Summary
SPYI
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 23.93% Volatility 16.13% Sharpe 0.72
Official loaded data — not a live quote.

NEOS S&P 500(R) HIGH INCOME ETF

Symbol: SPYI

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 29/08/2022

Latest date: 02/06/2026

Current price: $54.07

Expense ratio: 0.68%

Assets under management
$9.2B
0.22% 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

4.23%

Ann. -32.72% (Sharpe / Sortino numerator)

Volatility

16.98%

Sharpe ratio

-2.140

VaR 95%

-1.67%

CVaR 95%: -1.71%
Max drawdown: -6.85%
Sortino ratio: -3.880
Calmar ratio: -4.78

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

7.02%

Ann. -13.57% (Sharpe / Sortino numerator)

Volatility

12.76%

Sharpe ratio

-1.347

VaR 95%

-1.35%

CVaR 95%: -1.59%
Max drawdown: -8.52%
Sortino ratio: -2.005
Calmar ratio: -1.59

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

9.24%

Ann. -0.48% (Sharpe / Sortino numerator)

Volatility

11.74%

Sharpe ratio

-0.350

VaR 95%

-1.34%

CVaR 95%: -1.63%
Max drawdown: -8.52%
Sortino ratio: -0.487
Calmar ratio: -0.06

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

23.93%

Ann. 15.25% (Sharpe / Sortino numerator)

Volatility

16.13%

Sharpe ratio

0.720

VaR 95%

-1.33%

CVaR 95%: -2.37%
Max drawdown: -8.52%
Sortino ratio: 0.833
Calmar ratio: 1.79

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

34.93%

Ann. 12.06% (Sharpe / Sortino numerator)

Volatility

13.98%

Sharpe ratio

0.603

VaR 95%

-1.34%

CVaR 95%: -2.11%
Max drawdown: -16.47%
Sortino ratio: 0.697
Calmar ratio: 0.73

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

53.84%

Ann. 14.20% (Sharpe / Sortino numerator)

Volatility

12.34%

Sharpe ratio

0.856

VaR 95%

-1.22%

CVaR 95%: -1.86%
Max drawdown: -16.47%
Sortino ratio: 1.006
Calmar ratio: 0.86

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.087%

Best day

2.908%

31/03/2026
Worst day

-2.168%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $53.95 $54.11 $53.92 $54.07 2,107,400
01/06/2026 $53.90 $54.09 $53.80 $53.99 3,943,200
29/05/2026 $53.88 $53.96 $53.84 $53.89 2,122,900
28/05/2026 $53.64 $53.84 $53.59 $53.82 2,748,100
27/05/2026 $53.62 $53.66 $53.54 $53.65 2,756,500
26/05/2026 $53.61 $53.68 $53.52 $53.61 2,716,300
22/05/2026 $53.38 $53.53 $53.34 $53.38 3,424,400
21/05/2026 $53.01 $53.33 $52.98 $53.26 3,126,100
20/05/2026 $52.90 $53.16 $52.80 $53.16 2,619,100
19/05/2026 $53.38 $53.50 $53.20 $53.33 3,226,200