SHP ETF Trust - NEOS Enhanced Income Cash Alternative ETF

10-Year Study

CSHI.US · · US · ETF

Executive Summary: SHP ETF Trust - NEOS Enhanced Income Cash Alternative ETF has compounded at 5.2% annually over the last 10 years, with a maximum drawdown of 0.1% and an annualized volatility of 0.8%.

1Y CAGR
+4.2%
3Y CAGR
+5.1%
5Y CAGR
+5.2%
10Y CAGR
+5.2%

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 →
0.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +6.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.8%
% 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.
20260.30.40.2-0.1————————0.8%
20250.40.40.20.30.70.50.50.30.40.50.40.45.1%
20240.50.40.40.50.50.40.50.50.50.50.50.45.7%
20230.70.40.70.40.50.50.40.50.40.60.60.46.2%
2022————————0.10.70.40.31.4%

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 0.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 40.6% of variance. Idiosyncratic stock-specific factors contribute 14.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-08-0110000
2022-09-0110009.259461254487
2022-10-0110074.390802591679
2022-11-0110110.774183070698
2022-12-0110143.255015743509
2023-01-0110212.50705973322
2023-02-0110250.466002991145
2023-03-0110320.372511519789
2023-04-0110366.015353253295
2023-05-0110415.972813058264
2023-06-0110471.40838344835
2023-07-0110511.427678032534
2023-08-0110559.203589374403
2023-09-0110602.979995200594
2023-10-0110667.990139400947
2023-11-0110726.867708477255
2023-12-0110773.213493604428
2024-01-0110825.182825880922
2024-02-0110865.420275311417
2024-03-0110909.02700514603
2024-04-0110961.602323106721
2024-05-0111014.444274768453
2024-06-0111056.426962969428
2024-07-0111109.48706947747
2024-08-0111170.570426444247
2024-09-0111222.22464616496
2024-10-0111278.629793649754
2024-11-0111338.913249513394
2024-12-0111383.0532467501
2025-01-0111425.108653233176
2025-02-0111466.364158613118
2025-03-0111490.046079151425
2025-04-0111529.0957966409
2025-05-0111609.182864664004
2025-06-0111661.636985487856
2025-07-0111718.454203237903
2025-08-0111758.982525796811
2025-09-0111809.885323269125
2025-10-0111866.145034189713
2025-11-0111909.000341775925
2025-12-0111958.03670334092
2026-01-0111996.407716864098
2026-02-0112044.571459043851
2026-03-0112066.386943674843
2026-04-0112056.691172727737
Annual Return Matrix
YearAnnual Return
20230.06210614609246745
20240.05660704241196979
20250.050512234646269416
20260.008250055743620033
Total Factor Risk
0.007563252302049603
VTI.US Exposure
-0.24836656213175962
VEA.US Exposure
0.17294437361162598
VWO.US Exposure
-0.0031174458552387847
QQQ.US Exposure
0.4060526171860581
VTV.US Exposure
0.11540515904413369
IJR.US Exposure
-0.00617515745644532
QUAL.US Exposure
-0.027403370042143934
SHV.US Exposure
0.11924184291447987
TLT.US Exposure
0.0036194627605825283
LQD.US Exposure
0.05058068800183155
HYG.US Exposure
0.0893101822481698
GLD.US Exposure
0.013152986150236556
USO.US Exposure
0.015317568510521195
VNQ.US Exposure
-0.004435156375745094
BTC-USD.CC Exposure
0.031772940868471024
CPER.US Exposure
-0.013631683839644339
VIX.INDX Exposure
0.0487012833151215
UUP.US Exposure
0.05758076424403857
TIP.US Exposure
0.03473826093189252
Idiosyncratic Exposure
0.14471124591381426
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
0.8%

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 →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.02%
Market Cap$404.5B
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
$142
Avg Yield on Cost
1.42%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$142.431.42%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 →
+0.2%
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 →
+1.4%
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 →
0.3% 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 →
0.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SHP ETF Trust - NEOS Enhanced Income Cash Alternative ETF a high-risk investment?

SHP ETF Trust - NEOS Enhanced Income Cash Alternative ETF (CSHI.US) has an annualized volatility of 0.8% and experienced a maximum drawdown of 0.1% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, CSHI.US has generated a Compound Annual Growth Rate (CAGR) of 5.2%. 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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