Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimized FL w/o vol., 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.
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The earliest data available for this chart is Jun 24, 2024, corresponding to the inception date of TIME
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Optimized FL w/o vol. | 0.03% | -0.11% | 0.53% | 1.54% | 5.19% | — | — | — |
| Portfolio components: | ||||||||
CDX Simplify High Yield PLUS Credit Hedge ETF | -0.28% | -2.09% | -2.06% | -2.45% | 0.95% | 7.78% | — | — |
OXLC Oxford Lane Capital Corp. | -1.30% | 25.24% | -24.57% | -29.59% | -41.47% | -8.19% | -3.50% | 4.37% |
KBWD Invesco KBW High Dividend Yield Financial ETF | 1.25% | -2.85% | -4.23% | -0.72% | 2.59% | 7.82% | 2.04% | 5.38% |
SVOL Simplify Volatility Premium ETF | 0.58% | -3.74% | -7.08% | -4.61% | 10.50% | 6.15% | — | — |
EIC Eagle Point Income Company Inc. | -0.84% | -2.75% | -14.13% | -23.07% | -26.60% | 0.68% | 3.00% | — |
SRLN SPDR Blackstone Senior Loan ETF | 0.15% | 0.70% | -1.24% | 0.42% | 6.75% | 7.52% | 4.53% | 4.54% |
HYMB SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF | 0.16% | -0.80% | 0.99% | 2.35% | 2.69% | 4.39% | 0.52% | 2.50% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 0.20% | -0.19% | 0.18% | 1.33% | 7.88% | 7.98% | 4.80% | 5.89% |
OXLCP Oxford Lane Capital Corp. | 0.24% | 1.26% | 2.63% | 4.45% | 9.35% | 9.74% | 7.11% | — |
OXLCN Oxford Lane Capital Corp. 7.125% Series 2029 Term Preferred Stock | 0.00% | 0.08% | 1.84% | 3.31% | 8.89% | 10.12% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 25, 2024, Optimized FL w/o vol.'s average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 years.
Historically, 96% of months were positive and 4% were negative. The best month was Jul 2024 with a return of +1.2%, while the worst month was Mar 2026 at -0.3%. The longest winning streak lasted 21 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Optimized FL w/o vol. closed higher 63% of trading days. The best single day was Apr 9, 2025 with a return of +0.8%, while the worst single day was Apr 4, 2025 at -0.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.59% | 0.05% | -0.26% | 0.16% | 0.53% | ||||||||
| 2025 | 0.82% | 0.34% | 0.10% | 0.51% | 0.82% | 0.56% | 0.35% | 0.84% | 0.23% | 0.05% | 0.46% | 0.55% | 5.78% |
| 2024 | 0.03% | 1.15% | 0.74% | 0.95% | 0.47% | 0.53% | 0.15% | 4.09% |
Benchmark Metrics
Optimized FL w/o vol. has an annualized alpha of 5.14%, beta of 0.06, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since June 25, 2024.
