NEOS Enhanced Income Aggregate Bond ETF

Symbol: BNDI

Exchange: NYSE ARCA

Sector: Technology

Category: Intermediate Core Bond

Inception Date: 29/08/2022

Latest Date: 02/04/2026

Current Price: $47.28

Expense Ratio: 0.58%

Assets Under Management
$158.6M
0.36% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-0.91%

Volatility

6.90%

Sharpe Ratio

-1.914

VaR 95%

-0.66%

CVaR 95%: -0.78%
Max Drawdown: -2.21%
Sortino Ratio: -3.337
Calmar Ratio: -4.32
Return

0.39%

Volatility

4.96%

Sharpe Ratio

-0.407

VaR 95%

-0.55%

CVaR 95%: -0.68%
Max Drawdown: -2.82%
Sortino Ratio: -0.574
Calmar Ratio: 0.57
Return

1.34%

Volatility

4.10%

Sharpe Ratio

-0.223

VaR 95%

-0.43%

CVaR 95%: -0.58%
Max Drawdown: -2.82%
Sortino Ratio: -0.314
Calmar Ratio: 0.96
Return

5.56%

Volatility

4.92%

Sharpe Ratio

0.396

VaR 95%

-0.45%

CVaR 95%: -0.74%
Max Drawdown: -3.37%
Sortino Ratio: 0.532
Calmar Ratio: 1.65
Return

11.86%

Volatility

5.03%

Sharpe Ratio

0.429

VaR 95%

-0.50%

CVaR 95%: -0.71%
Max Drawdown: -4.57%
Sortino Ratio: 0.627
Calmar Ratio: 1.27
Return

13.45%

Volatility

5.65%

Sharpe Ratio

0.121

VaR 95%

-0.59%

CVaR 95%: -0.79%
Max Drawdown: -6.92%
Sortino Ratio: 0.185
Calmar Ratio: 0.62

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.022%

Best Day

0.874%

09/04/2025
Worst Day

-1.184%

07/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $47.11 $47.31 $47.11 $47.28 34,500
01/04/2026 $47.16 $47.26 $47.15 $47.16 28,100
31/03/2026 $47.11 $47.21 $47.05 $47.20 18,500
30/03/2026 $46.92 $46.95 $46.84 $46.86 19,800
27/03/2026 $46.57 $46.67 $46.51 $46.57 24,000
26/03/2026 $46.95 $46.95 $46.67 $46.71 35,100
25/03/2026 $47.03 $47.06 $46.94 $47.02 20,600
24/03/2026 $46.86 $46.96 $46.67 $46.82 16,100
23/03/2026 $46.87 $47.08 $46.87 $46.98 17,800
20/03/2026 $46.91 $46.91 $46.67 $46.74 8,900