Summary
MSTY
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -57.30% Volatility 63.20% Sharpe -0.97
Official loaded data — not a live quote.

YIELDMAX(R) MSTR OPTION INCOME STRATEGY ETF

Symbol: MSTY

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 21/02/2024

Latest date: 02/06/2026

Current price: $19.38

Expense ratio: 1.03%

Assets under management
$1.2B
-4.44% 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

-23.28%

Ann. -74.86% (Sharpe / Sortino numerator)

Volatility

48.17%

Sharpe ratio

-1.630

VaR 95%

-4.74%

CVaR 95%: -4.88%
Max drawdown: -16.00%
Sortino ratio: -2.991
Calmar ratio: -4.68

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

-0.75%

Ann. -68.66% (Sharpe / Sortino numerator)

Volatility

78.68%

Sharpe ratio

-0.919

VaR 95%

-5.83%

CVaR 95%: -10.16%
Max drawdown: -37.24%
Sortino ratio: -1.415
Calmar ratio: -1.84

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

-19.24%

Ann. -85.13% (Sharpe / Sortino numerator)

Volatility

68.99%

Sharpe ratio

-1.287

VaR 95%

-7.01%

CVaR 95%: -9.67%
Max drawdown: -64.67%
Sortino ratio: -1.989
Calmar ratio: -1.32

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

-57.30%

Ann. -57.60% (Sharpe / Sortino numerator)

Volatility

63.20%

Sharpe ratio

-0.969

VaR 95%

-7.02%

CVaR 95%: -9.09%
Max drawdown: -71.79%
Sortino ratio: -1.388
Calmar ratio: -0.80

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

-34.89%

Ann. -17.36% (Sharpe / Sortino numerator)

Volatility

69.36%

Sharpe ratio

-0.303

VaR 95%

-7.13%

CVaR 95%: -10.07%
Max drawdown: -71.79%
Sortino ratio: -0.430
Calmar ratio: -0.24

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.267%

Best day

22.262%

06/02/2026
Worst day

-16.582%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $20.28 $20.28 $19.11 $19.38 3,402,500
01/06/2026 $21.01 $21.59 $20.50 $21.18 2,024,100
29/05/2026 $21.13 $22.57 $20.97 $22.29 2,102,100
28/05/2026 $21.05 $21.61 $20.36 $21.34 1,803,400
27/05/2026 $22.37 $22.44 $21.98 $22.05 1,686,000
26/05/2026 $22.85 $23.58 $22.68 $22.77 1,508,200
22/05/2026 $23.24 $23.40 $22.63 $22.72 2,176,700
21/05/2026 $23.24 $23.80 $22.99 $23.33 1,506,500
20/05/2026 $23.75 $24.15 $23.40 $23.76 1,508,700
19/05/2026 $23.44 $24.02 $23.40 $23.57 1,764,000