Summary
IMST
Prices · period metrics · 12M
NAV as of 21/07/2026
17/04/2025 → 17/04/2026
Return -71.75% 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: 21/07/2026

Current price: $7.17

Expense ratio: 0.96%

Assets under management
$8.2M
-0.55% 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

-9.78%

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

-34.01%

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

-37.26%

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

-71.75%

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: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.431%

Best day

23.358%

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
21/07/2026 $7.21 $7.23 $7.10 $7.17 12,600
20/07/2026 $7.22 $7.22 $7.20 $7.20 17,700
17/07/2026 $7.00 $7.29 $6.99 $7.27 12,700
16/07/2026 $7.33 $7.33 $7.21 $7.22 6,000
15/07/2026 $7.49 $7.53 $7.37 $7.45 11,700
14/07/2026 $7.30 $7.52 $7.28 $7.43 14,100
13/07/2026 $7.00 $7.16 $7.00 $7.13 19,700
10/07/2026 $7.39 $7.56 $7.17 $7.26 25,000
09/07/2026 $7.11 $7.36 $7.11 $7.22 21,300
08/07/2026 $7.07 $7.26 $7.07 $7.18 20,000