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Neos S&P 500 High Income Etf

Provider: SHP
Annualised Return 18.74%
Realised Volatility 11.14%
Downside Volatility 8.58%
Max Drawdown -7.78%
Winning months 69.23%
Sharpe Ratio 1.68
Sortino Ratio 2.19
Calmar Ratio 2.41
Viking Ratio 0
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 1.76% 3.4% 2.33% -3.36% 3.94% 2.17% 1.15% 2.45% 1.68% -0.78% 15.53%
2023 4.14% -0.8% 3.12% 2.26% 1.31% 3.77% 2.19% -0.67% -3.97% -1.3% 4.73% 2.35% 18.09%
2022 -7.78% 5.78% 4.74% -4.03% -1.94%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).