Summary
MRNY
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 341.73% Volatility 51.57% Sharpe 0.71
Official loaded data — not a live quote.

YIELDMAX(R) MRNA OPTION INCOME STRATEGY ETF

Symbol: MRNY

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 23/10/2023

Latest date: 31/08/2026

Current price: $33.25

Expense ratio: 1.00%

Assets under management
$106.9M
3.91% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

141.85%

Ann. -44.42% (Sharpe / Sortino numerator)

Volatility

56.40%

Sharpe ratio

-0.852

VaR 95%

-5.21%

CVaR 95%: -5.65%
Max drawdown: -11.06%
Sortino ratio: -1.573
Calmar ratio: -4.01

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

173.52%

Ann. 249.34% (Sharpe / Sortino numerator)

Volatility

61.96%

Sharpe ratio

3.966

VaR 95%

-5.10%

CVaR 95%: -5.62%
Max drawdown: -18.21%
Sortino ratio: 7.761
Calmar ratio: 13.69

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

149.46%

Ann. 102.77% (Sharpe / Sortino numerator)

Volatility

55.99%

Sharpe ratio

1.771

VaR 95%

-5.20%

CVaR 95%: -6.02%
Max drawdown: -18.21%
Sortino ratio: 3.212
Calmar ratio: 5.64

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

341.73%

Ann. 40.29% (Sharpe / Sortino numerator)

Volatility

51.57%

Sharpe ratio

0.711

VaR 95%

-5.60%

CVaR 95%: -6.79%
Max drawdown: -31.49%
Sortino ratio: 1.125
Calmar ratio: 1.28

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

50.02%

Ann. -41.20% (Sharpe / Sortino numerator)

Volatility

53.76%

Sharpe ratio

-0.834

VaR 95%

-6.07%

CVaR 95%: -8.55%
Max drawdown: -82.14%
Sortino ratio: -1.017
Calmar ratio: -0.50

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

12.37%

Ann. -30.41% (Sharpe / Sortino numerator)

Volatility

51.48%

Sharpe ratio

-0.660

VaR 95%

-5.93%

CVaR 95%: -8.11%
Max drawdown: -82.14%
Sortino ratio: -0.826
Calmar ratio: -0.37

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.947%

Best day

169.23%

19/08/2026
Worst day

-23.397%

20/08/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $32.00 $33.75 $31.66 $33.25 283,400
28/08/2026 $32.50 $32.70 $31.77 $32.62 194,700
27/08/2026 $33.67 $33.94 $32.59 $33.39 201,200
26/08/2026 $36.39 $36.48 $34.56 $35.42 432,400
25/08/2026 $34.15 $37.58 $33.88 $36.97 234,200
24/08/2026 $34.00 $34.38 $31.46 $33.15 219,200
21/08/2026 $31.89 $37.50 $31.89 $34.42 558,400
20/08/2026 $35.63 $36.48 $30.89 $32.00 1,323,300
19/08/2026 $27.87 $42.39 $27.30 $42.00 4,564,400
18/08/2026 $15.60 $15.80 $15.40 $15.60 72,100