Summary
FIAT
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 9.26% Volatility 61.05% Sharpe -0.61
Official loaded data — not a live quote.

YIELDMAX(R) SHORT COIN OPTION INCOME STRATEGY ETF

Symbol: FIAT

Exchange: NYSE

Sector: Realestate

Category: Derivative Income

Inception date: 09/07/2024

Latest date: 03/09/2026

Current price: $15.67

Expense ratio: 1.05%

Assets under management
$31.5M
-5.32% 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

-22.41%

Ann. 1.98% (Sharpe / Sortino numerator)

Volatility

70.57%

Sharpe ratio

-0.023

VaR 95%

-5.53%

CVaR 95%: -10.73%
Max drawdown: -14.54%
Sortino ratio: -0.023
Calmar ratio: 0.14

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

-17.89%

Ann. 49.71% (Sharpe / Sortino numerator)

Volatility

72.69%

Sharpe ratio

0.634

VaR 95%

-9.93%

CVaR 95%: -12.51%
Max drawdown: -34.48%
Sortino ratio: 0.661
Calmar ratio: 1.44

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

-17.41%

Ann. 130.35% (Sharpe / Sortino numerator)

Volatility

59.19%

Sharpe ratio

2.141

VaR 95%

-5.48%

CVaR 95%: -10.19%
Max drawdown: -34.48%
Sortino ratio: 2.343
Calmar ratio: 3.78

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

9.26%

Ann. -33.88% (Sharpe / Sortino numerator)

Volatility

61.05%

Sharpe ratio

-0.614

VaR 95%

-6.65%

CVaR 95%: -11.56%
Max drawdown: -63.13%
Sortino ratio: -0.628
Calmar ratio: -0.54

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

-61.51%

Ann. -34.26% (Sharpe / Sortino numerator)

Volatility

63.49%

Sharpe ratio

-0.596

VaR 95%

-6.20%

CVaR 95%: -11.23%
Max drawdown: -70.49%
Sortino ratio: -0.615
Calmar ratio: -0.49

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.099%

Best day

10.479%

05/02/2026
Worst day

-13.329%

04/03/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $16.55 $16.55 $15.40 $15.67 95,500
02/09/2026 $17.32 $17.47 $16.98 $17.21 29,300
01/09/2026 $16.83 $17.22 $16.56 $17.11 48,300
31/08/2026 $16.93 $17.09 $16.07 $16.17 39,600
28/08/2026 $16.36 $17.13 $16.25 $16.94 46,700
27/08/2026 $16.45 $16.84 $15.80 $16.09 79,600
26/08/2026 $16.93 $17.16 $16.72 $16.96 49,200
25/08/2026 $17.40 $17.50 $16.40 $16.56 72,400
24/08/2026 $16.50 $17.23 $16.20 $17.14 79,200
21/08/2026 $17.20 $17.20 $16.15 $16.58 161,000