Summary
DIPS
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -29.92% Volatility 36.73% Sharpe -1.15
Official loaded data — not a live quote.

YIELDMAX(R) SHORT NVDA OPTION INCOME STRATEGY ETF

Symbol: DIPS

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 23/07/2024

Latest date: 02/06/2026

Current price: $38.18

Expense ratio: 1.05%

Assets under management
$9.8M
3.61% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-8.93%

Ann. 21.83% (Sharpe / Sortino numerator)

Volatility

25.21%

Sharpe ratio

0.722

VaR 95%

-2.34%

CVaR 95%: -2.78%
Max drawdown: -4.20%
Sortino ratio: 1.203
Calmar ratio: 5.19

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

-14.30%

Ann. 12.99% (Sharpe / Sortino numerator)

Volatility

28.76%

Sharpe ratio

0.326

VaR 95%

-3.14%

CVaR 95%: -3.82%
Max drawdown: -11.09%
Sortino ratio: 0.482
Calmar ratio: 1.17

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

-13.25%

Ann. 10.67% (Sharpe / Sortino numerator)

Volatility

29.57%

Sharpe ratio

0.238

VaR 95%

-3.16%

CVaR 95%: -4.23%
Max drawdown: -12.84%
Sortino ratio: 0.338
Calmar ratio: 0.83

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

-29.92%

Ann. -38.49% (Sharpe / Sortino numerator)

Volatility

36.73%

Sharpe ratio

-1.147

VaR 95%

-3.37%

CVaR 95%: -5.72%
Max drawdown: -49.98%
Sortino ratio: -1.260
Calmar ratio: -0.77

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

-58.12%

Ann. -35.82% (Sharpe / Sortino numerator)

Volatility

38.90%

Sharpe ratio

-1.013

VaR 95%

-3.88%

CVaR 95%: -5.80%
Max drawdown: -61.21%
Sortino ratio: -1.269
Calmar ratio: -0.59

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.126%

Best day

5.627%

26/02/2026
Worst day

-5.367%

28/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $36.85 $38.30 $36.79 $38.18 23,000
01/06/2026 $39.63 $39.63 $37.75 $37.96 4,000
29/05/2026 $39.14 $39.65 $38.92 $39.65 1,700
28/05/2026 $39.46 $39.46 $39.15 $39.15 2,300
27/05/2026 $39.63 $39.85 $39.56 $39.62 5,200
26/05/2026 $39.18 $39.60 $39.18 $39.30 4,000
22/05/2026 $38.40 $39.23 $38.40 $39.10 6,800
21/05/2026 $37.71 $38.53 $37.71 $38.49 1,400
20/05/2026 $38.39 $38.39 $37.74 $38.12 6,200
19/05/2026 $38.36 $38.68 $37.86 $38.53 3,900