Summary
ULTY
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return -8.11% Volatility 25.57% Sharpe -0.03
Official loaded data — not a live quote.

YIELDMAX(R) ULTRA OPTION INCOME STRATEGY ETF

Symbol: ULTY

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 28/02/2024

Latest date: 21/07/2026

Current price: $27.75

Expense ratio: 1.30%

Assets under management
$895.9M
0.62% 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

-4.19%

Ann. -66.57% (Sharpe / Sortino numerator)

Volatility

33.00%

Sharpe ratio

-2.128

VaR 95%

-4.08%

CVaR 95%: -4.37%
Max drawdown: -10.04%
Sortino ratio: -3.031
Calmar ratio: -6.63

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

2.21%

Ann. -32.97% (Sharpe / Sortino numerator)

Volatility

25.72%

Sharpe ratio

-1.423

VaR 95%

-2.53%

CVaR 95%: -3.58%
Max drawdown: -17.50%
Sortino ratio: -2.055
Calmar ratio: -1.88

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

3.54%

Ann. -42.77% (Sharpe / Sortino numerator)

Volatility

24.69%

Sharpe ratio

-1.879

VaR 95%

-3.01%

CVaR 95%: -3.63%
Max drawdown: -29.00%
Sortino ratio: -2.656
Calmar ratio: -1.47

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

-8.11%

Ann. 2.78% (Sharpe / Sortino numerator)

Volatility

25.57%

Sharpe ratio

-0.033

VaR 95%

-2.66%

CVaR 95%: -3.78%
Max drawdown: -29.00%
Sortino ratio: -0.044
Calmar ratio: 0.10

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.

Period total return

9.92%

Ann. -3.28% (Sharpe / Sortino numerator)

Volatility

27.38%

Sharpe ratio

-0.252

VaR 95%

-3.11%

CVaR 95%: -4.14%
Max drawdown: -29.00%
Sortino ratio: -0.340
Calmar ratio: -0.11

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

-0.024%

Best day

4.107%

31/03/2026
Worst day

-5.034%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $27.58 $27.80 $27.57 $27.75 1,156,600
20/07/2026 $27.30 $27.58 $27.25 $27.25 462,700
17/07/2026 $26.91 $27.44 $26.62 $27.12 631,600
16/07/2026 $27.92 $27.95 $27.41 $27.48 537,100
15/07/2026 $28.49 $28.60 $27.82 $28.19 527,300
14/07/2026 $28.59 $28.80 $28.59 $28.74 449,700
13/07/2026 $28.36 $28.55 $28.26 $28.34 386,800
10/07/2026 $28.64 $28.75 $28.47 $28.65 316,900
09/07/2026 $28.29 $28.69 $28.29 $28.65 337,900
08/07/2026 $27.86 $28.20 $27.73 $28.16 416,000