Summary
THTA
Prices · period metrics · 12M
NAV as of 01/06/2026
30/05/2025 → 28/05/2026
Return 16.47% Volatility 5.83% Sharpe 2.20
Official loaded data — not a live quote.

SOFI ENHANCED YIELD ETF

Symbol: THTA

Exchange: NYSE

Sector: Technology

Category: Short Government

Inception date: 14/11/2023

Latest date: 01/06/2026

Current price: $15.53

Expense ratio: 0.61%

Assets under management
$43.1M
0.39% 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

0.52%

Ann. 9.25% (Sharpe / Sortino numerator)

Volatility

2.57%

Sharpe ratio

2.185

VaR 95%

-0.16%

CVaR 95%: -0.21%
Max drawdown: -0.32%
Sortino ratio: 4.970
Calmar ratio: 28.71

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

3.68%

Ann. 15.21% (Sharpe / Sortino numerator)

Volatility

4.14%

Sharpe ratio

2.799

VaR 95%

-0.33%

CVaR 95%: -0.38%
Max drawdown: -0.72%
Sortino ratio: 5.768
Calmar ratio: 21.26

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

7.94%

Ann. 17.03% (Sharpe / Sortino numerator)

Volatility

5.71%

Sharpe ratio

2.348

VaR 95%

-0.36%

CVaR 95%: -0.70%
Max drawdown: -1.85%
Sortino ratio: 2.790
Calmar ratio: 9.22

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

16.47%

Ann. 16.48% (Sharpe / Sortino numerator)

Volatility

5.83%

Sharpe ratio

2.205

VaR 95%

-0.39%

CVaR 95%: -0.81%
Max drawdown: -2.64%
Sortino ratio: 2.654
Calmar ratio: 6.25

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 - 01/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.062%

Best day

1.815%

21/11/2025
Worst day

-1.848%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
01/06/2026 $15.47 $15.56 $15.47 $15.53 23,800
29/05/2026 $15.50 $15.53 $15.50 $15.51 26,100
28/05/2026 $15.51 $15.54 $15.50 $15.51 21,700
27/05/2026 $15.49 $15.51 $15.49 $15.51 20,000
26/05/2026 $15.52 $15.52 $15.50 $15.51 43,200
22/05/2026 $15.55 $15.59 $15.50 $15.53 46,200
21/05/2026 $15.54 $15.54 $15.49 $15.53 43,400
20/05/2026 $15.50 $15.57 $15.50 $15.51 26,000
19/05/2026 $15.48 $15.53 $15.48 $15.52 25,400
18/05/2026 $15.53 $15.54 $15.45 $15.48 106,700