NEOS S&P 500 Hedged Equity Income ETF

Symbol: SPYH

Exchange: BATS

Sector: Technology

Category: Equity Hedged

Inception Date: 02/04/2025

Latest Date: 02/04/2026

Current Price: $52.91

Expense Ratio: 0.68%

Assets Under Management
$22.5M
0.77% 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

-3.78%

Volatility

12.38%

Sharpe Ratio

-3.075

VaR 95%

-1.21%

CVaR 95%: -1.22%
Max Drawdown: -5.37%
Sortino Ratio: -5.235
Calmar Ratio: -6.41
Return

-2.92%

Volatility

10.01%

Sharpe Ratio

-1.497

VaR 95%

-1.13%

CVaR 95%: -1.27%
Max Drawdown: -6.63%
Sortino Ratio: -2.216
Calmar Ratio: -1.71
Return

-0.27%

Volatility

9.47%

Sharpe Ratio

-0.441

VaR 95%

-1.12%

CVaR 95%: -1.31%
Max Drawdown: -6.63%
Sortino Ratio: -0.613
Calmar Ratio: -0.08

Daily Returns for Period 1M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/03/2026 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

-0.164%

Best Day

1.754%

31/03/2026
Worst Day

-1.215%

03/03/2026
Days with Data

23

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $52.50 $52.91 $52.41 $52.91 5,000
01/04/2026 $52.88 $52.99 $52.71 $52.90 5,700
31/03/2026 $52.00 $52.63 $52.00 $52.61 7,500
30/03/2026 $52.03 $52.03 $51.56 $51.70 14,200
27/03/2026 $52.30 $52.30 $51.86 $51.86 15,600
26/03/2026 $52.88 $52.97 $52.45 $52.45 18,000
25/03/2026 $53.24 $53.24 $53.09 $53.09 13,800
24/03/2026 $53.16 $53.43 $53.10 $53.24 16,900
23/03/2026 $53.43 $53.72 $53.35 $53.35 18,700
20/03/2026 $53.50 $53.50 $52.83 $53.00 5,800