Summary
WNTR
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 28.81% Volatility 52.82% Sharpe 1.02
Official loaded data — not a live quote.

YieldMax Short MSTR Option Income Strategy ETF

Symbol: WNTR

Exchange: NYSE

Sector: N/A

Category: Derivative Income

Inception date: 26/03/2025

Latest date: 03/09/2026

Current price: $17.40

Expense ratio: 1.00%

Assets under management
$83.9M
-8.57% 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

-31.31%

Ann. 109.65% (Sharpe / Sortino numerator)

Volatility

53.38%

Sharpe ratio

1.986

VaR 95%

-4.63%

CVaR 95%: -7.61%
Max drawdown: -10.44%
Sortino ratio: 2.131
Calmar ratio: 10.50

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

-17.95%

Ann. 14.45% (Sharpe / Sortino numerator)

Volatility

74.50%

Sharpe ratio

0.145

VaR 95%

-5.96%

CVaR 95%: -11.08%
Max drawdown: -30.07%
Sortino ratio: 0.163
Calmar ratio: 0.48

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

-25.64%

Ann. 240.38% (Sharpe / Sortino numerator)

Volatility

59.29%

Sharpe ratio

3.993

VaR 95%

-4.85%

CVaR 95%: -8.64%
Max drawdown: -30.07%
Sortino ratio: 4.467
Calmar ratio: 7.99

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

28.81%

Ann. 57.41% (Sharpe / Sortino numerator)

Volatility

52.82%

Sharpe ratio

1.018

VaR 95%

-4.80%

CVaR 95%: -7.95%
Max drawdown: -38.59%
Sortino ratio: 1.205
Calmar ratio: 1.49

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

0.168%

Best day

13.438%

05/02/2026
Worst day

-19.085%

06/02/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $19.03 $19.03 $17.31 $17.40 313,600
02/09/2026 $19.68 $19.84 $19.54 $19.69 70,600
01/09/2026 $19.26 $19.61 $19.00 $19.45 202,600
31/08/2026 $19.15 $19.41 $18.64 $18.66 143,400
28/08/2026 $18.57 $19.41 $18.47 $19.22 204,400
27/08/2026 $19.79 $19.99 $18.00 $18.38 337,200
26/08/2026 $20.39 $20.68 $20.15 $20.38 159,400
25/08/2026 $21.04 $21.04 $19.75 $20.01 211,300
24/08/2026 $20.59 $21.00 $19.86 $20.58 221,900
21/08/2026 $20.83 $21.54 $20.57 $20.97 392,600