Summary
DRAI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.63% 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: 20/07/2026

Current price: $33.23

Expense ratio: 1.34%

Assets under management
$21.8M
-0.21% 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

-3.98%

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

3.25%

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

11.23%

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

18.63%

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

40.74%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.073%

Best day

3.08%

08/04/2026
Worst day

-4.591%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.30 $33.30 $33.23 $33.23 1,400
17/07/2026 $33.30 $33.30 $33.30 $33.30 200
16/07/2026 $33.41 $33.41 $33.32 $33.37 400
15/07/2026 $33.53 $33.58 $33.53 $33.58 100
14/07/2026 $33.43 $33.60 $33.43 $33.60 700
13/07/2026 $33.47 $33.49 $33.47 $33.49 500
10/07/2026 $33.72 $33.79 $33.64 $33.79 4,100
09/07/2026 $33.72 $33.76 $33.66 $33.76 700
08/07/2026 $33.48 $33.55 $33.48 $33.55 400
07/07/2026 $33.73 $33.73 $33.62 $33.62 2,600