Summary
NVDY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 22.09% Volatility 32.49% Sharpe 1.34
Official loaded data — not a live quote.

YIELDMAX(R) NVDA OPTION INCOME STRATEGY ETF

Symbol: NVDY

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 10/05/2023

Latest date: 16/07/2026

Current price: $12.57

Expense ratio: 1.09%

Assets under management
$1.4B
-0.48% 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

0.25%

Ann. -20.58% (Sharpe / Sortino numerator)

Volatility

30.23%

Sharpe ratio

-0.801

VaR 95%

-2.87%

CVaR 95%: -3.33%
Max drawdown: -8.45%
Sortino ratio: -1.325
Calmar ratio: -2.43

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

2.92%

Ann. -21.52% (Sharpe / Sortino numerator)

Volatility

31.69%

Sharpe ratio

-0.794

VaR 95%

-3.75%

CVaR 95%: -3.87%
Max drawdown: -13.88%
Sortino ratio: -1.238
Calmar ratio: -1.55

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

9.06%

Ann. -6.83% (Sharpe / Sortino numerator)

Volatility

30.81%

Sharpe ratio

-0.339

VaR 95%

-3.44%

CVaR 95%: -3.89%
Max drawdown: -15.98%
Sortino ratio: -0.516
Calmar ratio: -0.43

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

22.09%

Ann. 47.26% (Sharpe / Sortino numerator)

Volatility

32.49%

Sharpe ratio

1.343

VaR 95%

-3.41%

CVaR 95%: -4.54%
Max drawdown: -15.98%
Sortino ratio: 1.814
Calmar ratio: 2.96

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

45.10%

Ann. 29.62% (Sharpe / Sortino numerator)

Volatility

40.59%

Sharpe ratio

0.640

VaR 95%

-3.86%

CVaR 95%: -6.39%
Max drawdown: -34.09%
Sortino ratio: 0.754
Calmar ratio: 0.87

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

181.16%

Ann. 58.67% (Sharpe / Sortino numerator)

Volatility

38.61%

Sharpe ratio

1.427

VaR 95%

-3.65%

CVaR 95%: -5.71%
Max drawdown: -34.09%
Sortino ratio: 1.769
Calmar ratio: 1.72

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.096%

Best day

6.544%

06/02/2026
Worst day

-5.041%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $12.63 $12.69 $12.49 $12.57 1,798,200
15/07/2026 $12.81 $12.90 $12.59 $12.83 1,950,700
14/07/2026 $12.62 $12.84 $12.46 $12.80 1,569,300
13/07/2026 $12.67 $12.76 $12.42 $12.43 2,206,700
10/07/2026 $12.39 $12.77 $12.39 $12.75 3,217,700
09/07/2026 $12.50 $12.52 $12.25 $12.42 1,840,600
08/07/2026 $12.18 $12.63 $12.18 $12.60 2,377,200
07/07/2026 $12.04 $12.34 $11.96 $12.27 2,278,900
06/07/2026 $12.13 $12.29 $12.12 $12.19 2,000,700
02/07/2026 $12.25 $12.41 $12.00 $12.12 2,796,700