Summary
DUKQ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.57% Volatility 14.93% Sharpe 0.30
Official loaded data — not a live quote.

Ocean Park Domestic ETF

Symbol: DUKQ

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 10/07/2024

Latest date: 20/07/2026

Current price: $30.92

Expense ratio: 0.98%

Assets under management
$13.7M
-0.48% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-2.08%

Ann. -38.34% (Sharpe / Sortino numerator)

Volatility

17.88%

Sharpe ratio

-2.347

VaR 95%

-1.64%

CVaR 95%: -1.80%
Max drawdown: -6.96%
Sortino ratio: -4.118
Calmar ratio: -5.51

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.

Period total return

5.44%

Ann. -8.50% (Sharpe / Sortino numerator)

Volatility

14.82%

Sharpe ratio

-0.819

VaR 95%

-1.65%

CVaR 95%: -1.78%
Max drawdown: -7.91%
Sortino ratio: -1.229
Calmar ratio: -1.07

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

10.17%

Ann. -1.71% (Sharpe / Sortino numerator)

Volatility

14.07%

Sharpe ratio

-0.380

VaR 95%

-1.60%

CVaR 95%: -1.90%
Max drawdown: -7.91%
Sortino ratio: -0.540
Calmar ratio: -0.22

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

18.57%

Ann. 8.07% (Sharpe / Sortino numerator)

Volatility

14.93%

Sharpe ratio

0.297

VaR 95%

-1.41%

CVaR 95%: -2.36%
Max drawdown: -7.91%
Sortino ratio: 0.322
Calmar ratio: 1.02

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

23.17%

Ann. 11.11% (Sharpe / Sortino numerator)

Volatility

15.12%

Sharpe ratio

0.497

VaR 95%

-1.49%

CVaR 95%: -2.36%
Max drawdown: -18.44%
Sortino ratio: 0.594
Calmar ratio: 0.60

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

0.072%

Best day

2.536%

31/03/2026
Worst day

-2.899%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.07 $31.07 $30.92 $30.92 300
17/07/2026 $31.19 $31.19 $30.98 $30.98 1,100
16/07/2026 $31.38 $31.38 $31.26 $31.26 1,000
15/07/2026 $31.44 $31.44 $31.40 $31.40 400
14/07/2026 $31.45 $31.47 $31.45 $31.47 400
13/07/2026 $31.43 $31.43 $31.32 $31.32 300
10/07/2026 $31.46 $31.59 $31.46 $31.59 1,400
09/07/2026 $31.44 $31.59 $31.38 $31.53 1,100
08/07/2026 $31.11 $31.20 $31.04 $31.20 2,100
07/07/2026 $31.29 $31.34 $31.29 $31.34 400