Summary
TLTI
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 3.55% Volatility 11.35% Sharpe -0.31
Official loaded data — not a live quote.

NEOS ENHANCED INCOME 20+ YEAR TREASURY BOND ETF

Symbol: TLTI

Exchange: BATS

Sector: Technology

Category: Long Government

Inception date: 10/12/2024

Latest date: 21/07/2026

Current price: $44.24

Expense ratio: 0.58%

Assets under management
$15.5M
-0.15% 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

-2.23%

Ann. -22.88% (Sharpe / Sortino numerator)

Volatility

12.61%

Sharpe ratio

-2.101

VaR 95%

-1.09%

CVaR 95%: -1.51%
Max drawdown: -4.07%
Sortino ratio: -3.556
Calmar ratio: -5.62

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

-1.78%

Ann. 3.04% (Sharpe / Sortino numerator)

Volatility

10.38%

Sharpe ratio

-0.057

VaR 95%

-1.05%

CVaR 95%: -1.37%
Max drawdown: -5.21%
Sortino ratio: -0.089
Calmar ratio: 0.58

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

-0.68%

Ann. -0.97% (Sharpe / Sortino numerator)

Volatility

9.17%

Sharpe ratio

-0.502

VaR 95%

-1.02%

CVaR 95%: -1.24%
Max drawdown: -5.21%
Sortino ratio: -0.766
Calmar ratio: -0.19

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

3.55%

Ann. 0.13% (Sharpe / Sortino numerator)

Volatility

11.35%

Sharpe ratio

-0.309

VaR 95%

-1.04%

CVaR 95%: -1.68%
Max drawdown: -8.70%
Sortino ratio: -0.423
Calmar ratio: 0.01

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

0.016%

Best day

1.564%

05/09/2025
Worst day

-1.911%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $44.31 $44.31 $44.14 $44.24 13,100
20/07/2026 $44.53 $44.53 $44.30 $44.36 8,500
17/07/2026 $44.67 $44.79 $44.67 $44.67 6,700
16/07/2026 $44.29 $44.52 $44.28 $44.48 6,800
15/07/2026 $44.54 $44.60 $44.53 $44.57 10,000
14/07/2026 $44.67 $44.82 $44.66 $44.73 5,300
13/07/2026 $44.74 $44.83 $44.63 $44.65 16,000
10/07/2026 $44.86 $44.92 $44.77 $44.89 7,400
09/07/2026 $44.77 $44.92 $44.76 $44.86 6,500
08/07/2026 $44.74 $44.78 $44.70 $44.78 5,300