Summary
ALAI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 41.75% Volatility 30.28% Sharpe 1.37
Official loaded data — not a live quote.

ALGER AI ENABLERS & ADOPTERS ETF

Symbol: ALAI

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 04/04/2024

Latest date: 16/07/2026

Current price: $43.36

Expense ratio: 0.58%

Assets under management
$451.2M
-2.43% 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

-4.97%

Ann. -11.28% (Sharpe / Sortino numerator)

Volatility

37.54%

Sharpe ratio

-0.397

VaR 95%

-3.71%

CVaR 95%: -4.28%
Max drawdown: -10.48%
Sortino ratio: -0.657
Calmar ratio: -1.08

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

12.98%

Ann. -26.15% (Sharpe / Sortino numerator)

Volatility

29.56%

Sharpe ratio

-1.008

VaR 95%

-2.98%

CVaR 95%: -3.67%
Max drawdown: -16.74%
Sortino ratio: -1.618
Calmar ratio: -1.56

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

17.51%

Ann. -19.28% (Sharpe / Sortino numerator)

Volatility

27.15%

Sharpe ratio

-0.844

VaR 95%

-2.99%

CVaR 95%: -3.57%
Max drawdown: -19.48%
Sortino ratio: -1.264
Calmar ratio: -0.99

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

41.75%

Ann. 45.08% (Sharpe / Sortino numerator)

Volatility

30.28%

Sharpe ratio

1.369

VaR 95%

-2.96%

CVaR 95%: -4.20%
Max drawdown: -19.48%
Sortino ratio: 1.885
Calmar ratio: 2.31

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

96.32%

Ann. 44.29% (Sharpe / Sortino numerator)

Volatility

29.15%

Sharpe ratio

1.395

VaR 95%

-3.13%

CVaR 95%: -4.30%
Max drawdown: -29.36%
Sortino ratio: 1.837
Calmar ratio: 1.51

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

0.153%

Best day

6.272%

31/03/2026
Worst day

-5.047%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $44.44 $44.44 $43.02 $43.36 174,400
15/07/2026 $44.91 $44.91 $44.07 $44.63 146,700
14/07/2026 $44.67 $44.89 $44.16 $44.16 54,800
13/07/2026 $45.39 $45.39 $44.14 $44.25 53,300
10/07/2026 $45.52 $45.52 $44.98 $45.37 50,000
09/07/2026 $44.59 $45.66 $44.48 $44.98 52,100
08/07/2026 $44.00 $44.64 $43.52 $44.53 103,800
07/07/2026 $44.68 $45.07 $43.56 $44.20 202,700
06/07/2026 $44.32 $45.27 $44.32 $44.95 74,400
02/07/2026 $45.22 $45.41 $43.57 $43.57 338,700