Summary
YQQQ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return -14.26% Volatility 17.76% Sharpe -0.74
Official loaded data — not a live quote.

YIELDMAX(R) SHORT N100 OPTION INCOME STRATEGY ETF

Symbol: YQQQ

Exchange: NASDAQ

Sector: Realestate

Category: Derivative Income

Inception date: 14/08/2024

Latest date: 03/06/2026

Current price: $9.94

Expense ratio: 1.11%

Assets under management
$14.3M
0.10% 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

-7.63%

Ann. 56.28% (Sharpe / Sortino numerator)

Volatility

18.50%

Sharpe ratio

2.846

VaR 95%

-1.58%

CVaR 95%: -2.19%
Max drawdown: -3.79%
Sortino ratio: 4.157
Calmar ratio: 14.84

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.

Period total return

-13.87%

Ann. 30.37% (Sharpe / Sortino numerator)

Volatility

15.10%

Sharpe ratio

1.771

VaR 95%

-1.19%

CVaR 95%: -1.99%
Max drawdown: -3.79%
Sortino ratio: 2.591
Calmar ratio: 8.01

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

-6.62%

Ann. 19.79% (Sharpe / Sortino numerator)

Volatility

13.90%

Sharpe ratio

1.162

VaR 95%

-1.18%

CVaR 95%: -1.94%
Max drawdown: -4.41%
Sortino ratio: 1.708
Calmar ratio: 4.48

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

-14.26%

Ann. -9.43% (Sharpe / Sortino numerator)

Volatility

17.76%

Sharpe ratio

-0.735

VaR 95%

-1.47%

CVaR 95%: -2.76%
Max drawdown: -24.85%
Sortino ratio: -0.802
Calmar ratio: -0.38

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

-26.77%

Ann. -13.38% (Sharpe / Sortino numerator)

Volatility

17.15%

Sharpe ratio

-0.990

VaR 95%

-1.58%

CVaR 95%: -2.67%
Max drawdown: -31.37%
Sortino ratio: -1.166
Calmar ratio: -0.43

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.058%

Best day

2.037%

26/03/2026
Worst day

-2.85%

08/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $9.93 $9.98 $9.91 $9.94 41,700
02/06/2026 $9.97 $9.98 $9.91 $9.93 58,600
01/06/2026 $10.04 $10.04 $9.93 $9.96 90,400
29/05/2026 $10.05 $10.05 $9.94 $9.98 60,500
28/05/2026 $10.12 $10.14 $10.01 $10.03 35,300
27/05/2026 $10.10 $10.21 $10.10 $10.14 106,500
26/05/2026 $10.20 $10.21 $10.13 $10.13 66,300
22/05/2026 $10.25 $10.30 $10.25 $10.27 38,400
21/05/2026 $10.40 $10.40 $10.30 $10.32 26,100
20/05/2026 $10.45 $10.47 $10.38 $10.38 19,600