Summary
SPYH
Prices · period metrics · 12M
NAV as of 16/07/2026
17/04/2025 → 17/04/2026
Return 14.92% Volatility 9.09% Sharpe 2.40
Official loaded data — not a live quote.

NEOS S&P 500(R) HEDGED EQUITY INCOME ETF

Symbol: SPYH

Exchange: BATS

Sector: Technology

Category: Equity Hedged

Inception date: 02/04/2025

Latest date: 16/07/2026

Current price: $56.18

Expense ratio: 0.68%

Assets under management
$32.3M
-0.23% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.56%

Ann. -34.42% (Sharpe / Sortino numerator)

Volatility

12.38%

Sharpe ratio

-3.075

VaR 95%

-1.21%

CVaR 95%: -1.22%
Max drawdown: -5.37%
Sortino ratio: -5.235
Calmar ratio: -6.41

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

4.58%

Ann. -11.36% (Sharpe / Sortino numerator)

Volatility

10.01%

Sharpe ratio

-1.497

VaR 95%

-1.13%

CVaR 95%: -1.27%
Max drawdown: -6.63%
Sortino ratio: -2.216
Calmar ratio: -1.71

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

4.90%

Ann. -0.55% (Sharpe / Sortino numerator)

Volatility

9.47%

Sharpe ratio

-0.441

VaR 95%

-1.12%

CVaR 95%: -1.31%
Max drawdown: -6.63%
Sortino ratio: -0.613
Calmar ratio: -0.08

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

14.92%

Ann. 25.41% (Sharpe / Sortino numerator)

Volatility

9.09%

Sharpe ratio

2.398

VaR 95%

-0.97%

CVaR 95%: -1.25%
Max drawdown: -6.63%
Sortino ratio: 3.413
Calmar ratio: 3.83

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

0.057%

Best day

1.754%

31/03/2026
Worst day

-1.763%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $56.31 $56.39 $56.15 $56.18 5,400
15/07/2026 $56.36 $56.40 $56.24 $56.35 4,500
14/07/2026 $56.19 $56.26 $56.09 $56.21 61,100
13/07/2026 $56.24 $56.25 $56.05 $56.05 7,100
10/07/2026 $56.17 $56.34 $56.13 $56.32 3,500
09/07/2026 $55.79 $56.13 $55.79 $56.07 13,700
08/07/2026 $55.76 $55.85 $55.73 $55.85 5,500
07/07/2026 $56.01 $56.07 $55.88 $55.94 4,100
06/07/2026 $55.86 $56.09 $55.86 $56.03 14,900
02/07/2026 $55.87 $55.95 $55.62 $55.76 9,500