YIELDMAX(R) MARA OPTION INCOME STRATEGY ETF
Symbol: MARO
Exchange: NYSE
Sector: N/A
Category: Derivative Income
Inception date: 09/12/2024
Latest date: 03/09/2026
Current price: $4.30
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
-5.05%
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
-19.50%
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
10.37%
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
-42.10%
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
-60.81%
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: 03/09/2025 - 03/09/2026.
Average daily return
-0.125%
Best day
18.163%
Worst day
-17.031%
Days with data
252
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/09/2026 | $3.98 | $4.38 | $3.94 | $4.30 | 594,400 |
| 02/09/2026 | $3.85 | $4.00 | $3.82 | $3.98 | 201,400 |
| 01/09/2026 | $4.01 | $4.01 | $3.88 | $3.92 | 255,900 |
| 31/08/2026 | $4.10 | $4.10 | $3.96 | $4.10 | 309,800 |
| 28/08/2026 | $4.30 | $4.30 | $4.02 | $4.02 | 858,800 |
| 27/08/2026 | $4.30 | $4.50 | $4.26 | $4.39 | 252,500 |
| 26/08/2026 | $4.37 | $4.41 | $4.22 | $4.29 | 242,500 |
| 25/08/2026 | $4.26 | $4.55 | $4.23 | $4.45 | 204,900 |
| 24/08/2026 | $4.28 | $4.54 | $4.25 | $4.28 | 390,100 |
| 21/08/2026 | $4.46 | $4.71 | $4.22 | $4.31 | 677,400 |