Summary
AGIX
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 37.04% Volatility 29.56% Sharpe 1.01
Official loaded data — not a live quote.

KRANESHARES ARTIFICIAL INTELLIGENCE AND TECHNOLOGY ETF

Symbol: AGIX

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 17/07/2024

Latest date: 16/07/2026

Current price: $43.02

Expense ratio: 0.99%

Assets under management
$807.4M
-1.85% 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

-8.12%

Ann. -26.86% (Sharpe / Sortino numerator)

Volatility

33.15%

Sharpe ratio

-0.920

VaR 95%

-2.62%

CVaR 95%: -3.20%
Max drawdown: -10.39%
Sortino ratio: -1.726
Calmar ratio: -2.59

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

13.72%

Ann. -27.40% (Sharpe / Sortino numerator)

Volatility

30.39%

Sharpe ratio

-1.021

VaR 95%

-3.02%

CVaR 95%: -3.22%
Max drawdown: -16.27%
Sortino ratio: -1.753
Calmar ratio: -1.68

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

18.28%

Ann. -18.17% (Sharpe / Sortino numerator)

Volatility

27.56%

Sharpe ratio

-0.791

VaR 95%

-3.03%

CVaR 95%: -3.37%
Max drawdown: -19.85%
Sortino ratio: -1.184
Calmar ratio: -0.92

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

37.04%

Ann. 33.58% (Sharpe / Sortino numerator)

Volatility

29.56%

Sharpe ratio

1.013

VaR 95%

-2.85%

CVaR 95%: -3.81%
Max drawdown: -19.85%
Sortino ratio: 1.443
Calmar ratio: 1.69

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

76.20%

Ann. 38.07% (Sharpe / Sortino numerator)

Volatility

29.42%

Sharpe ratio

1.172

VaR 95%

-3.06%

CVaR 95%: -4.08%
Max drawdown: -31.48%
Sortino ratio: 1.605
Calmar ratio: 1.21

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

0.141%

Best day

5.151%

06/02/2026
Worst day

-6.853%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $43.83 $44.15 $42.87 $43.02 198,500
15/07/2026 $44.83 $45.10 $43.69 $44.47 121,200
14/07/2026 $44.56 $44.90 $44.39 $44.60 109,100
13/07/2026 $44.61 $44.88 $43.96 $44.22 166,200
10/07/2026 $45.58 $45.78 $44.98 $45.44 131,600
09/07/2026 $45.03 $45.82 $45.01 $45.69 142,600
08/07/2026 $43.77 $44.75 $43.66 $44.67 192,800
07/07/2026 $44.78 $45.10 $43.90 $44.36 264,700
06/07/2026 $45.01 $45.99 $45.01 $45.53 175,800
02/07/2026 $45.71 $46.17 $44.01 $44.41 252,800