Summary
SPYI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 18.77% 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: 16/07/2026

Current price: $53.52

Expense ratio: 0.68%

Assets under management
$10.4B
-0.29% 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

0.74%

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

5.67%

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

7.07%

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

18.77%

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

33.03%

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

47.28%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

2.908%

31/03/2026
Worst day

-2.242%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $53.68 $53.73 $53.35 $53.52 1,953,000
15/07/2026 $53.68 $53.77 $53.48 $53.74 2,245,200
14/07/2026 $53.50 $53.63 $53.36 $53.56 1,981,800
13/07/2026 $53.55 $53.64 $53.30 $53.37 2,562,600
10/07/2026 $53.51 $53.73 $53.30 $53.70 2,603,000
09/07/2026 $53.28 $53.51 $53.15 $53.51 1,610,200
08/07/2026 $53.00 $53.19 $52.78 $53.15 2,161,500
07/07/2026 $53.40 $53.44 $53.12 $53.28 2,350,500
06/07/2026 $53.29 $53.52 $53.23 $53.45 2,408,700
02/07/2026 $53.21 $53.41 $52.77 $53.06 2,049,500