Summary
DUKX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.93% Volatility 14.21% Sharpe 0.93
Official loaded data — not a live quote.

Ocean Park International ETF

Symbol: DUKX

Exchange: NASDAQ

Sector: Technology

Category: Foreign Large Blend

Inception date: 10/07/2024

Latest date: 20/07/2026

Current price: $27.60

Expense ratio: 1.03%

Assets under management
$3.7M
-0.47% 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

-5.08%

Ann. -52.74% (Sharpe / Sortino numerator)

Volatility

19.75%

Sharpe ratio

-2.855

VaR 95%

-2.08%

CVaR 95%: -2.96%
Max drawdown: -4.80%
Sortino ratio: -3.131
Calmar ratio: -11.00

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

-0.27%

Ann. 6.39% (Sharpe / Sortino numerator)

Volatility

16.56%

Sharpe ratio

0.167

VaR 95%

-1.76%

CVaR 95%: -2.43%
Max drawdown: -9.48%
Sortino ratio: 0.200
Calmar ratio: 0.67

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

3.19%

Ann. 11.91% (Sharpe / Sortino numerator)

Volatility

14.48%

Sharpe ratio

0.572

VaR 95%

-1.51%

CVaR 95%: -2.24%
Max drawdown: -9.48%
Sortino ratio: 0.703
Calmar ratio: 1.26

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

16.93%

Ann. 16.85% (Sharpe / Sortino numerator)

Volatility

14.21%

Sharpe ratio

0.930

VaR 95%

-1.31%

CVaR 95%: -2.32%
Max drawdown: -9.48%
Sortino ratio: 0.974
Calmar ratio: 1.78

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

16.20%

Ann. 9.65% (Sharpe / Sortino numerator)

Volatility

14.10%

Sharpe ratio

0.430

VaR 95%

-1.50%

CVaR 95%: -2.19%
Max drawdown: -19.52%
Sortino ratio: 0.521
Calmar ratio: 0.49

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

0.067%

Best day

3.188%

11/06/2026
Worst day

-4.024%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $27.73 $27.73 $27.60 $27.60 200
17/07/2026 $27.68 $27.72 $27.68 $27.72 200
16/07/2026 $28.03 $28.03 $27.98 $27.98 300
15/07/2026 $28.24 $28.28 $28.24 $28.28 500
14/07/2026 $28.24 $28.24 $28.16 $28.16 300
13/07/2026 $28.02 $28.02 $27.91 $27.91 200
10/07/2026 $28.34 $28.42 $28.34 $28.42 200
09/07/2026 $28.28 $28.28 $28.26 $28.26 700
08/07/2026 $27.96 $28.09 $27.96 $28.09 200
07/07/2026 $28.13 $28.13 $28.09 $28.09 500