Summary
SMCY
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return -48.61% 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: 21/07/2026

Current price: $4.32

Expense ratio: 1.01%

Assets under management
$111.0M
3.35% 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

-21.72%

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

-11.17%

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

-22.62%

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

-48.61%

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

-54.92%

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: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.15%

Best day

19.212%

06/05/2026
Worst day

-32.162%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $4.18 $4.32 $4.16 $4.32 651,100
20/07/2026 $4.17 $4.18 $4.07 $4.07 476,300
17/07/2026 $4.15 $4.26 $3.99 $4.13 713,100
16/07/2026 $4.54 $4.54 $4.18 $4.20 1,045,900
15/07/2026 $4.78 $4.82 $4.53 $4.65 705,200
14/07/2026 $4.76 $4.79 $4.68 $4.74 285,400
13/07/2026 $4.76 $4.79 $4.66 $4.72 472,700
10/07/2026 $4.80 $4.90 $4.75 $4.82 525,400
09/07/2026 $4.83 $4.88 $4.76 $4.77 401,400
08/07/2026 $4.50 $4.84 $4.50 $4.83 740,400