Neos S&P 500 High Income Etf
Provider: SHP
| Annualised Return | 10.93% |
| Realised Volatility | 12.65% |
| Downside Volatility | 10.1% |
| Max Drawdown | -13.85% |
| Winning months | 62.5% |
| Sharpe Ratio | 0.86 |
| Sortino Ratio | 1.08 |
| Calmar Ratio | 0.79 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.39% | -0.55% | -4.61% | -9.19% | -11.79% | ||||||||
| 2024 | 1.76% | 3.4% | 2.33% | -3.36% | 3.94% | 2.17% | 1.15% | 2.45% | 1.68% | -0.25% | 4.38% | -1.82% | 19.03% |
| 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% |