Summary
FIVY
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return -7.03% 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: 03/06/2026

Current price: $24.68

Expense ratio: 0.70%

Assets under management
$5.0M
-1.56% 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

-1.73%

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

12.48%

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

-10.31%

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

-7.03%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.011%

Best day

5.344%

31/03/2026
Worst day

-7.129%

04/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $25.07 $25.07 $24.61 $24.68 20,500
02/06/2026 $25.41 $25.41 $25.14 $25.23 9,200
01/06/2026 $25.32 $25.82 $25.23 $25.52 31,300
29/05/2026 $25.55 $25.75 $25.41 $25.48 3,200
28/05/2026 $24.96 $25.56 $24.89 $25.56 19,000
27/05/2026 $25.39 $25.41 $25.27 $25.28 3,500
26/05/2026 $25.55 $25.62 $25.38 $25.38 3,400
22/05/2026 $25.68 $25.68 $25.52 $25.52 2,700
21/05/2026 $25.57 $25.78 $25.48 $25.74 3,100
20/05/2026 $25.45 $25.77 $25.45 $25.73 3,500