Summary
GOLY
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return -5.41% 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: 03/09/2026

Current price: $27.14

Expense ratio: N/A

Assets under management
N/A
1.18% 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

10.41%

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

-0.77%

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

-26.31%

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

-5.41%

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

29.45%

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

69.25%

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.002%

Best day

5.821%

03/02/2026
Worst day

-15.103%

30/01/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $26.82 $27.34 $26.82 $27.14 7,500
02/09/2026 $26.22 $26.68 $26.22 $26.59 9,800
01/09/2026 $26.33 $26.73 $26.04 $26.16 11,500
31/08/2026 $27.07 $27.07 $26.78 $27.02 17,400
28/08/2026 $27.91 $28.41 $26.99 $27.23 14,600
27/08/2026 $28.26 $28.26 $27.79 $28.05 15,800
26/08/2026 $28.07 $28.55 $27.92 $28.30 42,200
25/08/2026 $28.48 $28.65 $28.14 $28.52 16,600
24/08/2026 $28.71 $28.71 $28.20 $28.39 12,000
21/08/2026 $27.65 $28.17 $27.65 $28.08 17,900