Summary
LFGY
Prices · period metrics · 12M
NAV as of 03/09/2026
30/05/2025 → 28/05/2026
Return 7.03% 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: 03/09/2026

Current price: $20.83

Expense ratio: 1.02%

Assets under management
$90.7M
4.46% 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

7.99%

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

0.65%

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

26.47%

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

7.03%

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.

Period total return

2.89%

Ann. -0.91% (Sharpe / Sortino numerator)

Volatility

42.23%

Sharpe ratio

-0.108

VaR 95%

-4.32%

CVaR 95%: -6.30%
Max drawdown: -35.94%
Sortino ratio: -0.152
Calmar ratio: -0.03

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.061%

Best day

9.425%

06/02/2026
Worst day

-8.191%

05/02/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $19.94 $20.83 $19.94 $20.83 79,100
02/09/2026 $19.24 $19.64 $19.07 $19.60 17,300
01/09/2026 $19.65 $19.77 $19.38 $19.41 25,200
31/08/2026 $19.66 $20.04 $19.53 $19.98 31,100
28/08/2026 $20.46 $20.46 $19.68 $19.71 45,900
27/08/2026 $20.63 $20.85 $20.39 $20.72 37,000
26/08/2026 $20.33 $20.33 $20.12 $20.15 20,400
25/08/2026 $20.35 $20.71 $20.00 $20.65 45,700
24/08/2026 $20.24 $20.40 $19.90 $19.95 65,800
21/08/2026 $20.16 $20.61 $19.95 $20.09 71,400