Summary
USOY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 34.52% Volatility 25.78% Sharpe 1.35
Official loaded data — not a live quote.

DEFIANCE OIL ENHANCED OPTIONS INCOME ETF

Symbol: USOY

Exchange: NASDAQ

Sector: N/A

Category: Equity Hedged

Inception date: 09/05/2024

Latest date: 16/07/2026

Current price: $7.05

Expense ratio: 1.12%

Assets under management
$55.6M
-1.54% 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

2.99%

Ann. 1670.93% (Sharpe / Sortino numerator)

Volatility

40.59%

Sharpe ratio

41.080

VaR 95%

-1.79%

CVaR 95%: -4.11%
Max drawdown: -6.18%
Sortino ratio: 53.838
Calmar ratio: 270.41

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

-6.45%

Ann. 474.87% (Sharpe / Sortino numerator)

Volatility

31.19%

Sharpe ratio

15.108

VaR 95%

-2.68%

CVaR 95%: -3.78%
Max drawdown: -6.18%
Sortino ratio: 19.429
Calmar ratio: 76.85

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

40.77%

Ann. 136.44% (Sharpe / Sortino numerator)

Volatility

26.40%

Sharpe ratio

5.030

VaR 95%

-2.57%

CVaR 95%: -3.53%
Max drawdown: -6.60%
Sortino ratio: 6.755
Calmar ratio: 20.66

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

34.52%

Ann. 38.41% (Sharpe / Sortino numerator)

Volatility

25.78%

Sharpe ratio

1.349

VaR 95%

-2.73%

CVaR 95%: -4.10%
Max drawdown: -14.25%
Sortino ratio: 1.622
Calmar ratio: 2.70

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

36.12%

Ann. 18.35% (Sharpe / Sortino numerator)

Volatility

27.93%

Sharpe ratio

0.528

VaR 95%

-2.78%

CVaR 95%: -4.71%
Max drawdown: -21.95%
Sortino ratio: 0.541
Calmar ratio: 0.84

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.139%

Best day

7.435%

13/04/2026
Worst day

-8.719%

08/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $7.16 $7.17 $7.01 $7.05 199,000
15/07/2026 $7.18 $7.24 $7.08 $7.20 449,600
14/07/2026 $7.22 $7.22 $7.04 $7.17 685,600
13/07/2026 $6.79 $7.12 $6.76 $7.06 1,111,300
10/07/2026 $6.69 $6.80 $6.58 $6.61 230,900
09/07/2026 $6.74 $6.74 $6.59 $6.62 641,000
08/07/2026 $6.81 $6.96 $6.76 $6.80 588,900
07/07/2026 $6.52 $6.71 $6.52 $6.67 492,100
06/07/2026 $6.48 $6.50 $6.43 $6.47 388,700
02/07/2026 $6.40 $6.44 $6.35 $6.43 397,000