Summary
BNDI
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 7.01% Volatility 4.92% Sharpe 0.40
Official loaded data — not a live quote.

NEOS ENHANCED INCOME AGGREGATE BOND ETF

Symbol: BNDI

Exchange: NYSE

Sector: Technology

Category: Intermediate Core Bond

Inception date: 29/08/2022

Latest date: 03/06/2026

Current price: $47.03

Expense ratio: 0.58%

Assets under management
$168.8M
0.00% 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

0.36%

Ann. -9.58% (Sharpe / Sortino numerator)

Volatility

6.90%

Sharpe ratio

-1.914

VaR 95%

-0.66%

CVaR 95%: -0.78%
Max drawdown: -2.21%
Sortino ratio: -3.337
Calmar ratio: -4.32

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

-0.29%

Ann. 1.61% (Sharpe / Sortino numerator)

Volatility

4.96%

Sharpe ratio

-0.407

VaR 95%

-0.55%

CVaR 95%: -0.68%
Max drawdown: -2.82%
Sortino ratio: -0.574
Calmar ratio: 0.57

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

1.22%

Ann. 2.72% (Sharpe / Sortino numerator)

Volatility

4.10%

Sharpe ratio

-0.223

VaR 95%

-0.43%

CVaR 95%: -0.58%
Max drawdown: -2.82%
Sortino ratio: -0.314
Calmar ratio: 0.96

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

7.01%

Ann. 5.58% (Sharpe / Sortino numerator)

Volatility

4.92%

Sharpe ratio

0.396

VaR 95%

-0.45%

CVaR 95%: -0.74%
Max drawdown: -3.37%
Sortino ratio: 0.532
Calmar ratio: 1.65

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

10.76%

Ann. 5.79% (Sharpe / Sortino numerator)

Volatility

5.03%

Sharpe ratio

0.429

VaR 95%

-0.50%

CVaR 95%: -0.71%
Max drawdown: -4.57%
Sortino ratio: 0.627
Calmar ratio: 1.27

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

13.57%

Ann. 4.31% (Sharpe / Sortino numerator)

Volatility

5.65%

Sharpe ratio

0.121

VaR 95%

-0.59%

CVaR 95%: -0.79%
Max drawdown: -6.92%
Sortino ratio: 0.185
Calmar ratio: 0.62

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.027%

Best day

0.723%

31/03/2026
Worst day

-0.889%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $47.03 $47.07 $46.98 $47.03 31,700
02/06/2026 $47.26 $47.26 $47.11 $47.13 21,000
01/06/2026 $47.10 $47.17 $47.00 $47.14 27,000
29/05/2026 $47.08 $47.19 $47.08 $47.16 49,100
28/05/2026 $47.02 $47.13 $47.00 $47.11 15,300
27/05/2026 $47.02 $47.05 $46.99 $47.01 27,700
26/05/2026 $47.00 $47.01 $46.93 $46.99 18,800
22/05/2026 $46.86 $46.86 $46.71 $46.83 58,300
21/05/2026 $46.60 $46.80 $46.56 $46.78 36,100
20/05/2026 $46.47 $46.74 $46.46 $46.73 40,000