Summary
FIVY
Prices · period metrics · 12M
NAV as of 18/06/2026
02/04/2025 → 02/04/2026
Return -6.46% Volatility 31.86% Sharpe -0.49
Official loaded data — not a live quote.

YieldMax Dorsey Wright Hybrid 5 Income ETF

Symbol: FIVY

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 16/12/2024

Latest date: 18/06/2026

Current price: $24.55

Expense ratio: 0.70%

Assets under management
$5.7M
0.00% 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

-2.49%

Ann. -40.04% (Sharpe / Sortino numerator)

Volatility

39.80%

Sharpe ratio

-1.097

VaR 95%

-3.55%

CVaR 95%: -4.01%
Max drawdown: -9.08%
Sortino ratio: -2.003
Calmar ratio: -4.41

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

11.04%

Ann. -61.71% (Sharpe / Sortino numerator)

Volatility

34.53%

Sharpe ratio

-1.892

VaR 95%

-3.62%

CVaR 95%: -4.82%
Max drawdown: -27.57%
Sortino ratio: -2.603
Calmar ratio: -2.24

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

-6.50%

Ann. -52.34% (Sharpe / Sortino numerator)

Volatility

36.16%

Sharpe ratio

-1.548

VaR 95%

-4.78%

CVaR 95%: -5.98%
Max drawdown: -35.07%
Sortino ratio: -1.947
Calmar ratio: -1.49

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.

Period total return

-6.46%

Ann. -11.88% (Sharpe / Sortino numerator)

Volatility

31.86%

Sharpe ratio

-0.487

VaR 95%

-3.74%

CVaR 95%: -5.43%
Max drawdown: -35.07%
Sortino ratio: -0.593
Calmar ratio: -0.34

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: 18/06/2025 - 18/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.007%

Best day

5.345%

31/03/2026
Worst day

-7.13%

04/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
18/06/2026 $24.55 $24.55 $24.55 $24.55 0
17/06/2026 $24.55 $24.55 $24.55 $24.55 0
16/06/2026 $24.55 $24.55 $24.55 $24.55 0
15/06/2026 $24.51 $24.62 $24.32 $24.55 5,693
12/06/2026 $23.93 $23.93 $23.67 $23.75 3,355
11/06/2026 $23.20 $23.82 $23.18 $23.82 6,866
10/06/2026 $23.41 $23.86 $23.12 $23.15 13,920
09/06/2026 $23.89 $24.10 $23.21 $24.04 10,706
08/06/2026 $24.04 $24.28 $23.92 $24.06 14,714
05/06/2026 $24.58 $24.70 $23.63 $23.82 19,229