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PII dez 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

PII dez 2024

Last updated Apr 21, 2025

for fun similiar my portfolio

Asset Allocation

QQQY 8.04%MSTY 7.96%IWMY 4.67%NVDY 4.48%CONY 4.13%AMZY 3.62%MRNY 3.07%QDTE 15.88%YMAX 10.2%WDTE.DE 9.15%ULTY 3.03%USOI 5%SVOL 20.28%AlternativesAlternativesEquityEquityMulti-AssetMulti-AssetVolatilityVolatility
PositionCategory/SectorTarget Weight
AMZY
YieldMax AMZN Option Income Strategy ETF		Options Trading
3.62%
CONY
YieldMax COIN Option Income Strategy ETF		Derivative Income
4.13%
IWMY
Defiance R2000 Enhanced Options & 0DTE Income ETF		Options Trading
4.67%
MRNY
YieldMax MRNA Option Income Strategy ETF		Derivative Income, Dividend, Actively Managed
3.07%
MSTY
YieldMax™ MSTR Option Income Strategy ETF		Derivative Income
7.96%
NVDY
YieldMax NVDA Option Income Strategy ETF		Options Trading
4.48%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		Large Cap Blend Equities
15.88%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		Options Trading, Dividend
8.04%
SOXS
Direxion Daily Semiconductor Bear 3x Shares		Leveraged Equities, Leveraged
0.19%
SVOL
Simplify Volatility Premium ETF		Volatility, Actively Managed
20.28%
ULTY
YieldMax Ultra Option Income Strategy ETF		Derivative Income
3.03%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		Commodities
5%
UVXY
ProShares Ultra VIX Short-Term Futures ETF		Leveraged, Volatility
0.30%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc		Technology Equities
9.15%
YMAX
YieldMax Universe Fund of Option Income ETFs		Large Cap Blend Equities
10.20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PII dez 2024, 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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
-0.03%
2.43%
PII dez 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 7, 2024, corresponding to the inception date of QDTE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.79%-9.92%6.35%14.12%9.63%
PII dez 2024-13.72%-8.74%-10.17%3.67%N/AN/A
Portfolio components:
SVOL
Simplify Volatility Premium ETF		-21.99%-16.18%-22.86%-16.60%N/AN/A
MSTY
YieldMax™ MSTR Option Income Strategy ETF		8.02%5.11%32.08%109.27%N/AN/A
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		-16.16%-13.04%-14.45%4.32%N/AN/A
YMAX
YieldMax Universe Fund of Option Income ETFs		-13.09%-7.29%-6.12%3.70%N/AN/A
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc		-16.86%-8.73%-16.76%3.32%N/AN/A
NVDY
YieldMax NVDA Option Income Strategy ETF		-25.44%-14.39%-25.87%17.93%N/AN/A
IWMY
Defiance R2000 Enhanced Options & 0DTE Income ETF		-8.96%-8.63%-12.11%-0.78%N/AN/A
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		-9.47%-5.49%-2.26%-10.43%2.57%N/A
AMZY
YieldMax AMZN Option Income Strategy ETF		-14.44%-8.84%-5.48%0.78%N/AN/A
ULTY
YieldMax Ultra Option Income Strategy ETF		-16.79%-9.22%-13.27%-1.56%N/AN/A
CONY
YieldMax COIN Option Income Strategy ETF		-27.04%-9.39%-19.20%-17.80%N/AN/A
SOXS
Direxion Daily Semiconductor Bear 3x Shares		17.91%6.36%32.77%-40.51%-71.59%-65.29%
UVXY
ProShares Ultra VIX Short-Term Futures ETF		71.14%64.47%36.54%-12.49%-73.94%-64.23%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		-12.70%-9.64%-14.24%-3.30%N/AN/A
MRNY
YieldMax MRNA Option Income Strategy ETF		-39.99%-20.17%-50.97%-77.14%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of PII dez 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.96%-6.28%-5.53%-5.35%-13.72%
20244.53%-6.44%6.41%2.58%0.52%-2.64%2.53%2.86%9.99%-4.39%15.87%

