Summary
MARO
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -20.94% Volatility 64.98% Sharpe -0.67
Official loaded data — not a live quote.

YIELDMAX(R) MARA OPTION INCOME STRATEGY ETF

Symbol: MARO

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 09/12/2024

Latest date: 02/06/2026

Current price: $6.77

Expense ratio: 1.00%

Assets under management
$66.2M
-0.88% 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

15.03%

Ann. -71.51% (Sharpe / Sortino numerator)

Volatility

71.56%

Sharpe ratio

-1.050

VaR 95%

-8.10%

CVaR 95%: -8.21%
Max drawdown: -15.11%
Sortino ratio: -1.600
Calmar ratio: -4.73

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

31.24%

Ann. -61.32% (Sharpe / Sortino numerator)

Volatility

79.72%

Sharpe ratio

-0.815

VaR 95%

-8.13%

CVaR 95%: -10.91%
Max drawdown: -36.32%
Sortino ratio: -1.102
Calmar ratio: -1.69

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

5.30%

Ann. -80.45% (Sharpe / Sortino numerator)

Volatility

72.11%

Sharpe ratio

-1.166

VaR 95%

-7.73%

CVaR 95%: -9.91%
Max drawdown: -65.50%
Sortino ratio: -1.684
Calmar ratio: -1.23

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

-20.94%

Ann. -39.68% (Sharpe / Sortino numerator)

Volatility

64.98%

Sharpe ratio

-0.667

VaR 95%

-7.19%

CVaR 95%: -9.43%
Max drawdown: -65.50%
Sortino ratio: -0.946
Calmar ratio: -0.61

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

-0.018%

Best day

18.164%

06/02/2026
Worst day

-17.031%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $6.83 $6.96 $6.66 $6.77 557,600
01/06/2026 $6.67 $7.02 $6.51 $6.90 513,700
29/05/2026 $6.64 $6.80 $6.51 $6.76 446,600
28/05/2026 $6.63 $6.71 $6.48 $6.66 266,300
27/05/2026 $6.79 $6.87 $6.67 $6.82 668,200
26/05/2026 $6.76 $6.99 $6.72 $6.80 443,500
22/05/2026 $6.57 $6.72 $6.50 $6.64 384,400
21/05/2026 $6.42 $6.55 $6.42 $6.55 337,700
20/05/2026 $6.42 $6.66 $6.34 $6.55 552,600
19/05/2026 $6.10 $6.36 $5.93 $6.33 462,900