Summary
SEPI
Prices · period metrics · 1M
NAV as of 02/06/2026
28/04/2026 → 28/05/2026
Return 5.66% Volatility 8.81% Sharpe 9.18
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: 02/06/2026

Current price: $28.30

Expense ratio: 0.54%

Assets under management
$116.5M
-0.11% 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

5.66%

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

11.21%

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

12.35%

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.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 04/05/2026 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.277%

Best day

1.167%

06/05/2026
Worst day

-1.038%

15/05/2026
Days with data

20

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $28.33 $28.35 $28.19 $28.30 34,200
01/06/2026 $28.20 $28.29 $28.14 $28.23 41,900
29/05/2026 $28.18 $28.18 $28.07 $28.17 30,800
28/05/2026 $28.02 $28.12 $27.94 $28.07 25,900
27/05/2026 $28.28 $28.28 $28.15 $28.26 45,800
26/05/2026 $29.54 $29.54 $28.16 $28.24 31,400
22/05/2026 $29.17 $29.17 $27.96 $27.99 30,500
21/05/2026 $27.73 $27.92 $27.71 $27.86 12,600
20/05/2026 $27.64 $27.80 $27.64 $27.79 39,900
19/05/2026 $27.66 $27.66 $27.47 $27.57 48,900