Summary
SEPI
Prices · period metrics · 12M
NAV as of 17/07/2026
08/09/2025 → 26/06/2026
Return 19.11% Volatility 12.66% Sharpe 1.46
Official loaded data — not a live quote.

SHELTON EQUITY PREMIUM INCOME ETF

Symbol: SEPI

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 05/09/2025

Latest date: 17/07/2026

Current price: $27.90

Expense ratio: 0.54%

Assets under management
$152.4M
0.04% 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

0.91%

Ann. 84.52% (Sharpe / Sortino numerator)

Volatility

8.81%

Sharpe ratio

9.183

VaR 95%

-0.64%

CVaR 95%: -0.84%
Max drawdown: -1.29%
Sortino ratio: 15.917
Calmar ratio: 65.58

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

5.84%

Ann. 49.01% (Sharpe / Sortino numerator)

Volatility

13.25%

Sharpe ratio

3.425

VaR 95%

-1.25%

CVaR 95%: -1.45%
Max drawdown: -5.41%
Sortino ratio: 5.928
Calmar ratio: 9.06

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

11.30%

Ann. 21.54% (Sharpe / Sortino numerator)

Volatility

12.42%

Sharpe ratio

1.443

VaR 95%

-1.33%

CVaR 95%: -1.52%
Max drawdown: -7.66%
Sortino ratio: 2.313
Calmar ratio: 2.81

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

19.11%

Ann. 22.11% (Sharpe / Sortino numerator)

Volatility

12.66%

Sharpe ratio

1.461

VaR 95%

-1.34%

CVaR 95%: -1.67%
Max drawdown: -7.66%
Sortino ratio: 2.201
Calmar ratio: 2.89

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: 08/09/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

3.27%

10/11/2025
Worst day

-2.155%

05/06/2026
Days with data

215

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $27.89 $28.09 $27.67 $27.90 23,600
16/07/2026 $28.33 $28.33 $28.04 $28.10 22,800
15/07/2026 $28.50 $28.51 $28.30 $28.37 40,000
14/07/2026 $28.42 $28.44 $28.35 $28.36 25,200
13/07/2026 $28.42 $28.42 $28.19 $28.19 28,500
10/07/2026 $28.29 $28.40 $28.26 $28.39 20,100
09/07/2026 $27.97 $28.28 $27.97 $28.23 34,200
08/07/2026 $27.98 $28.03 $27.84 $28.00 115,500
07/07/2026 $28.10 $28.10 $27.92 $27.99 10,700
06/07/2026 $27.84 $28.11 $27.84 $28.03 36,200