Summary
AGIX
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 70.20% 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: 02/06/2026

Current price: $49.34

Expense ratio: 0.99%

Assets under management
$339.5M
0.20% 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

20.31%

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

43.14%

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

37.52%

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

70.20%

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

102.09%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.225%

Best day

5.151%

06/02/2026
Worst day

-3.687%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $49.24 $49.50 $48.82 $49.34 1,025,600
01/06/2026 $48.39 $49.67 $48.19 $49.40 950,600
29/05/2026 $47.96 $47.96 $46.92 $47.90 905,300
28/05/2026 $46.31 $47.36 $46.01 $47.24 647,300
27/05/2026 $45.99 $46.10 $45.30 $45.86 632,600
26/05/2026 $46.06 $46.28 $45.61 $46.12 727,600
22/05/2026 $45.33 $45.42 $44.89 $45.15 482,000
21/05/2026 $44.17 $44.82 $43.84 $44.67 592,200
20/05/2026 $43.13 $43.75 $42.77 $43.73 392,300
19/05/2026 $42.73 $43.12 $42.06 $42.70 334,500