Summary
FYEE
Prices · period metrics · 12M
NAV as of 17/06/2026
02/04/2025 → 02/04/2026
Return 19.24% Volatility 15.98% Sharpe 0.60
Official loaded data — not a live quote.

FIDELITY YIELD ENHANCED EQUITY ETF

Symbol: FYEE

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 09/04/2024

Latest date: 17/06/2026

Current price: $29.36

Expense ratio: 0.28%

Assets under management
$185.2M
-0.91% 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

-2.13%

Ann. -29.18% (Sharpe / Sortino numerator)

Volatility

16.43%

Sharpe ratio

-1.996

VaR 95%

-1.49%

CVaR 95%: -1.62%
Max drawdown: -6.24%
Sortino ratio: -3.727
Calmar ratio: -4.68

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

2.89%

Ann. -18.62% (Sharpe / Sortino numerator)

Volatility

13.61%

Sharpe ratio

-1.635

VaR 95%

-1.65%

CVaR 95%: -1.82%
Max drawdown: -10.09%
Sortino ratio: -2.322
Calmar ratio: -1.85

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

5.00%

Ann. -1.31% (Sharpe / Sortino numerator)

Volatility

12.41%

Sharpe ratio

-0.398

VaR 95%

-1.35%

CVaR 95%: -1.81%
Max drawdown: -10.09%
Sortino ratio: -0.531
Calmar ratio: -0.13

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

19.24%

Ann. 13.28% (Sharpe / Sortino numerator)

Volatility

15.98%

Sharpe ratio

0.604

VaR 95%

-1.37%

CVaR 95%: -2.48%
Max drawdown: -10.09%
Sortino ratio: 0.657
Calmar ratio: 1.32

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

26.51%

Ann. 15.85% (Sharpe / Sortino numerator)

Volatility

14.42%

Sharpe ratio

0.849

VaR 95%

-1.47%

CVaR 95%: -2.29%
Max drawdown: -18.79%
Sortino ratio: 0.939
Calmar ratio: 0.84

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: 17/06/2025 - 17/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.072%

Best day

2.882%

31/03/2026
Worst day

-2.727%

09/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/06/2026 $29.63 $29.69 $29.29 $29.36 54,000
16/06/2026 $29.72 $29.77 $29.61 $29.62 62,200
15/06/2026 $29.63 $29.77 $29.57 $29.64 43,500
12/06/2026 $29.32 $29.33 $29.01 $29.32 35,500
11/06/2026 $28.89 $29.26 $28.71 $29.20 117,500
10/06/2026 $29.13 $29.15 $28.66 $28.70 56,100
09/06/2026 $29.45 $29.54 $28.61 $29.17 57,100
08/06/2026 $29.32 $29.50 $29.21 $29.24 100,300
05/06/2026 $29.76 $29.76 $29.11 $29.19 74,100
04/06/2026 $29.66 $29.89 $29.60 $29.87 62,800