Summary
NVDY
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 52.47% 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: 02/06/2026

Current price: $13.96

Expense ratio: 1.09%

Assets under management
$1.4B
-1.76% 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

7.93%

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

15.76%

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

19.60%

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

52.47%

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

53.78%

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

233.23%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.183%

Best day

6.544%

06/02/2026
Worst day

-4.31%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $14.21 $14.43 $13.90 $13.96 3,798,500
01/06/2026 $13.63 $14.07 $13.63 $14.05 4,462,300
29/05/2026 $13.60 $13.73 $13.42 $13.42 3,951,200
28/05/2026 $13.45 $13.63 $13.43 $13.56 2,200,700
27/05/2026 $13.71 $13.71 $13.39 $13.61 3,173,500
26/05/2026 $13.84 $13.91 $13.57 $13.73 3,357,700
22/05/2026 $14.06 $14.06 $13.72 $13.76 3,332,800
21/05/2026 $14.09 $14.41 $13.85 $13.97 4,576,400
20/05/2026 $14.26 $14.42 $14.12 $14.29 3,573,900
19/05/2026 $14.06 $14.32 $13.96 $14.11 3,359,900