PortfoliosLab logoPortfoliosLab logo
Inception Date
Oct 22, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
US
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

MSTK Performance Chart


Loading charts...

S&P 500 Index

Returns By Period


Tuttle Capital MSTR 0DTE Covered Call ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTK Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.06%-23.17%-2.31%9.79%-20.94%
2025-4.52%-35.49%-14.69%-47.46%

Benchmark Metrics

Tuttle Capital MSTR 0DTE Covered Call ETF has an annualized alpha of -83.47%, beta of 2.97, and R2 of 0.20 versus S&P 500 Index. Calculated based on daily prices since October 23, 2025.

  • This ETF participated in 381.43% of S&P 500 Index downside but only -154.26% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.20 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-83.47%
Beta
2.97
0.20
Upside Capture
-154.26%
Downside Capture
381.43%

Expense Ratio

MSTK has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Tuttle Capital MSTR 0DTE Covered Call ETF (MSTK) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MSTKBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.66

Martin ratioReturn relative to average drawdown

11.86

Dividends

Dividend History

Tuttle Capital MSTR 0DTE Covered Call ETF provided a 49.03% dividend yield over the last twelve months, with an annual payout of $3.89 per share.


26.75%$0.00$0.50$1.00$1.50$2.00$2.50$3.002025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$3.89$2.96

Dividend yield

49.03%26.75%

Monthly Dividends

The table displays the monthly dividend distributions for Tuttle Capital MSTR 0DTE Covered Call ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.61$0.14$0.12$0.06$0.93
2025$0.50$1.63$0.83$2.96

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Tuttle Capital MSTR 0DTE Covered Call ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Tuttle Capital MSTR 0DTE Covered Call ETF was 68.19%, occurring on Feb 5, 2026. The portfolio has not yet recovered.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-68.19%Feb 2026
3mo 10d
7mo 27dOct 2025 - now
2025 pullback2025
-0.10%Oct 2025
0s1d
1dOct 2025 - Oct 2025

Drawdown Indicators


MSTKBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.49%

Average Drawdown

Average peak-to-trough decline

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with MSTK

Add Tuttle Capital MSTR 0DTE Covered Call ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with MSTK