Summary
AIFD
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 60.10% Volatility 30.64% Sharpe 1.91
Official loaded data — not a live quote.

TCW ARTIFICIAL INTELLIGENCE ETF

Symbol: AIFD

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 31/08/2017

Latest date: 16/07/2026

Current price: $49.61

Expense ratio: 0.75%

Assets under management
$141.6M
-1.65% 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

-7.56%

Ann. -2.17% (Sharpe / Sortino numerator)

Volatility

36.96%

Sharpe ratio

-0.157

VaR 95%

-3.20%

CVaR 95%: -3.85%
Max drawdown: -9.51%
Sortino ratio: -0.273
Calmar ratio: -0.23

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

10.78%

Ann. 18.89% (Sharpe / Sortino numerator)

Volatility

28.83%

Sharpe ratio

0.529

VaR 95%

-2.84%

CVaR 95%: -3.37%
Max drawdown: -9.69%
Sortino ratio: 0.839
Calmar ratio: 1.95

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

29.91%

Ann. 22.44% (Sharpe / Sortino numerator)

Volatility

28.83%

Sharpe ratio

0.652

VaR 95%

-3.17%

CVaR 95%: -3.95%
Max drawdown: -11.75%
Sortino ratio: 0.939
Calmar ratio: 1.91

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

60.10%

Ann. 62.28% (Sharpe / Sortino numerator)

Volatility

30.64%

Sharpe ratio

1.914

VaR 95%

-2.89%

CVaR 95%: -4.43%
Max drawdown: -11.75%
Sortino ratio: 2.514
Calmar ratio: 5.30

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

74.00%

Ann. 40.23% (Sharpe / Sortino numerator)

Volatility

29.46%

Sharpe ratio

1.244

VaR 95%

-3.23%

CVaR 95%: -4.57%
Max drawdown: -33.20%
Sortino ratio: 1.577
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

0.205%

Best day

5.594%

31/03/2026
Worst day

-6.878%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $50.44 $50.50 $49.50 $49.61 28,200
15/07/2026 $52.46 $52.68 $50.34 $51.26 18,500
14/07/2026 $51.74 $52.23 $51.73 $52.11 4,000
13/07/2026 $52.50 $52.50 $51.36 $51.49 6,900
10/07/2026 $53.10 $53.10 $52.72 $52.79 3,800
09/07/2026 $53.34 $54.02 $52.75 $53.08 20,000
08/07/2026 $50.71 $52.13 $50.71 $52.03 16,200
07/07/2026 $52.44 $52.44 $50.89 $51.40 22,400
06/07/2026 $52.32 $53.38 $52.32 $52.94 12,100
02/07/2026 $53.71 $53.80 $51.01 $51.61 18,300