Summary
SMCY
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return -13.33% Volatility 68.69% Sharpe -0.61
Official loaded data — not a live quote.

YIELDMAX(R) SMCI OPTION INCOME STRATEGY ETF

Symbol: SMCY

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 11/09/2024

Latest date: 03/09/2026

Current price: $5.34

Expense ratio: 1.01%

Assets under management
$104.4M
3.69% 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

25.74%

Ann. -96.32% (Sharpe / Sortino numerator)

Volatility

137.48%

Sharpe ratio

-0.727

VaR 95%

-4.72%

CVaR 95%: -21.79%
Max drawdown: -33.31%
Sortino ratio: -0.604
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.

Period total return

-19.16%

Ann. -73.34% (Sharpe / Sortino numerator)

Volatility

94.13%

Sharpe ratio

-0.818

VaR 95%

-4.60%

CVaR 95%: -13.73%
Max drawdown: -39.68%
Sortino ratio: -0.746
Calmar ratio: -1.85

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

8.62%

Ann. -78.02% (Sharpe / Sortino numerator)

Volatility

75.78%

Sharpe ratio

-1.077

VaR 95%

-5.33%

CVaR 95%: -12.19%
Max drawdown: -60.97%
Sortino ratio: -1.057
Calmar ratio: -1.28

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

-13.33%

Ann. -38.27% (Sharpe / Sortino numerator)

Volatility

68.69%

Sharpe ratio

-0.610

VaR 95%

-5.33%

CVaR 95%: -11.24%
Max drawdown: -63.39%
Sortino ratio: -0.625
Calmar ratio: -0.60

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

-44.28%

Ann. -30.93% (Sharpe / Sortino numerator)

Volatility

80.86%

Sharpe ratio

-0.427

VaR 95%

-7.66%

CVaR 95%: -13.05%
Max drawdown: -67.39%
Sortino ratio: -0.474
Calmar ratio: -0.46

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.062%

Best day

19.212%

06/05/2026
Worst day

-32.162%

20/03/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $5.15 $5.36 $5.06 $5.34 2,372,200
02/09/2026 $5.35 $5.37 $5.14 $5.32 1,087,400
01/09/2026 $5.20 $5.29 $5.13 $5.24 594,600
31/08/2026 $5.20 $5.33 $5.18 $5.30 511,900
28/08/2026 $5.38 $5.43 $5.25 $5.30 834,700
27/08/2026 $5.38 $5.45 $5.29 $5.38 905,800
26/08/2026 $5.40 $5.43 $5.33 $5.36 854,900
25/08/2026 $5.21 $5.45 $5.19 $5.43 1,000,000
24/08/2026 $5.22 $5.24 $4.93 $5.07 1,598,700
21/08/2026 $5.31 $5.33 $5.20 $5.31 964,700