Summary
WEEL
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 16.32% Volatility 15.90% Sharpe 0.70
Official loaded data — not a live quote.

PEERLESS OPTION INCOME WHEEL ETF

Symbol: WEEL

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 15/05/2024

Latest date: 21/07/2026

Current price: $20.12

Expense ratio: 0.99%

Assets under management
$38.7M
0.40% 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

2.10%

Ann. -36.65% (Sharpe / Sortino numerator)

Volatility

17.61%

Sharpe ratio

-2.287

VaR 95%

-1.48%

CVaR 95%: -2.52%
Max drawdown: -4.01%
Sortino ratio: -2.823
Calmar ratio: -9.14

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

2.15%

Ann. -11.44% (Sharpe / Sortino numerator)

Volatility

12.20%

Sharpe ratio

-1.236

VaR 95%

-1.14%

CVaR 95%: -1.87%
Max drawdown: -7.46%
Sortino ratio: -1.418
Calmar ratio: -1.53

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

5.25%

Ann. 1.97% (Sharpe / Sortino numerator)

Volatility

10.41%

Sharpe ratio

-0.159

VaR 95%

-0.99%

CVaR 95%: -1.54%
Max drawdown: -7.46%
Sortino ratio: -0.192
Calmar ratio: 0.26

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

16.32%

Ann. 14.73% (Sharpe / Sortino numerator)

Volatility

15.90%

Sharpe ratio

0.698

VaR 95%

-1.03%

CVaR 95%: -2.39%
Max drawdown: -8.16%
Sortino ratio: 0.778
Calmar ratio: 1.81

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

27.12%

Ann. 11.58% (Sharpe / Sortino numerator)

Volatility

13.26%

Sharpe ratio

0.602

VaR 95%

-1.00%

CVaR 95%: -1.99%
Max drawdown: -17.45%
Sortino ratio: 0.691
Calmar ratio: 0.66

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.

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

0.062%

Best day

2.265%

31/03/2026
Worst day

-1.566%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $20.04 $20.13 $20.04 $20.12 6,800
20/07/2026 $20.08 $21.00 $19.94 $19.98 17,400
17/07/2026 $19.93 $19.99 $19.89 $19.92 16,100
16/07/2026 $20.04 $20.04 $20.00 $20.04 6,800
15/07/2026 $20.07 $20.13 $20.00 $20.12 11,400
14/07/2026 $20.04 $20.06 $20.00 $20.01 7,900
13/07/2026 $20.02 $20.02 $19.92 $19.96 8,800
10/07/2026 $20.05 $20.06 $20.00 $20.04 3,700
09/07/2026 $20.01 $20.07 $19.96 $20.06 20,600
08/07/2026 $19.90 $19.95 $19.83 $19.95 16,800