msty thread - YieldMax etf product

Discussion in 'Crypto Assets' started by johnarb, May 16, 2025.

  1. jbusse

    jbusse

    I disagree. Intuitively, both lower upside and less downside should give MSTY a lower beta and a lower standard deviation of returns than MSTR. If you're talking about the extra risk associated with MSTY's operations (i.e., the possibility that they screw up), then I'd agree that MSTY is riskier, because that risk would be additive (though not sure that it would be "several orders of magnitude" riskier). But your phrasing of "any financial measurement perspective taught in MBA business schools" makes it sound like you mean beta and standard deviation of returns, the two most commonly used risk measures emphasized in standard MBA-level investments classes.
     
    #161     May 17, 2025
    johnarb likes this.
  2. gwb-trading

    gwb-trading


    Let's see what the YieldMax website claims about NAV and Market Price for MSTY performance.

    MSTY-perf.jpg
    https://www.yieldmaxetfs.com/our-etfs/msty/

    Let's start with Price and take a look at the six month chart.

    MSTY-six-month.jpg
    https://finance.yahoo.com/quote/MSTY/

    So let me ask how does down 35% or so equal claims of a 36.99% increase in Price?

    Can someone explain the obvious difference?

    Similarly the YieldMax claims about NAV are similarly suspect.

    Let's take a look at MSTY's NAV history. Here is a six month chart... you can also select other time periods.

    MSTY-NAV-History-six-months.jpg
    https://weissratings.com/en/etf/msty-nyse-arca/nav-history

    How is this a six month NAV gain of 41.28% as claimed on the YieldMax website?

    Is this the definition of "NAV growing at a very fast pace"?
     
    Last edited: May 17, 2025
    #162     May 17, 2025
  3. jbusse

    jbusse

    Price or NAV plots often don't include dividends (Yahoo!Finance price plots, for instance). The YieldMax website specifically says "performance," not "increase in Price" or "NAV gain." Performance would reflect an investor's return, which obviously should include dividends. johnarb should have said AUM, not NAV (which typically means share price), is growing at a very fast pace.
     
    #163     May 17, 2025
    johnarb likes this.
  4. Sekiyo

    Sekiyo

    That's right. Crazy spread.
    Tried to replicate but don't even come close.
     
    #164     May 17, 2025
  5. gwb-trading

    gwb-trading

    Which is part of the problem with YieldMax which makes it risky -- insufficient information and information not aligned with industry norms.

    Now let's mention -- the intent of most people investing in YieldMax ETFs is to live off the high dividends. If they simply wanted total return then they could invest in the underlying stocks with much higher total returns. Additionally the underlying stocks would get federal capital gains tax treatment when sold which is much better than ordinary rates (once the Return of Capital treatment runs out in about a year of distributions).

    If you aren't living off the dividends then why invest in MSTY?
    MSTR with similar characteristics in terms of beta, etc. and better total returns would be a much better investment. Without re-investing the dividends then MSTY is a total dog -- your initial money goes down over nearly every time frame.

    AUM increases simply indicate that more investors (sheep) are putting money into the ETF. This makes the management team happy since their total pool of fees go up. However AUM is totally different than NAV.

    However the YieldMax website states that "MSTY NAV" (not AUM) has increased by 41.28% in six months. Any reputable third-party financial source indicates this claim about NAV is not true.

    MSTY-NAV-YieldMax.jpg
     
    Last edited: May 17, 2025
    #165     May 17, 2025
  6. ph1l

    ph1l

    [​IMG]

    Price data where the last column is adjusted for dividends from https://finance.yahoo.com/quote/MSTY/history/
    upload_2025-5-17_20-31-26.png
    price adjusted for dividends Apr 30, 2025 = 22.04
    price adjusted for dividends Nov 29, 2024 = 20.89 (market was closed Nov 30, 2024)
    The 6-month change is +5.51% which is not too near the +36.99% from the YieldMax website.
     
    #166     May 17, 2025
    gwb-trading likes this.
  7. jbusse

    jbusse

    Nov 29 to Apr 30 is 5 months.
     
    #167     May 17, 2025
    johnarb and ph1l like this.
  8. wxytrader

    wxytrader

    Ok I reverse engineered this...first I had to get Chatgpt to decode the D speak. :)

    upload_2025-5-17_19-3-39.png

    So it simulates just buying stocks sort of with less upside performance and downside deterioration...capped risk.
     
    Last edited: May 17, 2025
    #168     May 17, 2025
  9. ph1l

    ph1l

    I made a mistake. The Oct 30, 2024 adjusted close was 16.04 which makes the 6-month gain from Oct 30-2024 through Apr 30,2025 +37.41%.
     
    #169     May 17, 2025
    gwb-trading and jbusse like this.

  10. lol it's not even close. Ah hahaha 30 vols.
     
    #170     May 17, 2025