Summary
MSTY
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return -51.80% 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: 03/09/2026

Current price: $16.29

Expense ratio: 1.03%

Assets under management
$756.7M
10.67% 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

38.70%

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

9.74%

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

4.44%

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

-51.80%

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

-9.52%

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.

Period total return

45.97%

Ann. 7.66% (Sharpe / Sortino numerator)

Volatility

71.85%

Sharpe ratio

0.056

VaR 95%

-7.14%

CVaR 95%: -10.17%
Max drawdown: -79.29%
Sortino ratio: 0.082
Calmar ratio: 0.10

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.198%

Best day

22.262%

06/02/2026
Worst day

-16.582%

05/02/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $14.72 $16.31 $14.69 $16.29 2,790,200
02/09/2026 $14.43 $14.54 $14.21 $14.40 1,627,700
01/09/2026 $14.90 $15.06 $14.44 $14.58 1,672,100
31/08/2026 $14.96 $15.40 $14.66 $15.35 1,766,000
28/08/2026 $15.50 $15.69 $14.73 $14.80 3,489,500
27/08/2026 $14.81 $16.12 $14.62 $15.83 2,608,100
26/08/2026 $14.82 $14.99 $14.57 $14.79 1,389,600
25/08/2026 $14.40 $15.30 $14.35 $15.12 1,709,300
24/08/2026 $14.65 $15.26 $14.43 $14.73 2,567,700
21/08/2026 $14.44 $14.68 $14.06 $14.40 2,947,900