Summary
AGOX
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 16.60% 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: 16/07/2026

Current price: $33.43

Expense ratio: 1.33%

Assets under management
$391.4M
-3.67% 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

-4.35%

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

5.48%

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

11.43%

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

16.60%

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

25.08%

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

49.92%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.068%

Best day

5.785%

08/04/2026
Worst day

-4.165%

30/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $34.70 $34.70 $33.17 $33.43 94,200
15/07/2026 $34.10 $34.10 $33.37 $33.54 92,300
14/07/2026 $34.24 $34.24 $33.63 $33.63 151,100
13/07/2026 $34.12 $34.12 $33.49 $33.49 110,900
10/07/2026 $35.00 $35.00 $34.00 $34.48 7,300
09/07/2026 $33.86 $34.45 $33.84 $34.37 18,000
08/07/2026 $33.80 $34.04 $33.50 $33.92 15,700
07/07/2026 $34.16 $34.28 $33.57 $33.70 39,300
06/07/2026 $34.50 $34.58 $34.15 $34.57 82,700
02/07/2026 $34.31 $34.54 $34.02 $34.31 17,100