Summary
LFGY
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return -10.77% 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: 16/07/2026

Current price: $19.82

Expense ratio: 1.02%

Assets under management
$100.6M
-3.86% 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

-11.01%

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

-2.11%

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

-3.95%

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

-10.77%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.015%

Best day

9.425%

06/02/2026
Worst day

-8.19%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $20.61 $20.61 $19.75 $19.82 40,600
15/07/2026 $20.47 $20.80 $20.25 $20.69 50,500
14/07/2026 $20.25 $20.55 $20.18 $20.46 48,000
13/07/2026 $20.25 $20.28 $19.82 $20.01 34,600
10/07/2026 $20.85 $21.05 $20.43 $20.46 36,200
09/07/2026 $20.86 $20.95 $20.64 $20.75 21,900
08/07/2026 $20.05 $20.36 $19.82 $20.36 36,100
07/07/2026 $21.02 $21.02 $20.21 $20.47 38,600
06/07/2026 $20.64 $21.43 $20.64 $21.22 53,900
02/07/2026 $20.75 $21.49 $20.23 $20.44 57,200