Summary
AIPI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 14.96% 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: 16/07/2026

Current price: $35.45

Expense ratio: 0.65%

Assets under management
$418.8M
-0.87% 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

-1.60%

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

8.05%

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

6.19%

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

14.96%

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

28.25%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.062%

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
16/07/2026 $35.76 $35.78 $35.26 $35.45 172,200
15/07/2026 $36.45 $36.48 $35.67 $36.02 201,800
14/07/2026 $36.52 $36.65 $36.20 $36.44 138,500
13/07/2026 $36.74 $36.89 $36.27 $36.41 214,700
10/07/2026 $37.07 $37.12 $36.70 $37.04 112,900
09/07/2026 $36.65 $37.05 $36.39 $36.99 154,800
08/07/2026 $35.99 $36.48 $35.75 $36.46 154,100
07/07/2026 $36.77 $36.83 $36.11 $36.37 161,000
06/07/2026 $36.60 $37.30 $36.51 $37.10 172,300
02/07/2026 $37.18 $37.37 $36.16 $36.42 246,400