Summary
SOXY
Prices · period metrics · 12M
NAV as of 31/08/2026
30/05/2025 → 28/05/2026
Return 92.98% Volatility 28.79% Sharpe 5.01
Official loaded data — not a live quote.

YIELDMAX(R) TARGET 12(TM) SEMICONDUCTOR OPTION INCOME ETF

Symbol: SOXY

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 02/12/2024

Latest date: 31/08/2026

Current price: $88.07

Expense ratio: 1.06%

Assets under management
$64.0M
0.17% 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

-0.50%

Ann. 1753.28% (Sharpe / Sortino numerator)

Volatility

43.28%

Sharpe ratio

40.428

VaR 95%

-3.10%

CVaR 95%: -3.38%
Max drawdown: -5.62%
Sortino ratio: 81.822
Calmar ratio: 312.18

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

-10.80%

Ann. 491.72% (Sharpe / Sortino numerator)

Volatility

38.27%

Sharpe ratio

12.752

VaR 95%

-3.30%

CVaR 95%: -3.70%
Max drawdown: -9.77%
Sortino ratio: 22.263
Calmar ratio: 50.34

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

38.71%

Ann. 233.91% (Sharpe / Sortino numerator)

Volatility

33.51%

Sharpe ratio

6.872

VaR 95%

-3.30%

CVaR 95%: -3.64%
Max drawdown: -13.68%
Sortino ratio: 11.400
Calmar ratio: 17.10

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

92.98%

Ann. 147.75% (Sharpe / Sortino numerator)

Volatility

28.79%

Sharpe ratio

5.006

VaR 95%

-3.10%

CVaR 95%: -3.65%
Max drawdown: -13.68%
Sortino ratio: 7.456
Calmar ratio: 10.80

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

113.06%

Ann. 65.71% (Sharpe / Sortino numerator)

Volatility

38.15%

Sharpe ratio

1.626

VaR 95%

-3.99%

CVaR 95%: -5.76%
Max drawdown: -30.22%
Sortino ratio: 2.067
Calmar ratio: 2.17

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.297%

Best day

8.942%

30/07/2026
Worst day

-9.437%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $87.92 $88.67 $87.53 $88.07 12,000
28/08/2026 $90.18 $90.18 $87.90 $87.92 13,300
27/08/2026 $90.93 $90.93 $90.01 $90.69 6,500
26/08/2026 $89.02 $89.30 $88.39 $89.30 16,600
25/08/2026 $89.56 $89.78 $88.44 $88.79 15,900
24/08/2026 $88.77 $88.77 $86.56 $87.60 15,700
21/08/2026 $90.86 $90.86 $88.93 $89.45 11,900
20/08/2026 $90.42 $90.48 $89.46 $90.48 7,700
19/08/2026 $91.31 $91.31 $88.50 $90.07 9,200
18/08/2026 $92.08 $92.87 $90.40 $91.85 14,000