YIELDMAX(R) MRNA OPTION INCOME STRATEGY ETF
Symbol: MRNY
Exchange: NYSE
Sector: N/A
Category: Derivative Income
Inception date: 23/10/2023
Latest date: 16/07/2026
Current price: $16.72
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
9.93%
Ann. -44.42% (Sharpe / Sortino numerator)
Volatility
56.40%
Sharpe ratio
-0.852
VaR 95%
-5.21%
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
9.45%
Ann. 249.34% (Sharpe / Sortino numerator)
Volatility
61.96%
Sharpe ratio
3.966
VaR 95%
-5.10%
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
36.22%
Ann. 102.77% (Sharpe / Sortino numerator)
Volatility
55.99%
Sharpe ratio
1.771
VaR 95%
-5.20%
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
53.11%
Ann. 40.29% (Sharpe / Sortino numerator)
Volatility
51.57%
Sharpe ratio
0.711
VaR 95%
-5.60%
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
-50.93%
Ann. -41.20% (Sharpe / Sortino numerator)
Volatility
53.76%
Sharpe ratio
-0.834
VaR 95%
-6.07%
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
-43.49%
Ann. -30.41% (Sharpe / Sortino numerator)
Volatility
51.48%
Sharpe ratio
-0.660
VaR 95%
-5.93%
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.
Average daily return
0.225%
Best day
13.594%
Worst day
-8.266%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $17.72 | $17.72 | $16.64 | $16.72 | 222,100 |
| 15/07/2026 | $18.10 | $18.29 | $17.72 | $18.28 | 241,400 |
| 14/07/2026 | $18.00 | $18.37 | $17.61 | $18.09 | 176,300 |
| 13/07/2026 | $17.74 | $18.36 | $17.50 | $17.93 | 158,700 |
| 10/07/2026 | $19.94 | $19.95 | $17.90 | $18.20 | 334,500 |
| 09/07/2026 | $19.32 | $19.90 | $19.09 | $19.84 | 232,900 |
| 08/07/2026 | $20.57 | $20.57 | $19.65 | $19.81 | 426,300 |
| 07/07/2026 | $21.42 | $21.50 | $20.41 | $20.93 | 191,000 |
| 06/07/2026 | $20.70 | $22.15 | $20.39 | $21.39 | 329,800 |
| 02/07/2026 | $19.52 | $21.24 | $19.52 | $21.03 | 288,800 |