Summary
THTA
Prices · period metrics · 12M
NAV as of 21/07/2026
30/05/2025 → 28/05/2026
Return 16.30% 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: 21/07/2026

Current price: $15.52

Expense ratio: 0.65%

Assets under management
$49.4M
-0.06% 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

0.76%

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

3.30%

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

8.10%

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

16.30%

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.

Period total return

-2.87%

Ann. -1.57% (Sharpe / Sortino numerator)

Volatility

25.12%

Sharpe ratio

-0.209

VaR 95%

-0.60%

CVaR 95%: -3.01%
Max drawdown: -31.41%
Sortino ratio: -0.136
Calmar ratio: -0.05

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

5.57%

Ann. 1.75% (Sharpe / Sortino numerator)

Volatility

21.88%

Sharpe ratio

-0.088

VaR 95%

-0.51%

CVaR 95%: -2.44%
Max drawdown: -31.41%
Sortino ratio: -0.057
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.061%

Best day

1.815%

21/11/2025
Worst day

-1.848%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $15.53 $15.53 $15.45 $15.52 40,800
20/07/2026 $15.36 $15.45 $15.36 $15.40 59,600
17/07/2026 $15.30 $15.39 $15.14 $15.35 47,200
16/07/2026 $15.44 $15.51 $15.38 $15.39 53,700
15/07/2026 $15.62 $15.62 $15.45 $15.47 145,800
14/07/2026 $15.53 $15.62 $15.53 $15.61 80,600
13/07/2026 $15.53 $15.62 $15.53 $15.53 96,800
10/07/2026 $15.57 $15.64 $15.57 $15.62 49,900
09/07/2026 $15.59 $15.62 $15.56 $15.62 31,500
08/07/2026 $15.60 $15.65 $15.58 $15.64 61,000