PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Neos Enhanced Income Cash Alternative ETF (CSHI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78433H5019

Issuer

Neos

Inception Date

Aug 29, 2022

Region

North America (U.S.)

Leveraged

1x

Index Tracked

NONE

Asset Class

Bond

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CSHI vs. BUCK CSHI vs. PULT CSHI vs. THTA CSHI vs. BOXX CSHI vs. PULS CSHI vs. HIGH CSHI vs. VMFXX CSHI vs. SPYI CSHI vs. XYLD CSHI vs. HYGV
Popular comparisons:
CSHI vs. BUCK CSHI vs. PULT CSHI vs. THTA CSHI vs. BOXX CSHI vs. PULS CSHI vs. HIGH CSHI vs. VMFXX CSHI vs. SPYI CSHI vs. XYLD CSHI vs. HYGV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Neos Enhanced Income Cash Alternative ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.45%
12.53%
CSHI (Neos Enhanced Income Cash Alternative ETF)
Benchmark (^GSPC)

Returns By Period

Neos Enhanced Income Cash Alternative ETF had a return of 4.65% year-to-date (YTD) and 5.18% in the last 12 months.


CSHI

YTD

4.65%

1M

0.04%

6M

2.46%

1Y

5.18%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.48%0.37%0.40%0.48%0.48%0.38%0.48%0.55%0.46%0.50%4.65%
20230.68%0.37%0.68%0.44%0.48%0.53%0.38%0.46%0.41%0.61%0.55%0.43%6.21%
20220.03%0.09%0.65%0.36%0.32%1.46%

Expense Ratio

CSHI features an expense ratio of 0.38%, falling within the medium range.


Expense ratio chart for CSHI: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CSHI is 98, placing it in the top 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CSHI is 9898
Combined Rank
The Sharpe Ratio Rank of CSHI is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CSHI is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CSHI is 9999
Omega Ratio Rank
The Calmar Ratio Rank of CSHI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CSHI is 9999
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

The charts below present risk-adjusted performance metrics for Neos Enhanced Income Cash Alternative ETF (CSHI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CSHI, currently valued at 4.70, compared to the broader market0.002.004.004.702.53
The chart of Sortino ratio for CSHI, currently valued at 6.80, compared to the broader market-2.000.002.004.006.008.0010.0012.006.803.39
The chart of Omega ratio for CSHI, currently valued at 2.56, compared to the broader market0.501.001.502.002.503.002.561.47
The chart of Calmar ratio for CSHI, currently valued at 10.80, compared to the broader market0.005.0010.0015.0020.0010.803.65
The chart of Martin ratio for CSHI, currently valued at 81.19, compared to the broader market0.0020.0040.0060.0080.00100.0081.1916.21
CSHI
^GSPC

The current Neos Enhanced Income Cash Alternative ETF Sharpe ratio is 4.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Neos Enhanced Income Cash Alternative ETF 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 Ratio1.002.003.004.005.006.007.008.00JuneJulyAugustSeptemberOctoberNovember
4.70
2.53
CSHI (Neos Enhanced Income Cash Alternative ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Neos Enhanced Income Cash Alternative ETF provided a 5.31% dividend yield over the last twelve months, with an annual payout of $2.64 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$2.64$3.07$0.76

Dividend yield

5.31%6.15%1.52%

Monthly Dividends

The table displays the monthly dividend distributions for Neos Enhanced Income Cash Alternative ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.25$0.25$0.25$0.25$0.23$0.23$0.23$0.24$0.23$0.23$0.00$2.39
2023$0.23$0.24$0.25$0.26$0.27$0.27$0.27$0.28$0.26$0.26$0.26$0.25$3.07
2022$0.16$0.19$0.20$0.21$0.76

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.42%
-0.53%
CSHI (Neos Enhanced Income Cash Alternative ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Neos Enhanced Income Cash Alternative ETF. 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 Neos Enhanced Income Cash Alternative ETF was 0.48%, occurring on Nov 20, 2024. The portfolio has not yet recovered.

The current Neos Enhanced Income Cash Alternative ETF drawdown is 0.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.48%Nov 20, 20241Nov 20, 2024
-0.4%Aug 2, 20242Aug 5, 20243Aug 8, 20245
-0.19%Mar 10, 20232Mar 13, 20232Mar 15, 20234
-0.18%Sep 20, 20226Sep 27, 20224Oct 3, 202210
-0.18%Apr 13, 20231Apr 13, 20231Apr 14, 20232

Volatility

Volatility Chart

The current Neos Enhanced Income Cash Alternative ETF volatility is 0.52%, 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%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.52%
3.97%
CSHI (Neos Enhanced Income Cash Alternative ETF)
Benchmark (^GSPC)