Summary
AIPI
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 32.04% Volatility 22.14% Sharpe 0.55
Official loaded data — not a live quote.

REX AI EQUITY PREMIUM INCOME ETF

Symbol: AIPI

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 03/06/2024

Latest date: 02/06/2026

Current price: $39.46

Expense ratio: 0.65%

Assets under management
$388.5M
0.15% 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

9.77%

Ann. -33.34% (Sharpe / Sortino numerator)

Volatility

27.07%

Sharpe ratio

-1.366

VaR 95%

-2.86%

CVaR 95%: -3.07%
Max drawdown: -8.63%
Sortino ratio: -2.365
Calmar ratio: -3.86

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

18.69%

Ann. -30.99% (Sharpe / Sortino numerator)

Volatility

22.59%

Sharpe ratio

-1.533

VaR 95%

-2.86%

CVaR 95%: -3.01%
Max drawdown: -15.12%
Sortino ratio: -2.217
Calmar ratio: -2.05

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

11.05%

Ann. -13.54% (Sharpe / Sortino numerator)

Volatility

19.90%

Sharpe ratio

-0.863

VaR 95%

-2.33%

CVaR 95%: -2.87%
Max drawdown: -16.89%
Sortino ratio: -1.168
Calmar ratio: -0.80

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

32.04%

Ann. 15.71% (Sharpe / Sortino numerator)

Volatility

22.14%

Sharpe ratio

0.545

VaR 95%

-2.29%

CVaR 95%: -3.39%
Max drawdown: -16.89%
Sortino ratio: 0.643
Calmar ratio: 0.93

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

40.29%

Ann. 14.45% (Sharpe / Sortino numerator)

Volatility

21.86%

Sharpe ratio

0.497

VaR 95%

-2.58%

CVaR 95%: -3.44%
Max drawdown: -25.25%
Sortino ratio: 0.592
Calmar ratio: 0.57

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

0.116%

Best day

3.68%

31/03/2026
Worst day

-2.955%

23/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $39.40 $39.50 $39.24 $39.46 274,000
01/06/2026 $39.21 $39.47 $39.20 $39.40 238,600
29/05/2026 $38.95 $39.32 $38.90 $39.21 438,400
28/05/2026 $38.31 $38.79 $38.31 $38.79 381,500
27/05/2026 $38.19 $38.36 $37.99 $38.32 303,300
26/05/2026 $38.69 $38.80 $38.52 $38.73 331,400
22/05/2026 $38.30 $38.62 $38.30 $38.49 269,900
21/05/2026 $37.85 $38.22 $37.78 $38.21 196,100
20/05/2026 $37.39 $37.91 $37.25 $37.87 190,100
19/05/2026 $37.22 $37.39 $36.88 $37.25 141,000