Summary
FIAT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 58.83% 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: 16/07/2026

Current price: $20.69

Expense ratio: 1.05%

Assets under management
$34.8M
2.02% 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

2.71%

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

12.89%

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

18.04%

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

58.83%

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

-30.99%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.24%

Best day

10.479%

05/02/2026
Worst day

-13.328%

04/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $20.28 $20.75 $20.15 $20.69 36,200
15/07/2026 $20.56 $20.90 $20.15 $20.30 36,800
14/07/2026 $20.90 $21.20 $20.76 $20.82 49,100
13/07/2026 $21.21 $21.49 $20.86 $21.22 24,600
10/07/2026 $20.66 $21.06 $20.17 $20.98 61,400
09/07/2026 $21.16 $21.21 $20.86 $21.05 67,100
08/07/2026 $21.18 $21.40 $20.97 $21.18 61,400
07/07/2026 $20.41 $20.86 $20.03 $20.72 85,800
06/07/2026 $20.94 $21.10 $19.88 $20.16 82,100
02/07/2026 $20.63 $20.74 $19.59 $20.49 116,400