SHP ETF Trust - NEOS Enhanced Income Aggregate Bond ETF

10-Year Study

BNDI.US · · US · ETF

Executive Summary: SHP ETF Trust - NEOS Enhanced Income Aggregate Bond ETF has compounded at 66.4% annually over the last 10 years, with a maximum drawdown of 18.4% and an annualized volatility of 301.9%.

1Y CAGR
+6.4%
3Y CAGR
+4.5%
5Y CAGR
+66.4%
10Y CAGR
+66.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
26.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
306.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.41.8-1.90.1————————0.3%
20250.52.0-0.10.2-0.32.0-0.51.41.20.80.7-0.28.0%
2024-0.2-1.30.9-2.51.61.02.21.61.4-2.51.5-1.71.7%
20233.4-2.43.00.8-1.1-0.30.0-0.4-2.7-1.34.53.76.9%
2022———-8.35.7-15.818.4618.6-4.5-0.53.8-0.8580.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 301.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.6% of variance. Idiosyncratic stock-specific factors contribute 5.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-03-0110000
2022-04-019171.88793723013
2022-05-019695.436863750483
2022-06-018161.41516418478
2022-07-019666.05531907567
2022-08-0169457.24251697373
2022-09-0166331.1020981194
2022-10-0166003.07857930355
2022-11-0168533.86054953706
2022-12-0168008.17531343993
2023-01-0170336.37945163989
2023-02-0168618.79066991265
2023-03-0170649.9936685956
2023-04-0171191.95293973477
2023-05-0170392.4909682952
2023-06-0170189.06553026987
2023-07-0170190.25217865835
2023-08-0169876.80748290099
2023-09-0167971.89777699207
2023-10-0167065.12888699415
2023-11-0170093.2860531996
2023-12-0172698.31830831239
2024-01-0172530.49232194148
2024-02-0171585.5811623138
2024-03-0172213.65720221701
2024-04-0170424.86951718091
2024-05-0171580.32600516481
2024-06-0172270.2772824674
2024-07-0173860.3861230321
2024-08-0175035.84611242183
2024-09-0176068.90829519383
2024-10-0174150.77593581328
2024-11-0175237.40681726526
2024-12-0173965.15022361516
2025-01-0174352.50616185507
2025-02-0175814.28745526545
2025-03-0175775.80614323898
2025-04-0175921.2553314271
2025-05-0175671.21156385429
2025-06-0177221.4829228057
2025-07-0176857.69043113706
2025-08-0177897.02489824817
2025-09-0178794.47012233661
2025-10-0179430.8527009592
2025-11-0179998.07063065318
2025-12-0179852.96048486177
2026-01-0180155.55582392444
2026-02-0181570.21022419231
2026-03-0180012.31041131496
2026-04-0180124.19440222888
Annual Return Matrix
YearAnnual Return
20230.06896439984246405
20240.01742587648217886
20250.07960249176059664
20260.0033966670204861327
Total Factor Risk
3.0190978760622293
VTI.US Exposure
0.0002576048719200736
VEA.US Exposure
0.00025575901888070927
VWO.US Exposure
-0.0004418846230066901
QQQ.US Exposure
0.0050643165189967025
VTV.US Exposure
0.019630646030955424
IJR.US Exposure
0.00838663966329426
QUAL.US Exposure
0.036666874532399994
SHV.US Exposure
0.7455818733656718
TLT.US Exposure
-0.0017146921223988776
LQD.US Exposure
-0.0002549235903250247
HYG.US Exposure
0.008427593556220614
GLD.US Exposure
0.0016551253840259555
USO.US Exposure
0.0030235768716498864
VNQ.US Exposure
-0.000047814292327125776
BTC-USD.CC Exposure
0.002446787167270864
CPER.US Exposure
0.0006698949713692461
VIX.INDX Exposure
-0.00026688249290944056
UUP.US Exposure
0.002185809072087055
TIP.US Exposure
0.11830376906650841
Idiosyncratic Exposure
0.05016992702971599
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
301.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1,163
Avg Yield on Cost
11.63%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,162.9211.63%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SHP ETF Trust - NEOS Enhanced Income Aggregate Bond ETF a high-risk investment?

SHP ETF Trust - NEOS Enhanced Income Aggregate Bond ETF (BNDI.US) has an annualized volatility of 301.9% and experienced a maximum drawdown of 18.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BNDI.US?

Over the past 10 years, BNDI.US has generated a Compound Annual Growth Rate (CAGR) of 66.4%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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