Snapshot*
Top 10 Holdings
What is CSHI?
The Fund seeks to distribute monthly income generated from investing in a portfolio of 1-3 month Treasury Bills and implementing a data-driven put option strategy. Actively managed by NEOS, the Fund seeks to take advantage of tax loss harvesting opportunities in addition to utilizing SPX Index options classified as section 1256 contracts, which are subject to lower 60/40 tax rates. The Fund utilizes a put option strategy consisting of written (sold) and purchased put options on the SPX index that seeks to enhance the income generated from the underying T-Bills while maintaining a low risk profile.
CSHIPerformance Measures**
for the time period Aug 30, 2022 to Jul 16, 2026
1M Trailing Return: 0.4%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 1.1%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -1.7%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 1.3%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 4.07
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 3.25
The annualized return divided by the max drawdown for the selected time period.
ETFs related toCSHI
ETFs correlated to CSHI include PUTW, CVRD, FTHI
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toCSHI
PWN What More Do You Need | All Dynamic Sorts | 01/25/2024 (DerekN) | BIL Alt Tracking
Category
Tactical rotation, Dynamic model selection, Leveraged ETFs, Trend & mean‑reversion, Volatility hedging, Tech‑heavy, Daily rebalance
OOS Cumulative Return
48.04%
Vox's Cockroach Portfolio - Short BT/Live Run
Category
Multi-asset, trend-following, tactical allocation, volatility hedging, leveraged ETFs, commodities, bonds, crypto income
OOS Cumulative Return
31.39%
Create your own algorithmic trading strategy with CSHI using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.