Summary
NBOS
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.19% Volatility 11.85% Sharpe 0.75
Official loaded data — not a live quote.

NEUBERGER BERMAN OPTION STRATEGY ETF

Symbol: NBOS

Exchange: NYSE

Sector: Technology

Category: Equity Hedged

Inception date: 16/09/2016

Latest date: 03/06/2026

Current price: $28.05

Expense ratio: 0.57%

Assets under management
$449.6M
-0.20% 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

2.06%

Ann. -25.68% (Sharpe / Sortino numerator)

Volatility

14.19%

Sharpe ratio

-2.065

VaR 95%

-1.28%

CVaR 95%: -1.43%
Max drawdown: -4.57%
Sortino ratio: -3.864
Calmar ratio: -5.62

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

4.29%

Ann. -1.44% (Sharpe / Sortino numerator)

Volatility

10.89%

Sharpe ratio

-0.466

VaR 95%

-1.24%

CVaR 95%: -1.35%
Max drawdown: -5.38%
Sortino ratio: -0.635
Calmar ratio: -0.27

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

7.94%

Ann. 8.13% (Sharpe / Sortino numerator)

Volatility

9.61%

Sharpe ratio

0.469

VaR 95%

-1.18%

CVaR 95%: -1.40%
Max drawdown: -5.38%
Sortino ratio: 0.609
Calmar ratio: 1.51

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

19.19%

Ann. 12.53% (Sharpe / Sortino numerator)

Volatility

11.85%

Sharpe ratio

0.751

VaR 95%

-1.08%

CVaR 95%: -1.88%
Max drawdown: -6.00%
Sortino ratio: 0.783
Calmar ratio: 2.09

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

24.97%

Ann. 10.15% (Sharpe / Sortino numerator)

Volatility

10.60%

Sharpe ratio

0.615

VaR 95%

-1.09%

CVaR 95%: -1.68%
Max drawdown: -12.66%
Sortino ratio: 0.662
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

2.22%

31/03/2026
Worst day

-1.656%

20/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $28.11 $28.11 $28.02 $28.05 42,900
02/06/2026 $28.13 $28.14 $28.03 $28.10 36,900
01/06/2026 $27.90 $28.13 $27.90 $28.10 27,900
29/05/2026 $28.09 $28.10 $28.01 $28.10 601,900
28/05/2026 $27.96 $28.07 $27.96 $28.04 16,600
27/05/2026 $27.99 $27.99 $27.93 $27.96 22,500
26/05/2026 $27.98 $27.98 $27.87 $27.95 80,600
22/05/2026 $28.08 $28.08 $28.01 $28.05 23,000
21/05/2026 $27.97 $28.05 $27.93 $28.00 40,000
20/05/2026 $27.88 $27.97 $27.79 $27.96 52,100