Expense Ratio

PII dez 2024 has an expense ratio of 0.84%, 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
Expense ratio chart for YMAX: current value is 1.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YMAX: 1.28%
ULTY
YieldMax Ultra Option Income Strategy ETF
Expense ratio chart for ULTY: current value is 1.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ULTY: 1.14%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
Expense ratio chart for SOXS: current value is 1.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXS: 1.08%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
Expense ratio chart for MSTY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSTY: 0.99%
NVDY
YieldMax NVDA Option Income Strategy ETF
Expense ratio chart for NVDY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NVDY: 0.99%
IWMY
Defiance R2000 Enhanced Options & 0DTE Income ETF
Expense ratio chart for IWMY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWMY: 0.99%
AMZY
YieldMax AMZN Option Income Strategy ETF
Expense ratio chart for AMZY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMZY: 0.99%
CONY
YieldMax COIN Option Income Strategy ETF
Expense ratio chart for CONY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CONY: 0.99%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
Expense ratio chart for QQQY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQY: 0.99%
MRNY
YieldMax MRNA Option Income Strategy ETF
Expense ratio chart for MRNY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MRNY: 0.99%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF
Expense ratio chart for QDTE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QDTE: 0.95%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Expense ratio chart for UVXY: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UVXY: 0.95%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
Expense ratio chart for USOI: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USOI: 0.85%
SVOL
Simplify Volatility Premium ETF
Expense ratio chart for SVOL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SVOL: 0.50%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
Expense ratio chart for WDTE.DE: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WDTE.DE: 0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PII dez 2024 is 6, meaning it’s performing worse than 94% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of PII dez 2024 is 66
Overall Rank
The Sharpe Ratio Rank of PII dez 2024 is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of PII dez 2024 is 66
Sortino Ratio Rank
The Omega Ratio Rank of PII dez 2024 is 66
Omega Ratio Rank
The Calmar Ratio Rank of PII dez 2024 is 66
Calmar Ratio Rank
The Martin Ratio Rank of PII dez 2024 is 77
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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at -0.01, compared to the broader market-4.00-2.000.002.00
Portfolio: -0.01
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 0.16, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.16
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.02, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.02
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at -0.01, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: -0.01
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at -0.05, compared to the broader market0.005.0010.0015.0020.00
Portfolio: -0.05
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SVOL
Simplify Volatility Premium ETF		-0.60-0.740.87-0.56-2.80
MSTY
YieldMax™ MSTR Option Income Strategy ETF		1.191.881.242.255.51
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		0.070.231.030.070.27
YMAX
YieldMax Universe Fund of Option Income ETFs		-0.020.141.02-0.02-0.08
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc		0.010.191.020.010.03
NVDY
YieldMax NVDA Option Income Strategy ETF		0.140.511.070.200.57
IWMY
Defiance R2000 Enhanced Options & 0DTE Income ETF		-0.14-0.070.99-0.13-0.52
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		-0.54-0.600.92-0.63-1.73
AMZY
YieldMax AMZN Option Income Strategy ETF		-0.090.051.01-0.10-0.30
ULTY
YieldMax Ultra Option Income Strategy ETF		-0.25-0.150.98-0.29-0.84
CONY
YieldMax COIN Option Income Strategy ETF		-0.40-0.200.98-0.52-1.19
SOXS
Direxion Daily Semiconductor Bear 3x Shares		-0.170.741.10-0.35-0.52
UVXY
ProShares Ultra VIX Short-Term Futures ETF		0.061.271.160.120.16
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		-0.33-0.290.96-0.30-1.03
MRNY
YieldMax MRNA Option Income Strategy ETF		-1.42-2.860.63-0.97-1.38

The current PII dez 2024 Sharpe ratio is -0.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.21 to 0.78, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of PII dez 2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.80Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13
-0.01
0.24
PII dez 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PII dez 2024 provided a 71.84% dividend yield over the last twelve months.

