Summary
IMST
Prices · period metrics · 12M
NAV as of 02/06/2026
17/04/2025 → 17/04/2026
Return -58.73% Volatility 56.14% Sharpe -1.01
Official loaded data — not a live quote.

BITWISE MSTR OPTION INCOME STRATEGY ETF

Symbol: IMST

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 01/04/2025

Latest date: 02/06/2026

Current price: $9.50

Expense ratio: 0.96%

Assets under management
$18.0M
-5.00% 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

-20.63%

Ann. -77.07% (Sharpe / Sortino numerator)

Volatility

45.60%

Sharpe ratio

-1.770

VaR 95%

-4.53%

CVaR 95%: -5.46%
Max drawdown: -13.16%
Sortino ratio: -3.031
Calmar ratio: -5.86

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

-9.06%

Ann. -58.44% (Sharpe / Sortino numerator)

Volatility

75.90%

Sharpe ratio

-0.818

VaR 95%

-6.27%

CVaR 95%: -9.79%
Max drawdown: -33.29%
Sortino ratio: -1.270
Calmar ratio: -1.76

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

-20.90%

Ann. -84.20% (Sharpe / Sortino numerator)

Volatility

67.22%

Sharpe ratio

-1.307

VaR 95%

-6.84%

CVaR 95%: -9.37%
Max drawdown: -63.27%
Sortino ratio: -2.070
Calmar ratio: -1.33

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

-58.73%

Ann. -53.29% (Sharpe / Sortino numerator)

Volatility

56.14%

Sharpe ratio

-1.014

VaR 95%

-6.51%

CVaR 95%: -8.36%
Max drawdown: -69.86%
Sortino ratio: -1.395
Calmar ratio: -0.76

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

-0.289%

Best day

23.359%

06/02/2026
Worst day

-15.469%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $10.00 $10.00 $9.45 $9.50 30,200
01/06/2026 $10.38 $10.48 $10.12 $10.33 21,100
29/05/2026 $10.13 $10.98 $10.13 $10.83 28,000
28/05/2026 $10.29 $10.46 $9.88 $10.34 28,400
27/05/2026 $10.71 $10.71 $10.40 $10.50 59,900
26/05/2026 $10.80 $11.12 $10.79 $10.79 20,900
22/05/2026 $11.07 $11.07 $10.73 $10.76 13,800
21/05/2026 $11.32 $11.56 $11.18 $11.29 14,500
20/05/2026 $11.26 $11.52 $11.25 $11.34 19,800
19/05/2026 $11.38 $11.38 $11.25 $11.25 5,700