Summary
YMAX
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 11.30% Volatility 25.41% Sharpe -0.33
Official loaded data — not a live quote.

YIELDMAX(R) UNIVERSE FUND OF OPTION INCOME ETFS

Symbol: YMAX

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 16/01/2024

Latest date: 02/06/2026

Current price: $8.74

Expense ratio: 1.33%

Assets under management
$389.5M
-0.46% 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

7.88%

Ann. -60.57% (Sharpe / Sortino numerator)

Volatility

33.59%

Sharpe ratio

-1.911

VaR 95%

-3.10%

CVaR 95%: -3.43%
Max drawdown: -11.45%
Sortino ratio: -3.327
Calmar ratio: -5.29

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

15.45%

Ann. -54.90% (Sharpe / Sortino numerator)

Volatility

27.84%

Sharpe ratio

-2.102

VaR 95%

-3.10%

CVaR 95%: -3.75%
Max drawdown: -23.06%
Sortino ratio: -2.987
Calmar ratio: -2.38

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

5.82%

Ann. -43.83% (Sharpe / Sortino numerator)

Volatility

25.15%

Sharpe ratio

-1.887

VaR 95%

-3.11%

CVaR 95%: -3.70%
Max drawdown: -29.34%
Sortino ratio: -2.526
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.

Period total return

11.30%

Ann. -4.87% (Sharpe / Sortino numerator)

Volatility

25.41%

Sharpe ratio

-0.334

VaR 95%

-3.01%

CVaR 95%: -3.95%
Max drawdown: -29.34%
Sortino ratio: -0.422
Calmar ratio: -0.17

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

9.78%

Ann. -1.07% (Sharpe / Sortino numerator)

Volatility

23.65%

Sharpe ratio

-0.199

VaR 95%

-2.94%

CVaR 95%: -3.71%
Max drawdown: -29.34%
Sortino ratio: -0.252
Calmar ratio: -0.04

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

0.052%

Best day

4.261%

31/03/2026
Worst day

-4.637%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $8.78 $8.78 $8.69 $8.74 1,714,600
01/06/2026 $8.70 $8.83 $8.63 $8.80 1,674,500
29/05/2026 $8.69 $8.78 $8.65 $8.77 2,020,500
28/05/2026 $8.53 $8.68 $8.46 $8.65 1,507,500
27/05/2026 $8.58 $8.63 $8.45 $8.51 5,705,600
26/05/2026 $8.51 $8.63 $8.51 $8.60 1,940,800
22/05/2026 $8.41 $8.53 $8.41 $8.44 1,287,500
21/05/2026 $8.41 $8.49 $8.33 $8.44 1,759,900
20/05/2026 $8.25 $8.42 $8.25 $8.38 1,606,500
19/05/2026 $8.27 $8.36 $8.21 $8.29 2,047,100