YIELDMAX(R) UNIVERSE FUND OF OPTION INCOME ETFS
Symbol: YMAX
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 16/01/2024
Latest date: 31/08/2026
Current price: $7.63
Expense ratio: 1.33%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
4.96%
Ann. -60.57% (Sharpe / Sortino numerator)
Volatility
33.59%
Sharpe ratio
-1.911
VaR 95%
-3.10%
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
-2.70%
Ann. -54.90% (Sharpe / Sortino numerator)
Volatility
27.84%
Sharpe ratio
-2.102
VaR 95%
-3.10%
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
13.10%
Ann. -43.83% (Sharpe / Sortino numerator)
Volatility
25.15%
Sharpe ratio
-1.887
VaR 95%
-3.11%
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
0.98%
Ann. -4.87% (Sharpe / Sortino numerator)
Volatility
25.41%
Sharpe ratio
-0.334
VaR 95%
-3.01%
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
20.67%
Ann. -1.07% (Sharpe / Sortino numerator)
Volatility
23.65%
Sharpe ratio
-0.199
VaR 95%
-2.94%
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
30.40%
Ann. 6.20% (Sharpe / Sortino numerator)
Volatility
23.73%
Sharpe ratio
0.110
VaR 95%
-2.76%
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: 02/09/2025 - 31/08/2026.
Average daily return
0.016%
Best day
4.261%
Worst day
-5.634%
Days with data
249
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 31/08/2026 | $7.60 | $7.67 | $7.59 | $7.63 | 1,149,400 |
| 27/08/2026 | $7.65 | $7.75 | $7.64 | $7.66 | 1,203,500 |
| 26/08/2026 | $7.55 | $7.62 | $7.55 | $7.62 | 594,700 |
| 25/08/2026 | $7.63 | $7.69 | $7.63 | $7.67 | 933,900 |
| 24/08/2026 | $7.63 | $7.66 | $7.58 | $7.59 | 1,489,800 |
| 21/08/2026 | $7.65 | $7.69 | $7.63 | $7.68 | 1,057,800 |
| 20/08/2026 | $7.61 | $7.64 | $7.58 | $7.62 | 1,487,800 |
| 19/08/2026 | $7.60 | $7.65 | $7.53 | $7.56 | 1,104,600 |
| 18/08/2026 | $7.60 | $7.62 | $7.59 | $7.59 | 715,300 |
| 17/08/2026 | $7.65 | $7.69 | $7.63 | $7.65 | 813,900 |