Summary
AAPX
Prices · period metrics · 12M
NAV as of 01/06/2026
02/04/2025 → 02/04/2026
Return 96.23% 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: 01/06/2026

Current price: $36.18

Expense ratio: 1.05%

Assets under management
$10.3M
-2.53% 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

18.24%

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

29.12%

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

7.12%

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

96.23%

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

72.15%

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 01/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.309%

Best day

10.218%

06/08/2025
Worst day

-10.146%

12/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
01/06/2026 $37.12 $37.12 $35.99 $36.18 30,000
29/05/2026 $37.35 $38.20 $37.02 $37.58 51,300
28/05/2026 $37.12 $37.77 $36.72 $37.73 36,800
27/05/2026 $36.48 $37.80 $36.48 $37.42 50,700
26/05/2026 $37.13 $37.67 $36.15 $36.76 39,800
22/05/2026 $36.71 $37.35 $36.42 $36.88 30,700
21/05/2026 $34.91 $36.08 $34.91 $36.04 57,800
20/05/2026 $34.52 $35.37 $34.52 $35.27 114,900
19/05/2026 $34.00 $34.90 $34.00 $34.68 61,300
18/05/2026 $34.74 $34.97 $33.68 $34.28 62,600