.49%Jul 17, 202416Aug 7, 2024
-8.06%Apr 1, 202415Apr 19, 202421May 20, 202436
-3.18%Jun 13, 20247Jun 24, 202411Jul 10, 202418
-2.39%Mar 14, 20244Mar 19, 20241Mar 20, 20245
-2.26%Mar 5, 20241Mar 5, 20241Mar 6, 20242

Volatility

Volatility Chart

The current PII volatility is 6.35%, 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.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
6.35%
4.31%
PII
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MSTYCONYNVDYSVOLFEPISPYIQQQI
MSTY1.000.730.370.370.410.420.42
CONY0.731.000.480.410.480.500.51
NVDY0.370.481.000.470.690.620.70
SVOL0.370.410.471.000.680.730.71
FEPI0.410.480.690.681.000.880.92
SPYI0.420.500.620.730.881.000.96
QQQI0.420.510.700.710.920.961.00
The correlation results are calculated based on daily price changes starting from Feb 23, 2024