Summary
USOY
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 55.63% 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: 02/06/2026

Current price: $8.41

Expense ratio: 1.12%

Assets under management
$75.5M
1.14% 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

-4.81%

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

30.39%

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

58.35%

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

55.63%

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

43.09%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.195%

Best day

7.436%

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
02/06/2026 $8.32 $8.42 $8.26 $8.41 305,400
01/06/2026 $8.16 $8.45 $8.16 $8.28 549,400
29/05/2026 $7.95 $8.03 $7.83 $7.96 505,000
28/05/2026 $8.16 $8.22 $7.90 $8.05 486,600
27/05/2026 $8.19 $8.28 $8.06 $8.14 665,900
26/05/2026 $8.42 $8.55 $8.40 $8.47 404,900
22/05/2026 $8.61 $8.77 $8.52 $8.63 403,500
21/05/2026 $8.97 $9.02 $8.56 $8.68 504,600
20/05/2026 $9.07 $9.10 $8.70 $8.82 456,800
19/05/2026 $9.25 $9.25 $9.10 $9.18 450,300