Summary
AAPX
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 110.95% Volatility 62.32% Sharpe 0.04
Official loaded data — not a live quote.

T-REX 2X LONG APPLE DAILY TARGET ETF

Symbol: AAPX

Exchange: BATS

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 10/01/2024

Latest date: 16/07/2026

Current price: $41.43

Expense ratio: 1.05%

Assets under management
$10.4M
2.83% 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

21.28%

Ann. -57.77% (Sharpe / Sortino numerator)

Volatility

38.37%

Sharpe ratio

-1.600

VaR 95%

-3.96%

CVaR 95%: -4.48%
Max drawdown: -13.69%
Sortino ratio: -2.635
Calmar ratio: -4.22

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

51.59%

Ann. -46.22% (Sharpe / Sortino numerator)

Volatility

50.54%

Sharpe ratio

-0.986

VaR 95%

-4.92%

CVaR 95%: -7.37%
Max drawdown: -23.21%
Sortino ratio: -1.322
Calmar ratio: -1.99

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

54.88%

Ann. -16.85% (Sharpe / Sortino numerator)

Volatility

43.49%

Sharpe ratio

-0.471

VaR 95%

-3.98%

CVaR 95%: -6.46%
Max drawdown: -30.12%
Sortino ratio: -0.632
Calmar ratio: -0.56

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

110.95%

Ann. 6.01% (Sharpe / Sortino numerator)

Volatility

62.32%

Sharpe ratio

0.038

VaR 95%

-6.56%

CVaR 95%: -9.48%
Max drawdown: -30.12%
Sortino ratio: 0.049
Calmar ratio: 0.20

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

38.11%

Ann. 25.98% (Sharpe / Sortino numerator)

Volatility

56.17%

Sharpe ratio

0.398

VaR 95%

-5.76%

CVaR 95%: -8.26%
Max drawdown: -58.55%
Sortino ratio: 0.516
Calmar ratio: 0.44

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

102.44%

Ann. 22.55% (Sharpe / Sortino numerator)

Volatility

54.28%

Sharpe ratio

0.349

VaR 95%

-5.57%

CVaR 95%: -8.02%
Max drawdown: -58.55%
Sortino ratio: 0.461
Calmar ratio: 0.39

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.345%

Best day

10.218%

06/08/2025
Worst day

-12.229%

25/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $40.29 $41.71 $40.09 $41.43 94,500
15/07/2026 $37.85 $40.43 $37.85 $40.07 66,000
14/07/2026 $36.80 $37.44 $36.25 $37.20 21,300
13/07/2026 $37.72 $39.20 $37.50 $37.88 72,200
10/07/2026 $37.00 $37.67 $36.67 $37.27 21,200
09/07/2026 $36.30 $37.63 $35.77 $37.47 69,700
08/07/2026 $36.53 $37.17 $35.62 $36.98 33,000
07/07/2026 $37.24 $37.24 $36.22 $36.26 36,500
06/07/2026 $35.46 $37.08 $35.46 $36.78 23,400
02/07/2026 $32.58 $35.89 $32.58 $35.78 54,300