Summary
MRNY
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 493.61% 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: 15/10/2026

Current price: $44.24

Expense ratio: 1.00%

Assets under management
$216.1M
3.92% 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

48.75%

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

207.81%

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

264.55%

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

493.61%

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

175.89%

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

73.31%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

1.068%

Best day

169.23%

19/08/2026
Worst day

-23.397%

20/08/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $42.57 $45.39 $41.59 $44.24 371,600
14/10/2026 $42.48 $43.94 $41.37 $43.73 476,300
13/10/2026 $40.80 $42.46 $40.22 $42.21 203,300
12/10/2026 $43.47 $43.84 $41.30 $41.76 321,000
09/10/2026 $39.80 $43.73 $39.63 $43.63 533,900
08/10/2026 $39.47 $39.85 $38.90 $39.67 134,400
07/10/2026 $38.06 $40.25 $37.93 $40.20 309,600
06/10/2026 $40.88 $42.56 $38.63 $38.69 362,300
05/10/2026 $39.32 $41.53 $38.40 $41.19 326,000
02/10/2026 $39.11 $39.53 $37.67 $39.10 185,600