Summary
MSTY
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return -70.78% 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: 21/07/2026

Current price: $13.55

Expense ratio: 1.03%

Assets under management
$709.9M
0.15% 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

-6.69%

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

-34.66%

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

-33.78%

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

-70.78%

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

-40.91%

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: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.406%

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
21/07/2026 $13.53 $13.85 $13.36 $13.55 974,200
20/07/2026 $12.86 $13.44 $12.81 $13.12 852,000
17/07/2026 $12.26 $12.93 $12.20 $12.82 1,001,200
16/07/2026 $12.85 $12.93 $12.61 $12.65 793,600
15/07/2026 $13.41 $13.62 $13.11 $13.22 888,300
14/07/2026 $12.88 $13.23 $12.78 $13.20 1,007,500
13/07/2026 $12.48 $12.74 $12.34 $12.57 917,800
10/07/2026 $13.29 $13.42 $12.71 $12.83 1,229,700
09/07/2026 $12.73 $13.05 $12.59 $12.73 586,800
08/07/2026 $12.87 $13.04 $12.63 $12.89 887,000