- This portfolio captured 19.98% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -12.40%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.06 may look defensive, but with R² of 0.46 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.46 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.14%
- Beta
- 0.06
- R²
- 0.46
- Upside Capture
- 19.98%
- Downside Capture
- -12.40%
Expense Ratio
Optimized FL w/o vol. has an expense ratio of 0.42%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
Optimized FL w/o vol. ranks 96 for risk / return — in the top 96% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.83 | 0.88 | +1.95 |
Sortino ratioReturn per unit of downside risk | 4.28 | 1.37 | +2.92 |
Omega ratioGain probability vs. loss probability | 1.73 | 1.21 | +0.53 |
Calmar ratioReturn relative to maximum drawdown | 3.66 | 1.39 | +2.27 |
Martin ratioReturn relative to average drawdown | 22.97 | 6.43 | +16.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | |
|---|---|---|---|---|---|---|
CDX Simplify High Yield PLUS Credit Hedge ETF | 10 | -0.05 | 0.04 | 1.01 | 0.05 | 0.08 |
OXLC Oxford Lane Capital Corp. | 6 | -1.21 | -1.72 | 0.77 | -0.75 | -1.45 |
KBWD Invesco KBW High Dividend Yield Financial ETF | 10 | -0.02 | 0.11 | 1.01 | -0.04 | -0.11 |
SVOL Simplify Volatility Premium ETF | 14 | 0.06 | 0.40 | 1.06 | 0.16 | 0.51 |
EIC Eagle Point Income Company Inc. | 4 | -1.11 | -1.44 | 0.80 | -0.92 | -1.87 |
SRLN SPDR Blackstone Senior Loan ETF | 66 | 1.33 | 1.94 | 1.35 | 1.74 | 6.10 |
HYMB SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF | 22 | 0.52 | 0.64 | 1.12 | 0.60 | 1.48 |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 70 | 1.28 | 1.89 | 1.32 | 1.78 | 10.12 |
OXLCP Oxford Lane Capital Corp. | 92 | 2.04 | 2.93 | 1.40 | 6.29 | 23.66 |
OXLCN Oxford Lane Capital Corp. 7.125% Series 2029 Term Preferred Stock | 84 | 1.42 | 2.03 | 1.30 | 3.94 | 12.91 |
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Dividends
Dividend yield
Optimized FL w/o vol. provided a 5.84% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.84% | 5.82% | 6.45% | 8.23% | 5.24% | 2.08% | 2.05% | 2.00% | 1.84% | 1.24% | 1.08% | 0.94% |
| Portfolio components: | ||||||||||||
CDX Simplify High Yield PLUS Credit Hedge ETF | 8.42% | 7.18% | 12.60% | 5.26% | 7.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OXLC Oxford Lane Capital Corp. | 51.72% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
KBWD Invesco KBW High Dividend Yield Financial ETF | 13.93% | 12.83% | 12.45% | 11.45% | 11.32% | 7.26% | 9.68% | 8.63% | 9.47% | 8.77% | 8.68% | 8.89% |
SVOL Simplify Volatility Premium ETF | 22.93% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EIC Eagle Point Income Company Inc. | 18.02% | 17.35% | 15.44% | 13.59% | 11.03% | 7.78% | 10.39% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% |
SRLN SPDR Blackstone Senior Loan ETF | 7.69% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
HYMB SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF | 4.59% | 4.55% | 4.29% | 4.07% | 3.77% | 3.19% | 3.55% | 3.95% | 4.03% | 3.78% | 4.08% | 4.54% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 7.12% | 7.12% | 7.47% | 7.20% | 5.85% | 4.21% | 5.34% | 5.64% | 5.69% | 5.64% | 5.65% | 5.81% |
OXLCP Oxford Lane Capital Corp. | 6.29% | 6.35% | 6.49% | 6.82% | 6.89% | 6.18% | 6.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OXLCN Oxford Lane Capital Corp. 7.125% Series 2029 Term Preferred Stock | 7.33% | 7.33% | 7.34% | 7.68% | 4.21% | 0.00% | 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 Optimized FL w/o vol.. 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 Optimized FL w/o vol. was 1.35%, occurring on Apr 7, 2025. Recovery took 10 trading sessions.
The current Optimized FL w/o vol. drawdown is 0.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -1.35% | Mar 26, 2025 | 9 | Apr 7, 2025 | 10 | Apr 22, 2025 | 19 |
| -0.68% | Feb 11, 2026 | 29 | Mar 24, 2026 | — | — | — |
| -0.46% | Dec 17, 2024 | 3 | Dec 19, 2024 | 9 | Jan 3, 2025 | 12 |
| -0.4% | Aug 1, 2024 | 3 | Aug 5, 2024 | 3 | Aug 8, 2024 | 6 |
| -0.35% | Jul 24, 2025 | 6 | Jul 31, 2025 | 8 | Aug 12, 2025 | 14 |
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 105 assets, with an effective number of assets of 30.45, 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.