Summary
SOXY
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 97.39% 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: 16/07/2026

Current price: $92.71

Expense ratio: 1.06%

Assets under management
$79.9M
-2.73% 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

-10.61%

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

30.11%

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

49.38%

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

97.39%

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

124.28%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.299%

Best day

7.677%

11/06/2026
Worst day

-9.437%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $95.31 $95.31 $92.35 $92.71 22,800
15/07/2026 $101.78 $101.78 $95.25 $97.22 20,400
14/07/2026 $101.95 $101.95 $98.79 $99.83 15,300
13/07/2026 $100.57 $100.57 $97.39 $98.27 18,800
10/07/2026 $101.50 $103.51 $100.88 $102.86 7,200
09/07/2026 $103.08 $104.72 $102.31 $103.19 18,600
08/07/2026 $96.01 $99.22 $96.01 $98.59 105,800
07/07/2026 $98.95 $99.35 $96.01 $98.12 33,500
06/07/2026 $104.09 $106.26 $103.99 $103.99 17,300
02/07/2026 $108.38 $108.42 $99.47 $101.78 23,300