YIELDMAX(R) MARA OPTION INCOME STRATEGY ETF
Symbol: MARO
Exchange: NYSE
Sector: N/A
Category: Derivative Income
Inception date: 09/12/2024
Latest date: 19/10/2026
Current price: $2.49
Expense ratio: 1.00%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-41.42%
Ann. -71.51% (Sharpe / Sortino numerator)
Volatility
71.56%
Sharpe ratio
-1.050
VaR 95%
-8.10%
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
-39.97%
Ann. -61.32% (Sharpe / Sortino numerator)
Volatility
79.72%
Sharpe ratio
-0.815
VaR 95%
-8.13%
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
-40.38%
Ann. -80.45% (Sharpe / Sortino numerator)
Volatility
72.11%
Sharpe ratio
-1.166
VaR 95%
-7.73%
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
-67.16%
Ann. -39.68% (Sharpe / Sortino numerator)
Volatility
64.98%
Sharpe ratio
-0.667
VaR 95%
-7.19%
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
-73.85%
Ann. -36.85% (Sharpe / Sortino numerator)
Volatility
65.79%
Sharpe ratio
-0.616
VaR 95%
-7.46%
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: 20/10/2025 - 19/10/2026.
Average daily return
-0.354%
Best day
18.164%
Worst day
-17.03%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 19/10/2026 | $2.63 | $2.64 | $2.49 | $2.49 | 465,000 |
| 16/10/2026 | $2.71 | $2.78 | $2.50 | $2.52 | 685,900 |
| 15/10/2026 | $2.68 | $2.82 | $2.57 | $2.81 | 933,600 |
| 14/10/2026 | $3.01 | $3.03 | $2.79 | $2.82 | 1,067,900 |
| 13/10/2026 | $3.15 | $3.15 | $3.06 | $3.10 | 617,900 |
| 12/10/2026 | $3.24 | $3.27 | $3.17 | $3.18 | 446,700 |
| 09/10/2026 | $3.37 | $3.40 | $3.21 | $3.25 | 646,200 |
| 08/10/2026 | $3.46 | $3.46 | $3.26 | $3.36 | 975,700 |
| 07/10/2026 | $3.66 | $3.70 | $3.50 | $3.56 | 1,125,500 |
| 06/10/2026 | $3.81 | $3.85 | $3.75 | $3.76 | 552,800 |