Summary
BIGY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 17.93% Volatility 17.64% Sharpe 0.80
Official loaded data — not a live quote.

YIELDMAX(R) TARGET 12(TM) BIG 50 OPTION INCOME ETF

Symbol: BIGY

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 20/11/2024

Latest date: 16/07/2026

Current price: $52.24

Expense ratio: 1.09%

Assets under management
$47.0M
-0.05% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.32%

Ann. -30.92% (Sharpe / Sortino numerator)

Volatility

14.04%

Sharpe ratio

-2.460

VaR 95%

-1.30%

CVaR 95%: -1.38%
Max drawdown: -5.88%
Sortino ratio: -4.992
Calmar ratio: -5.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.39%

Ann. -21.78% (Sharpe / Sortino numerator)

Volatility

12.27%

Sharpe ratio

-2.071

VaR 95%

-1.36%

CVaR 95%: -1.61%
Max drawdown: -9.08%
Sortino ratio: -3.165
Calmar ratio: -2.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.45%

Ann. -5.06% (Sharpe / Sortino numerator)

Volatility

12.24%

Sharpe ratio

-0.710

VaR 95%

-1.30%

CVaR 95%: -1.70%
Max drawdown: -9.26%
Sortino ratio: -1.001
Calmar ratio: -0.55

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

17.93%

Ann. 17.83% (Sharpe / Sortino numerator)

Volatility

17.64%

Sharpe ratio

0.805

VaR 95%

-1.34%

CVaR 95%: -2.52%
Max drawdown: -9.26%
Sortino ratio: 1.000
Calmar ratio: 1.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

26.16%

Ann. 12.92% (Sharpe / Sortino numerator)

Volatility

16.56%

Sharpe ratio

0.562

VaR 95%

-1.47%

CVaR 95%: -2.45%
Max drawdown: -18.93%
Sortino ratio: 0.703
Calmar ratio: 0.68

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.068%

Best day

2.251%

31/03/2026
Worst day

-2.543%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $52.27 $52.41 $52.14 $52.24 3,600
15/07/2026 $52.49 $52.55 $52.33 $52.46 3,100
14/07/2026 $52.42 $52.42 $52.27 $52.31 5,400
13/07/2026 $52.71 $52.71 $52.37 $52.42 7,000
10/07/2026 $52.57 $52.71 $52.42 $52.71 8,300
09/07/2026 $52.36 $52.50 $52.06 $52.50 9,400
08/07/2026 $52.24 $52.24 $51.93 $52.24 9,700
07/07/2026 $52.97 $52.97 $52.70 $52.88 17,900
06/07/2026 $52.35 $52.99 $52.35 $52.93 19,500
02/07/2026 $52.36 $52.61 $52.27 $52.45 15,400