Summary
LFGY
Prices · period metrics · 12M
NAV as of 02/06/2026
30/05/2025 → 28/05/2026
Return 15.52% Volatility 37.25% Sharpe 0.38
Official loaded data — not a live quote.

YIELDMAX(R) CRYPTO INDUSTRY & TECH PORTFOLIO OPTION INCOME ETF

Symbol: LFGY

Exchange: NYSE

Sector: Financial_Services

Category: Equity Digital Assets

Inception date: 13/01/2025

Latest date: 02/06/2026

Current price: $24.26

Expense ratio: 1.02%

Assets under management
$125.2M
-0.98% 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

7.01%

Ann. 294.02% (Sharpe / Sortino numerator)

Volatility

37.93%

Sharpe ratio

7.655

VaR 95%

-3.26%

CVaR 95%: -3.87%
Max drawdown: -7.88%
Sortino ratio: 13.907
Calmar ratio: 37.32

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

27.72%

Ann. 179.02% (Sharpe / Sortino numerator)

Volatility

41.34%

Sharpe ratio

4.243

VaR 95%

-3.58%

CVaR 95%: -4.26%
Max drawdown: -13.67%
Sortino ratio: 9.012
Calmar ratio: 13.09

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

13.76%

Ann. 27.94% (Sharpe / Sortino numerator)

Volatility

42.73%

Sharpe ratio

0.569

VaR 95%

-3.85%

CVaR 95%: -5.40%
Max drawdown: -24.64%
Sortino ratio: 0.917
Calmar ratio: 1.13

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

15.52%

Ann. 17.87% (Sharpe / Sortino numerator)

Volatility

37.25%

Sharpe ratio

0.382

VaR 95%

-3.85%

CVaR 95%: -5.31%
Max drawdown: -35.94%
Sortino ratio: 0.548
Calmar ratio: 0.50

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

0.085%

Best day

9.426%

06/02/2026
Worst day

-8.191%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $24.50 $24.75 $24.10 $24.26 98,000
01/06/2026 $24.50 $25.01 $24.00 $24.77 88,800
29/05/2026 $24.45 $24.75 $23.93 $24.75 40,900
28/05/2026 $23.90 $24.55 $23.55 $24.45 79,700
27/05/2026 $23.62 $24.21 $23.57 $24.03 42,900
26/05/2026 $24.09 $24.33 $23.95 $24.04 62,800
22/05/2026 $23.92 $23.95 $23.51 $23.67 47,500
21/05/2026 $23.43 $23.81 $23.26 $23.77 55,300
20/05/2026 $22.87 $23.54 $22.78 $23.20 33,200
19/05/2026 $23.00 $23.25 $22.57 $22.92 72,600