Summary
DIPS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -10.95% 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: 16/07/2026

Current price: $37.90

Expense ratio: 1.05%

Assets under management
$8.2M
0.32% 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

0.12%

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

-3.03%

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

-7.67%

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

-10.95%

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

-50.61%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.03%

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
16/07/2026 $37.78 $37.90 $37.65 $37.90 3,000
15/07/2026 $37.37 $38.19 $37.25 $37.25 3,800
14/07/2026 $38.21 $38.21 $37.29 $37.29 2,900
13/07/2026 $37.55 $38.52 $37.55 $38.39 2,100
10/07/2026 $38.69 $38.69 $37.31 $37.34 6,200
09/07/2026 $38.81 $39.60 $38.67 $38.74 10,900
08/07/2026 $39.67 $40.32 $38.70 $38.83 4,900
07/07/2026 $40.36 $40.91 $39.94 $40.15 15,500
06/07/2026 $40.37 $40.37 $39.99 $40.24 12,000
02/07/2026 $40.35 $40.63 $39.51 $40.37 5,400