See what your fund actually adds
NEOS Long/Short Equity Income ETF NLSI
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NLSI | Replication |
|---|---|---|
| Annualized growth | 26.6% | 21.2% |
| Annualized volatility | 18.8% | 10.5% |
| Sharpe ratio | 1.35 | 1.89 |
| Maximum drawdown | 13.2% | 4.4% |
| Replication fit (R²) | 0.41 · Tracking error 14.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model NLSI’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOT | Mid-Cap · Growth | 44.8% |
| BCI | Alternatives · Commodities | 32.6% |
| VOX | Sector · Communication | 16.6% |
| XLK | Sector · Technology | 6.0% |