Summary
SNOY
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 45.64% Volatility 41.99% Sharpe -0.38
Official loaded data — not a live quote.

YIELDMAX(R) SNOW OPTION INCOME STRATEGY ETF

Symbol: SNOY

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 10/06/2024

Latest date: 03/09/2026

Current price: $11.87

Expense ratio: 1.00%

Assets under management
$64.0M
-5.04% 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

11.18%

Ann. -69.35% (Sharpe / Sortino numerator)

Volatility

39.45%

Sharpe ratio

-1.850

VaR 95%

-4.94%

CVaR 95%: -5.66%
Max drawdown: -13.78%
Sortino ratio: -2.371
Calmar ratio: -5.03

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

39.18%

Ann. -77.25% (Sharpe / Sortino numerator)

Volatility

49.81%

Sharpe ratio

-1.624

VaR 95%

-6.21%

CVaR 95%: -7.70%
Max drawdown: -35.70%
Sortino ratio: -2.143
Calmar ratio: -2.16

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

96.51%

Ann. -59.77% (Sharpe / Sortino numerator)

Volatility

43.19%

Sharpe ratio

-1.468

VaR 95%

-4.99%

CVaR 95%: -7.18%
Max drawdown: -43.80%
Sortino ratio: -1.831
Calmar ratio: -1.36

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

45.64%

Ann. -12.21% (Sharpe / Sortino numerator)

Volatility

41.99%

Sharpe ratio

-0.377

VaR 95%

-4.41%

CVaR 95%: -6.80%
Max drawdown: -43.80%
Sortino ratio: -0.469
Calmar ratio: -0.28

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

129.59%

Ann. -1.97% (Sharpe / Sortino numerator)

Volatility

47.00%

Sharpe ratio

-0.118

VaR 95%

-4.50%

CVaR 95%: -7.60%
Max drawdown: -60.07%
Sortino ratio: -0.134
Calmar ratio: -0.03

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

0.21%

Best day

36.584%

28/05/2026
Worst day

-11.184%

09/04/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $12.50 $12.76 $11.83 $11.87 370,300
02/09/2026 $10.79 $10.98 $10.54 $10.56 356,800
01/09/2026 $11.22 $11.28 $10.99 $11.06 160,200
31/08/2026 $11.35 $11.44 $11.14 $11.44 151,900
28/08/2026 $11.34 $11.38 $11.26 $11.35 130,300
27/08/2026 $11.10 $11.37 $11.10 $11.32 109,900
26/08/2026 $10.98 $11.17 $10.93 $11.17 435,400
25/08/2026 $11.23 $11.31 $10.93 $11.11 198,100
24/08/2026 $11.63 $11.63 $11.29 $11.31 231,000
21/08/2026 $11.20 $11.57 $11.05 $11.57 134,500