Summary
CRSH
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -14.54% Volatility 43.07% Sharpe -0.61
Official loaded data — not a live quote.

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: 16/07/2026

Current price: $20.60

Expense ratio: 1.05%

Assets under management
$15.6M
-0.54% 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

2.02%

Ann. 121.41% (Sharpe / Sortino numerator)

Volatility

31.28%

Sharpe ratio

3.766

VaR 95%

-3.10%

CVaR 95%: -3.41%
Max drawdown: -4.81%
Sortino ratio: 5.819
Calmar ratio: 25.22

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

-2.26%

Ann. 69.82% (Sharpe / Sortino numerator)

Volatility

29.32%

Sharpe ratio

2.257

VaR 95%

-3.13%

CVaR 95%: -3.86%
Max drawdown: -5.98%
Sortino ratio: 3.290
Calmar ratio: 11.67

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

6.43%

Ann. 36.85% (Sharpe / Sortino numerator)

Volatility

33.85%

Sharpe ratio

0.982

VaR 95%

-3.57%

CVaR 95%: -4.19%
Max drawdown: -17.31%
Sortino ratio: 1.570
Calmar ratio: 2.13

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

-14.54%

Ann. -22.66% (Sharpe / Sortino numerator)

Volatility

43.07%

Sharpe ratio

-0.610

VaR 95%

-4.44%

CVaR 95%: -6.48%
Max drawdown: -48.15%
Sortino ratio: -0.807
Calmar ratio: -0.47

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

-38.63%

Ann. -35.15% (Sharpe / Sortino numerator)

Volatility

48.80%

Sharpe ratio

-0.794

VaR 95%

-5.32%

CVaR 95%: -8.05%
Max drawdown: -63.67%
Sortino ratio: -0.963
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.

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

-0.037%

Best day

7.442%

24/07/2025
Worst day

-7.904%

15/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $20.71 $20.71 $20.60 $20.60 3,100
15/07/2026 $20.61 $20.70 $20.61 $20.70 4,900
14/07/2026 $20.55 $20.77 $20.50 $20.62 4,900
13/07/2026 $20.30 $20.81 $20.30 $20.68 7,000
10/07/2026 $20.12 $20.24 $19.98 $20.16 20,600
09/07/2026 $20.55 $20.55 $20.13 $20.16 21,300
08/07/2026 $20.69 $20.83 $20.64 $20.70 12,800
07/07/2026 $20.00 $20.47 $19.93 $20.42 14,400
06/07/2026 $20.31 $20.78 $19.78 $19.78 24,000
02/07/2026 $19.43 $20.89 $19.35 $20.75 11,700