Summary
RDTY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 24.88% Volatility 22.91% Sharpe 0.23
Official loaded data — not a live quote.

YIELDMAX(R) R2000 0DTE COVERED CALL STRATEGY ETF

Symbol: RDTY

Exchange: NASDAQ

Sector: Healthcare

Category: Derivative Income

Inception date: 05/03/2025

Latest date: 16/07/2026

Current price: $38.29

Expense ratio: 1.73%

Assets under management
$26.4M
0.73% 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

4.52%

Ann. -55.32% (Sharpe / Sortino numerator)

Volatility

22.81%

Sharpe ratio

-2.585

VaR 95%

-2.33%

CVaR 95%: -2.39%
Max drawdown: -7.57%
Sortino ratio: -4.406
Calmar ratio: -7.31

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

11.46%

Ann. -16.78% (Sharpe / Sortino numerator)

Volatility

18.85%

Sharpe ratio

-1.083

VaR 95%

-1.89%

CVaR 95%: -2.16%
Max drawdown: -12.73%
Sortino ratio: -1.692
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

13.32%

Ann. -9.59% (Sharpe / Sortino numerator)

Volatility

18.63%

Sharpe ratio

-0.710

VaR 95%

-1.95%

CVaR 95%: -2.36%
Max drawdown: -12.73%
Sortino ratio: -1.105
Calmar ratio: -0.75

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

24.88%

Ann. 8.95% (Sharpe / Sortino numerator)

Volatility

22.91%

Sharpe ratio

0.232

VaR 95%

-1.94%

CVaR 95%: -3.35%
Max drawdown: -12.73%
Sortino ratio: 0.281
Calmar ratio: 0.70

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

0.094%

Best day

3.607%

08/04/2026
Worst day

-3.36%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $38.01 $38.52 $38.01 $38.29 11,300
15/07/2026 $38.17 $38.36 $38.17 $38.28 26,900
14/07/2026 $38.41 $39.00 $38.12 $38.32 22,900
13/07/2026 $38.35 $38.35 $38.05 $38.08 14,400
10/07/2026 $38.33 $38.45 $38.12 $38.39 8,200
09/07/2026 $38.09 $38.60 $38.09 $38.57 11,400
08/07/2026 $38.12 $38.13 $37.66 $37.94 11,300
07/07/2026 $38.88 $38.88 $38.41 $38.58 15,600
06/07/2026 $38.51 $39.00 $38.51 $38.83 12,800
02/07/2026 $39.00 $39.06 $38.16 $38.51 17,400