Summary
QQQI
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 30.41% Volatility 19.52% Sharpe 0.81
Official loaded data — not a live quote.

NEOS NASDAQ-100(R) HIGH INCOME ETF

Symbol: QQQI

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 29/01/2024

Latest date: 03/06/2026

Current price: $57.59

Expense ratio: 0.68%

Assets under management
$11.0B
-0.31% 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

6.91%

Ann. -28.90% (Sharpe / Sortino numerator)

Volatility

20.58%

Sharpe ratio

-1.581

VaR 95%

-1.88%

CVaR 95%: -2.10%
Max drawdown: -7.49%
Sortino ratio: -2.911
Calmar ratio: -3.86

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

14.71%

Ann. -16.23% (Sharpe / Sortino numerator)

Volatility

16.40%

Sharpe ratio

-1.211

VaR 95%

-1.78%

CVaR 95%: -1.96%
Max drawdown: -10.66%
Sortino ratio: -1.902
Calmar ratio: -1.52

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

12.92%

Ann. -4.53% (Sharpe / Sortino numerator)

Volatility

15.86%

Sharpe ratio

-0.514

VaR 95%

-1.77%

CVaR 95%: -2.12%
Max drawdown: -10.66%
Sortino ratio: -0.732
Calmar ratio: -0.42

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

30.41%

Ann. 19.46% (Sharpe / Sortino numerator)

Volatility

19.52%

Sharpe ratio

0.811

VaR 95%

-1.74%

CVaR 95%: -2.77%
Max drawdown: -10.66%
Sortino ratio: 1.025
Calmar ratio: 1.83

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

46.42%

Ann. 14.16% (Sharpe / Sortino numerator)

Volatility

17.77%

Sharpe ratio

0.593

VaR 95%

-1.85%

CVaR 95%: -2.64%
Max drawdown: -20.00%
Sortino ratio: 0.736
Calmar ratio: 0.71

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

0.109%

Best day

3.263%

31/03/2026
Worst day

-2.785%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $57.77 $57.84 $57.38 $57.59 6,113,500
02/06/2026 $57.48 $57.71 $57.28 $57.69 4,652,700
01/06/2026 $57.20 $57.66 $57.09 $57.47 6,112,700
29/05/2026 $57.20 $57.35 $57.10 $57.22 4,072,100
28/05/2026 $56.86 $57.15 $56.73 $57.09 4,130,900
27/05/2026 $56.98 $57.00 $56.66 $56.85 6,155,000
26/05/2026 $56.70 $56.89 $56.62 $56.85 6,779,000
22/05/2026 $56.31 $56.51 $56.23 $56.30 7,498,300
21/05/2026 $55.82 $56.24 $55.78 $56.14 6,391,600
20/05/2026 $55.70 $56.06 $55.59 $56.04 6,332,200