Summary
AGOX
Prices · period metrics · 12M
NAV as of 01/06/2026
02/04/2025 → 02/04/2026
Return 28.16% Volatility 22.28% Sharpe 0.48
Official loaded data — not a live quote.

ADAPTIVE ALPHA OPPORTUNITIES ETF

Symbol: AGOX

Exchange: NYSE

Sector: Technology

Category: Tactical Allocation

Inception date: 20/09/2012

Latest date: 01/06/2026

Current price: $34.93

Expense ratio: 1.33%

Assets under management
$364.3M
1.43% 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

8.85%

Ann. -51.81% (Sharpe / Sortino numerator)

Volatility

25.34%

Sharpe ratio

-2.187

VaR 95%

-2.11%

CVaR 95%: -3.18%
Max drawdown: -10.66%
Sortino ratio: -3.063
Calmar ratio: -4.86

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

19.75%

Ann. -20.67% (Sharpe / Sortino numerator)

Volatility

20.36%

Sharpe ratio

-1.194

VaR 95%

-2.05%

CVaR 95%: -2.63%
Max drawdown: -15.31%
Sortino ratio: -1.792
Calmar ratio: -1.35

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

20.81%

Ann. -16.65% (Sharpe / Sortino numerator)

Volatility

17.78%

Sharpe ratio

-1.140

VaR 95%

-2.00%

CVaR 95%: -2.56%
Max drawdown: -15.32%
Sortino ratio: -1.661
Calmar ratio: -1.09

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

28.16%

Ann. 14.41% (Sharpe / Sortino numerator)

Volatility

22.28%

Sharpe ratio

0.484

VaR 95%

-1.83%

CVaR 95%: -2.93%
Max drawdown: -15.32%
Sortino ratio: 0.656
Calmar ratio: 0.94

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

41.38%

Ann. 7.72% (Sharpe / Sortino numerator)

Volatility

21.53%

Sharpe ratio

0.190

VaR 95%

-1.96%

CVaR 95%: -2.85%
Max drawdown: -21.15%
Sortino ratio: 0.276
Calmar ratio: 0.36

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

68.68%

Ann. 10.49% (Sharpe / Sortino numerator)

Volatility

18.91%

Sharpe ratio

0.363

VaR 95%

-1.75%

CVaR 95%: -2.55%
Max drawdown: -21.15%
Sortino ratio: 0.523
Calmar ratio: 0.50

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

0.106%

Best day

5.785%

08/04/2026
Worst day

-4.165%

30/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
01/06/2026 $34.44 $35.24 $34.43 $34.93 28,000
29/05/2026 $34.77 $34.86 $34.18 $34.27 59,500
28/05/2026 $33.90 $34.73 $33.90 $34.34 47,900
27/05/2026 $34.18 $34.52 $33.96 $34.01 74,800
26/05/2026 $33.83 $34.63 $33.74 $34.18 341,200
22/05/2026 $33.49 $33.95 $33.49 $33.90 38,200
21/05/2026 $33.69 $33.80 $33.35 $33.57 57,100
20/05/2026 $33.50 $33.95 $33.24 $33.59 42,000
19/05/2026 $33.96 $34.30 $32.80 $33.53 76,700
18/05/2026 $34.48 $34.48 $33.40 $33.66 45,600