Summary
CVNY
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -1.06% Volatility 57.44% Sharpe 0.42
Official loaded data — not a live quote.

YIELDMAX(R) CVNA OPTION INCOME STRATEGY ETF

Symbol: CVNY

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 29/01/2025

Latest date: 20/07/2026

Current price: $20.46

Expense ratio: 1.09%

Assets under management
$22.6M
-5.23% 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

-1.87%

Ann. -40.19% (Sharpe / Sortino numerator)

Volatility

49.62%

Sharpe ratio

-0.883

VaR 95%

-4.80%

CVaR 95%: -5.10%
Max drawdown: -11.66%
Sortino ratio: -1.727
Calmar ratio: -3.45

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

-14.50%

Ann. -66.83% (Sharpe / Sortino numerator)

Volatility

58.71%

Sharpe ratio

-1.200

VaR 95%

-6.35%

CVaR 95%: -8.60%
Max drawdown: -40.18%
Sortino ratio: -1.576
Calmar ratio: -1.66

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

-22.13%

Ann. -38.77% (Sharpe / Sortino numerator)

Volatility

57.07%

Sharpe ratio

-0.743

VaR 95%

-6.19%

CVaR 95%: -8.86%
Max drawdown: -40.18%
Sortino ratio: -0.960
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

-1.06%

Ann. 28.01% (Sharpe / Sortino numerator)

Volatility

57.44%

Sharpe ratio

0.424

VaR 95%

-5.28%

CVaR 95%: -8.96%
Max drawdown: -40.18%
Sortino ratio: 0.510
Calmar ratio: 0.70

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.047%

Best day

12.688%

31/07/2025
Worst day

-13.825%

28/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $21.59 $21.59 $20.45 $20.46 20,500
17/07/2026 $21.63 $21.90 $21.46 $21.46 10,600
16/07/2026 $22.09 $22.48 $21.67 $21.96 10,700
15/07/2026 $22.25 $22.43 $22.18 $22.29 23,100
14/07/2026 $21.55 $22.48 $21.43 $22.40 11,200
13/07/2026 $20.52 $21.56 $20.52 $21.09 19,300
10/07/2026 $21.97 $21.97 $21.29 $21.29 20,500
09/07/2026 $21.00 $21.64 $21.00 $21.48 27,100
08/07/2026 $21.53 $21.63 $20.92 $21.63 14,800
07/07/2026 $22.53 $22.53 $21.61 $21.61 7,900