Summary
USOY
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 47.38% 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: 03/09/2026

Current price: $7.34

Expense ratio: 1.12%

Assets under management
$64.4M
-0.20% 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

8.84%

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

-3.17%

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

27.23%

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

47.38%

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

56.90%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.18%

Best day

7.436%

13/04/2026
Worst day

-8.719%

08/04/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $7.36 $7.41 $7.30 $7.34 314,300
02/09/2026 $7.32 $7.41 $7.26 $7.38 180,000
01/09/2026 $7.20 $7.36 $7.16 $7.36 287,200
31/08/2026 $7.03 $7.11 $7.03 $7.08 335,200
28/08/2026 $6.89 $6.95 $6.86 $6.93 262,500
27/08/2026 $6.83 $6.97 $6.83 $6.95 210,400
26/08/2026 $6.82 $6.98 $6.79 $6.89 347,200
25/08/2026 $6.93 $6.99 $6.82 $6.82 365,600
24/08/2026 $7.18 $7.18 $7.05 $7.11 271,600
21/08/2026 $7.23 $7.25 $7.17 $7.21 249,000