Summary
DRAI
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 41.96% Volatility 15.59% Sharpe 1.73
Official loaded data — not a live quote.

DRACO EVOLUTION AI ETF

Symbol: DRAI

Exchange: NYSE

Sector: Technology

Category: Conservative Allocation

Inception date: 09/07/2024

Latest date: 03/06/2026

Current price: $35.85

Expense ratio: 1.34%

Assets under management
$21.3M
0.10% 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

7.63%

Ann. -25.25% (Sharpe / Sortino numerator)

Volatility

8.32%

Sharpe ratio

-3.469

VaR 95%

-0.86%

CVaR 95%: -1.21%
Max drawdown: -3.34%
Sortino ratio: -4.233
Calmar ratio: -7.56

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

20.20%

Ann. -13.34% (Sharpe / Sortino numerator)

Volatility

11.59%

Sharpe ratio

-1.465

VaR 95%

-1.46%

CVaR 95%: -1.79%
Max drawdown: -7.27%
Sortino ratio: -1.749
Calmar ratio: -1.83

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

16.54%

Ann. -0.77% (Sharpe / Sortino numerator)

Volatility

12.14%

Sharpe ratio

-0.362

VaR 95%

-1.43%

CVaR 95%: -1.99%
Max drawdown: -7.27%
Sortino ratio: -0.422
Calmar ratio: -0.11

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

41.96%

Ann. 30.56% (Sharpe / Sortino numerator)

Volatility

15.59%

Sharpe ratio

1.728

VaR 95%

-1.52%

CVaR 95%: -2.12%
Max drawdown: -7.27%
Sortino ratio: 2.439
Calmar ratio: 4.20

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

48.62%

Ann. 20.74% (Sharpe / Sortino numerator)

Volatility

16.94%

Sharpe ratio

1.012

VaR 95%

-1.70%

CVaR 95%: -2.60%
Max drawdown: -13.68%
Sortino ratio: 1.278
Calmar ratio: 1.52

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.144%

Best day

3.08%

08/04/2026
Worst day

-3.161%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $35.81 $35.85 $35.72 $35.85 9,100
02/06/2026 $35.95 $36.03 $35.95 $36.03 1,100
01/06/2026 $35.66 $35.87 $35.46 $35.78 3,000
29/05/2026 $35.65 $35.69 $35.59 $35.65 4,600
28/05/2026 $35.22 $35.58 $35.14 $35.54 2,100
27/05/2026 $35.36 $35.36 $35.10 $35.24 4,000
26/05/2026 $35.24 $35.33 $35.23 $35.31 8,000
22/05/2026 $35.17 $35.17 $35.08 $35.14 6,200
21/05/2026 $34.95 $35.07 $34.87 $35.07 4,300
20/05/2026 $34.80 $34.97 $34.74 $34.97 2,300