Summary
ULTI
Prices · period metrics · 12M
NAV as of 03/09/2026
31/10/2025 → 21/08/2026
Return -52.09% Volatility 61.34% Sharpe -1.01
Official loaded data — not a live quote.

REX IncomeMax Option Strategy ETF

Symbol: ULTI

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 30/10/2025

Latest date: 03/09/2026

Current price: $6.80

Expense ratio: 1.32%

Assets under management
$24.2M
4.29% 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

-8.03%

Ann. -21.97% (Sharpe / Sortino numerator)

Volatility

71.05%

Sharpe ratio

-0.360

VaR 95%

-6.38%

CVaR 95%: -6.89%
Max drawdown: -19.21%
Sortino ratio: -0.678
Calmar ratio: -1.14

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

-45.87%

Ann. 134.98% (Sharpe / Sortino numerator)

Volatility

56.88%

Sharpe ratio

2.310

VaR 95%

-6.00%

CVaR 95%: -7.06%
Max drawdown: -19.21%
Sortino ratio: 3.538
Calmar ratio: 7.03

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

-19.99%

Ann. 6.92% (Sharpe / Sortino numerator)

Volatility

62.38%

Sharpe ratio

0.053

VaR 95%

-6.38%

CVaR 95%: -8.16%
Max drawdown: -27.15%
Sortino ratio: 0.081
Calmar ratio: 0.25

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

-52.09%

Ann. -58.02% (Sharpe / Sortino numerator)

Volatility

61.34%

Sharpe ratio

-1.005

VaR 95%

-6.49%

CVaR 95%: -8.56%
Max drawdown: -52.77%
Sortino ratio: -1.481
Calmar ratio: -1.10

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: 31/10/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.277%

Best day

10.012%

21/05/2026
Worst day

-15.266%

13/11/2025
Days with data

210

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $6.52 $6.90 $6.46 $6.80 59,100
02/09/2026 $6.61 $6.69 $6.41 $6.59 23,200
01/09/2026 $6.55 $6.66 $6.44 $6.52 93,400
31/08/2026 $6.60 $6.78 $6.17 $6.78 302,700
28/08/2026 $7.07 $7.07 $6.67 $6.69 281,200
27/08/2026 $7.11 $7.12 $7.04 $7.09 23,400
26/08/2026 $7.11 $7.20 $7.02 $7.06 21,800
25/08/2026 $7.07 $7.19 $7.03 $7.12 37,400
24/08/2026 $7.20 $7.20 $6.92 $7.02 83,700
21/08/2026 $7.47 $7.49 $7.20 $7.20 56,500