TTM20242023202220212020201920182017
Portfolio71.84%54.94%8.95%5.86%1.97%3.41%0.86%0.66%0.32%
Portfolio components:
SVOL
Simplify Volatility Premium ETF		21.81%16.79%16.37%18.32%4.65%0.00%0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF		143.17%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDTE
Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF		51.29%32.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YMAX
YieldMax Universe Fund of Option Income ETFs		65.81%44.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDY
YieldMax NVDA Option Income Strategy ETF		115.33%83.65%22.32%0.00%0.00%0.00%0.00%0.00%0.00%
IWMY
Defiance R2000 Enhanced Options & 0DTE Income ETF		112.43%107.92%11.34%0.00%0.00%0.00%0.00%0.00%0.00%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN		22.04%21.55%26.72%42.78%20.48%67.99%17.11%13.08%6.31%
AMZY
YieldMax AMZN Option Income Strategy ETF		58.56%47.91%9.90%0.00%0.00%0.00%0.00%0.00%0.00%
ULTY
YieldMax Ultra Option Income Strategy ETF		171.73%111.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CONY
YieldMax COIN Option Income Strategy ETF		205.07%155.65%16.44%0.00%0.00%0.00%0.00%0.00%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares		3.79%5.43%9.21%0.19%0.00%3.55%2.32%0.76%0.00%
UVXY
ProShares Ultra VIX Short-Term Futures ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		93.34%83.34%20.64%0.00%0.00%0.00%0.00%0.00%0.00%
MRNY
YieldMax MRNA Option Income Strategy ETF		206.54%178.49%1.75%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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.03%
-14.02%
PII dez 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PII dez 2024. 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 dez 2024 was 26.48%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current PII dez 2024 drawdown is 21.12%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.48%Dec 17, 202479Apr 8, 2025———
-12.1%Jul 17, 202414Aug 5, 202450Oct 14, 202464
-8.01%Mar 28, 202416Apr 19, 202421May 20, 202437
-3.07%Nov 21, 20244Nov 26, 20246Dec 4, 202410
-2.92%Oct 30, 20244Nov 4, 20242Nov 6, 20246

Volatility

Volatility Chart

The current PII dez 2024 volatility is 15.44%, 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.

0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.44%
13.60%
PII dez 2024
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.
USOIMRNYWDTE.DEMSTYAMZYNVDYCONYIWMYUVXYSVOLSOXSULTYQQQYQDTEYMAX
USOI1.000.020.070.120.110.130.100.12-0.130.09-0.090.110.130.100.13
MRNY0.021.000.100.170.290.210.270.41-0.330.34-0.370.390.330.330.45
WDTE.DE0.070.101.000.230.410.500.320.30-0.380.40-0.510.400.520.570.45
MSTY0.120.170.231.000.340.350.700.47-0.360.41-0.410.630.400.450.65
AMZY0.110.290.410.341.000.480.450.48-0.570.56-0.510.560.630.690.63
NVDY0.130.210.500.350.481.000.440.42-0.520.53-0.740.570.710.720.63
CONY0.100.270.320.700.450.441.000.57-0.480.54-0.510.710.540.570.77
IWMY0.120.410.300.470.480.420.571.00-0.670.67-0.610.700.660.620.72
UVXY-0.13-0.33-0.38-0.36-0.57-0.52-0.48-0.671.00-0.870.64-0.62-0.74-0.73-0.68
SVOL0.090.340.400.410.560.530.540.67-0.871.00-0.640.640.780.760.73
SOXS-0.09-0.37-0.51-0.41-0.51-0.74-0.51-0.610.64-0.641.00-0.66-0.82-0.85-0.73
ULTY0.110.390.400.630.560.570.710.70-0.620.64-0.661.000.690.710.83
QQQY0.130.330.520.400.630.710.540.66-0.740.78-0.820.691.000.920.81
QDTE0.100.330.570.450.690.720.570.62-0.730.76-0.850.710.921.000.83
YMAX0.130.450.450.650.630.630.770.72-0.680.73-0.730.830.810.831.00
The correlation results are calculated based on daily price changes starting from Mar 8, 2024
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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