Summary
MARO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -47.63% 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: 16/07/2026

Current price: $4.97

Expense ratio: 1.00%

Assets under management
$84.5M
-5.15% 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

-14.88%

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

-2.29%

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

-6.87%

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

-47.63%

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

Methodology: adjusted prices + daily simple return
Average daily return

-0.177%

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
16/07/2026 $5.24 $5.27 $4.93 $4.97 355,900
15/07/2026 $5.37 $5.45 $5.14 $5.40 440,100
14/07/2026 $5.40 $5.47 $5.16 $5.31 336,300
13/07/2026 $5.40 $5.46 $5.24 $5.32 388,600
10/07/2026 $5.79 $5.80 $5.37 $5.45 500,700
09/07/2026 $5.49 $6.00 $5.46 $5.70 689,700
08/07/2026 $5.23 $5.37 $5.16 $5.34 623,300
07/07/2026 $5.58 $5.61 $5.21 $5.33 779,900
06/07/2026 $5.53 $5.85 $5.53 $5.68 526,900
02/07/2026 $5.95 $6.08 $5.33 $5.40 801,000