Summary
AIVC
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 87.08% Volatility 33.61% Sharpe 1.75
Official loaded data — not a live quote.

AMPLIFY BLOOMBERG AI VALUE CHAIN ETF

Symbol: AIVC

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 08/03/2016

Latest date: 16/07/2026

Current price: $101.31

Expense ratio: 0.59%

Assets under management
$126.5M
-2.88% 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

-11.73%

Ann. -22.49% (Sharpe / Sortino numerator)

Volatility

43.49%

Sharpe ratio

-0.601

VaR 95%

-4.75%

CVaR 95%: -4.89%
Max drawdown: -9.98%
Sortino ratio: -0.928
Calmar ratio: -2.25

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

22.16%

Ann. 12.36% (Sharpe / Sortino numerator)

Volatility

34.68%

Sharpe ratio

0.252

VaR 95%

-3.65%

CVaR 95%: -4.35%
Max drawdown: -12.80%
Sortino ratio: 0.400
Calmar ratio: 0.97

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

42.24%

Ann. 18.32% (Sharpe / Sortino numerator)

Volatility

32.40%

Sharpe ratio

0.453

VaR 95%

-3.75%

CVaR 95%: -4.44%
Max drawdown: -14.11%
Sortino ratio: 0.673
Calmar ratio: 1.30

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

87.08%

Ann. 62.57% (Sharpe / Sortino numerator)

Volatility

33.61%

Sharpe ratio

1.754

VaR 95%

-3.31%

CVaR 95%: -4.87%
Max drawdown: -14.11%
Sortino ratio: 2.333
Calmar ratio: 4.43

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

115.21%

Ann. 24.72% (Sharpe / Sortino numerator)

Volatility

29.51%

Sharpe ratio

0.715

VaR 95%

-3.08%

CVaR 95%: -4.41%
Max drawdown: -32.55%
Sortino ratio: 0.938
Calmar ratio: 0.76

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

170.53%

Ann. 30.29% (Sharpe / Sortino numerator)

Volatility

27.60%

Sharpe ratio

0.966

VaR 95%

-2.75%

CVaR 95%: -3.97%
Max drawdown: -32.55%
Sortino ratio: 1.335
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.

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

0.273%

Best day

5.604%

08/04/2026
Worst day

-8.392%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $104.31 $104.31 $100.98 $101.31 19,100
15/07/2026 $110.04 $110.04 $103.65 $105.74 17,800
14/07/2026 $109.32 $109.65 $108.27 $108.66 15,400
13/07/2026 $109.07 $109.07 $106.81 $107.07 11,500
10/07/2026 $111.03 $111.46 $109.69 $110.71 7,700
09/07/2026 $110.44 $112.95 $110.44 $112.11 26,200
08/07/2026 $105.11 $108.83 $105.11 $108.83 14,700
07/07/2026 $107.65 $108.17 $105.77 $106.78 9,000
06/07/2026 $107.91 $110.40 $107.91 $109.58 9,700
02/07/2026 $110.51 $111.42 $104.95 $106.33 25,300