Summary
CONY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -57.06% Volatility 59.34% Sharpe -0.59
Official loaded data — not a live quote.

YIELDMAX(R) COIN OPTION INCOME STRATEGY ETF

Symbol: CONY

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 14/08/2023

Latest date: 16/07/2026

Current price: $19.66

Expense ratio: 1.04%

Assets under management
$311.8M
-1.70% 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

-4.31%

Ann. -60.67% (Sharpe / Sortino numerator)

Volatility

63.11%

Sharpe ratio

-1.019

VaR 95%

-6.42%

CVaR 95%: -7.71%
Max drawdown: -19.43%
Sortino ratio: -1.605
Calmar ratio: -3.12

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

-16.35%

Ann. -78.56% (Sharpe / Sortino numerator)

Volatility

72.92%

Sharpe ratio

-1.127

VaR 95%

-6.68%

CVaR 95%: -9.12%
Max drawdown: -41.81%
Sortino ratio: -1.848
Calmar ratio: -1.88

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

-29.90%

Ann. -78.85% (Sharpe / Sortino numerator)

Volatility

62.72%

Sharpe ratio

-1.315

VaR 95%

-6.89%

CVaR 95%: -8.30%
Max drawdown: -59.51%
Sortino ratio: -2.027
Calmar ratio: -1.32

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

-57.06%

Ann. -31.44% (Sharpe / Sortino numerator)

Volatility

59.34%

Sharpe ratio

-0.591

VaR 95%

-6.16%

CVaR 95%: -8.31%
Max drawdown: -63.38%
Sortino ratio: -0.837
Calmar ratio: -0.50

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

-46.41%

Ann. -27.47% (Sharpe / Sortino numerator)

Volatility

62.58%

Sharpe ratio

-0.497

VaR 95%

-6.58%

CVaR 95%: -8.88%
Max drawdown: -63.57%
Sortino ratio: -0.715
Calmar ratio: -0.43

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

21.57%

Ann. 8.62% (Sharpe / Sortino numerator)

Volatility

60.07%

Sharpe ratio

0.084

VaR 95%

-6.23%

CVaR 95%: -8.43%
Max drawdown: -63.57%
Sortino ratio: 0.121
Calmar ratio: 0.14

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

-0.27%

Best day

13.201%

13/02/2026
Worst day

-16.188%

01/08/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $20.00 $20.06 $19.52 $19.66 248,700
15/07/2026 $20.17 $20.52 $19.80 $20.44 264,400
14/07/2026 $19.70 $19.94 $19.45 $19.90 360,700
13/07/2026 $19.34 $19.82 $19.10 $19.46 314,300
10/07/2026 $20.39 $20.50 $19.57 $19.63 247,100
09/07/2026 $19.36 $19.79 $19.13 $19.57 240,900
08/07/2026 $19.83 $20.08 $19.54 $19.90 402,400
07/07/2026 $20.60 $20.94 $20.10 $20.27 295,500
06/07/2026 $20.15 $21.11 $19.92 $20.80 445,000
02/07/2026 $20.47 $21.29 $20.30 $20.40 290,700