Summary
GOLY
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 4.45% Volatility 34.71% Sharpe 0.23
Official loaded data — not a live quote.

STRATEGY SHARES GOLD ENHANCED YIELD ETF

Symbol: GOLY

Exchange: BATS

Sector: N/A

Category: N/A

Inception date: N/A

Latest date: 02/06/2026

Current price: $28.11

Expense ratio: N/A

Assets under management
N/A
-0.78% 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

-0.11%

Ann. -97.04% (Sharpe / Sortino numerator)

Volatility

48.64%

Sharpe ratio

-2.070

VaR 95%

-5.51%

CVaR 95%: -5.58%
Max drawdown: -24.04%
Sortino ratio: -3.466
Calmar ratio: -4.04

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

-28.79%

Ann. -51.82% (Sharpe / Sortino numerator)

Volatility

54.15%

Sharpe ratio

-1.024

VaR 95%

-5.46%

CVaR 95%: -8.26%
Max drawdown: -27.82%
Sortino ratio: -1.138
Calmar ratio: -1.86

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

-14.48%

Ann. -20.11% (Sharpe / Sortino numerator)

Volatility

42.65%

Sharpe ratio

-0.557

VaR 95%

-4.48%

CVaR 95%: -7.10%
Max drawdown: -27.82%
Sortino ratio: -0.579
Calmar ratio: -0.72

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

4.45%

Ann. 11.51% (Sharpe / Sortino numerator)

Volatility

34.71%

Sharpe ratio

0.227

VaR 95%

-3.35%

CVaR 95%: -5.60%
Max drawdown: -27.82%
Sortino ratio: 0.249
Calmar ratio: 0.41

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

41.15%

Ann. 21.89% (Sharpe / Sortino numerator)

Volatility

27.26%

Sharpe ratio

0.670

VaR 95%

-2.62%

CVaR 95%: -4.29%
Max drawdown: -27.82%
Sortino ratio: 0.739
Calmar ratio: 0.79

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

62.10%

Ann. 17.25% (Sharpe / Sortino numerator)

Volatility

23.89%

Sharpe ratio

0.570

VaR 95%

-2.07%

CVaR 95%: -3.69%
Max drawdown: -27.82%
Sortino ratio: 0.647
Calmar ratio: 0.62

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.039%

Best day

5.821%

03/02/2026
Worst day

-15.103%

30/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $28.33 $28.48 $28.00 $28.11 48,600
01/06/2026 $28.12 $28.20 $27.75 $28.06 65,000
29/05/2026 $28.46 $28.84 $28.37 $28.67 61,100
28/05/2026 $27.55 $28.74 $27.55 $28.15 92,300
27/05/2026 $27.89 $27.99 $27.57 $27.81 38,800
26/05/2026 $28.06 $28.30 $27.78 $28.04 58,700
22/05/2026 $28.15 $28.29 $27.95 $28.09 50,300
21/05/2026 $27.19 $28.49 $27.19 $28.20 38,300
20/05/2026 $28.04 $28.49 $27.69 $28.49 17,600
19/05/2026 $27.99 $27.99 $27.50 $27.84 41,800