Summary
GPTY
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 53.97% Volatility 23.88% Sharpe 2.20
Official loaded data — not a live quote.

YIELDMAX(R) AI & TECH PORTFOLIO OPTION INCOME ETF

Symbol: GPTY

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 22/01/2025

Latest date: 03/06/2026

Current price: $49.50

Expense ratio: 1.06%

Assets under management
$92.0M
-1.73% 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

18.13%

Ann. 515.78% (Sharpe / Sortino numerator)

Volatility

24.00%

Sharpe ratio

21.336

VaR 95%

-1.63%

CVaR 95%: -1.78%
Max drawdown: -3.66%
Sortino ratio: 44.496
Calmar ratio: 141.00

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

46.03%

Ann. 282.92% (Sharpe / Sortino numerator)

Volatility

26.29%

Sharpe ratio

10.625

VaR 95%

-1.97%

CVaR 95%: -2.45%
Max drawdown: -8.08%
Sortino ratio: 19.808
Calmar ratio: 35.02

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

31.30%

Ann. 70.01% (Sharpe / Sortino numerator)

Volatility

25.55%

Sharpe ratio

2.598

VaR 95%

-2.37%

CVaR 95%: -3.06%
Max drawdown: -16.14%
Sortino ratio: 4.051
Calmar ratio: 4.34

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.

Period total return

53.97%

Ann. 56.29% (Sharpe / Sortino numerator)

Volatility

23.88%

Sharpe ratio

2.205

VaR 95%

-2.59%

CVaR 95%: -3.37%
Max drawdown: -19.32%
Sortino ratio: 3.086
Calmar ratio: 2.91

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

0.183%

Best day

5.248%

06/02/2026
Worst day

-4.956%

04/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $50.37 $50.53 $49.35 $49.50 57,000
02/06/2026 $50.00 $50.64 $49.91 $50.59 93,300
01/06/2026 $48.78 $50.28 $48.67 $49.72 69,200
29/05/2026 $48.18 $48.70 $47.90 $48.70 52,800
28/05/2026 $47.13 $48.00 $46.66 $48.00 70,800
27/05/2026 $46.55 $46.55 $45.75 $46.38 36,100
26/05/2026 $46.67 $46.85 $46.50 $46.80 87,600
22/05/2026 $45.97 $46.11 $45.74 $45.88 73,900
21/05/2026 $44.68 $45.53 $44.68 $45.53 34,100
20/05/2026 $44.04 $44.78 $44.04 $44.70 32,000