YIELDMAX(R) SHORT TSLA OPTION INCOME STRATEGY ETF
Symbol: CRSH
Exchange: NYSE
Sector: N/A
Category: Derivative Income
Inception date: 01/05/2024
Latest date: 19/10/2026
Current price: $18.80
Expense ratio: 1.05%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.71%
Ann. 121.41% (Sharpe / Sortino numerator)
Volatility
31.28%
Sharpe ratio
3.766
VaR 95%
-3.10%
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
0.50%
Ann. 69.82% (Sharpe / Sortino numerator)
Volatility
29.32%
Sharpe ratio
2.257
VaR 95%
-3.13%
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
2.45%
Ann. 36.85% (Sharpe / Sortino numerator)
Volatility
33.85%
Sharpe ratio
0.982
VaR 95%
-3.57%
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
15.60%
Ann. -22.66% (Sharpe / Sortino numerator)
Volatility
43.07%
Sharpe ratio
-0.610
VaR 95%
-4.44%
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
-49.87%
Ann. -35.15% (Sharpe / Sortino numerator)
Volatility
48.80%
Sharpe ratio
-0.794
VaR 95%
-5.32%
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
-54.30%
Ann. -26.37% (Sharpe / Sortino numerator)
Volatility
47.45%
Sharpe ratio
-0.638
VaR 95%
-4.88%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 20/10/2025 - 19/10/2026.
Average daily return
0.084%
Best day
10.998%
Worst day
-7.904%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 19/10/2026 | $19.36 | $19.36 | $18.66 | $18.80 | 7,800 |
| 16/10/2026 | $18.84 | $19.68 | $18.84 | $19.40 | 22,100 |
| 15/10/2026 | $18.92 | $19.31 | $18.92 | $19.15 | 8,400 |
| 14/10/2026 | $18.89 | $19.16 | $18.89 | $19.09 | 10,400 |
| 13/10/2026 | $18.84 | $18.88 | $18.59 | $18.78 | 33,900 |
| 12/10/2026 | $18.29 | $18.67 | $18.29 | $18.67 | 13,800 |
| 09/10/2026 | $18.54 | $18.61 | $18.18 | $18.44 | 8,900 |
| 08/10/2026 | $18.70 | $18.99 | $18.70 | $18.84 | 4,700 |
| 07/10/2026 | $18.74 | $18.99 | $18.74 | $18.87 | 11,900 |
| 06/10/2026 | $18.70 | $18.73 | $18.59 | $18.69 | 4,800 |