Summary
HYBI
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 7.35% Volatility 5.60% Sharpe 0.52
Official loaded data — not a live quote.

NEOS ENHANCED INCOME CREDIT SELECT ETF

Symbol: HYBI

Exchange: NASDAQ

Sector: Technology

Category: Nontraditional Bond

Inception date: 27/09/2024

Latest date: 03/06/2026

Current price: $49.42

Expense ratio: 0.68%

Assets under management
$218.2M
-0.04% 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

0.27%

Ann. -5.20% (Sharpe / Sortino numerator)

Volatility

3.82%

Sharpe ratio

-2.315

VaR 95%

-0.40%

CVaR 95%: -0.43%
Max drawdown: -1.05%
Sortino ratio: -3.974
Calmar ratio: -4.96

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

0.87%

Ann. -1.46% (Sharpe / Sortino numerator)

Volatility

3.39%

Sharpe ratio

-1.504

VaR 95%

-0.40%

CVaR 95%: -0.50%
Max drawdown: -2.09%
Sortino ratio: -1.960
Calmar ratio: -0.70

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

2.01%

Ann. 1.69% (Sharpe / Sortino numerator)

Volatility

3.60%

Sharpe ratio

-0.538

VaR 95%

-0.37%

CVaR 95%: -0.51%
Max drawdown: -2.09%
Sortino ratio: -0.770
Calmar ratio: 0.81

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

7.35%

Ann. 6.54% (Sharpe / Sortino numerator)

Volatility

5.60%

Sharpe ratio

0.520

VaR 95%

-0.34%

CVaR 95%: -0.76%
Max drawdown: -2.35%
Sortino ratio: 0.607
Calmar ratio: 2.78

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

5.96%

Ann. 4.09% (Sharpe / Sortino numerator)

Volatility

5.02%

Sharpe ratio

0.096

VaR 95%

-0.38%

CVaR 95%: -0.69%
Max drawdown: -4.68%
Sortino ratio: 0.115
Calmar ratio: 0.87

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

0.028%

Best day

0.797%

13/10/2025
Worst day

-0.697%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $49.45 $49.45 $49.40 $49.42 12,600
02/06/2026 $49.50 $49.55 $49.48 $49.55 24,200
01/06/2026 $49.46 $49.51 $49.38 $49.47 163,600
29/05/2026 $49.47 $49.55 $49.45 $49.52 25,000
28/05/2026 $49.36 $49.53 $49.35 $49.45 26,900
27/05/2026 $49.41 $49.45 $49.36 $49.40 17,000
26/05/2026 $49.41 $49.41 $49.35 $49.40 16,500
22/05/2026 $49.36 $49.37 $49.27 $49.30 28,400
21/05/2026 $49.20 $49.32 $49.16 $49.28 28,800
20/05/2026 $49.05 $49.22 $49.03 $49.20 25,000