Summary
EDGI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 17.45% Volatility 17.32% Sharpe 1.06
Official loaded data — not a live quote.

3EDGE DYNAMIC INTERNATIONAL EQUITY ETF

Symbol: EDGI

Exchange: NYSE

Sector: Technology

Category: Foreign Large Blend

Inception date: 02/10/2024

Latest date: 20/07/2026

Current price: $30.15

Expense ratio: 0.97%

Assets under management
$86.6M
-0.26% 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

-4.68%

Ann. -57.69% (Sharpe / Sortino numerator)

Volatility

27.62%

Sharpe ratio

-2.220

VaR 95%

-2.89%

CVaR 95%: -3.56%
Max drawdown: -8.07%
Sortino ratio: -3.451
Calmar ratio: -7.14

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

-0.41%

Ann. -2.23% (Sharpe / Sortino numerator)

Volatility

20.41%

Sharpe ratio

-0.287

VaR 95%

-2.03%

CVaR 95%: -2.86%
Max drawdown: -12.84%
Sortino ratio: -0.376
Calmar ratio: -0.17

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

3.72%

Ann. 6.89% (Sharpe / Sortino numerator)

Volatility

16.61%

Sharpe ratio

0.196

VaR 95%

-1.84%

CVaR 95%: -2.52%
Max drawdown: -12.84%
Sortino ratio: 0.249
Calmar ratio: 0.54

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

17.45%

Ann. 22.00% (Sharpe / Sortino numerator)

Volatility

17.32%

Sharpe ratio

1.061

VaR 95%

-1.52%

CVaR 95%: -2.60%
Max drawdown: -12.84%
Sortino ratio: 1.294
Calmar ratio: 1.71

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

25.42%

Ann. 16.78% (Sharpe / Sortino numerator)

Volatility

16.49%

Sharpe ratio

0.799

VaR 95%

-1.51%

CVaR 95%: -2.29%
Max drawdown: -14.52%
Sortino ratio: 1.084
Calmar ratio: 1.16

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

0.07%

Best day

4.398%

08/04/2026
Worst day

-4.084%

03/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.23 $30.23 $30.11 $30.15 8,400
17/07/2026 $29.91 $30.27 $29.91 $30.21 25,000
16/07/2026 $30.47 $30.61 $30.46 $30.49 18,100
15/07/2026 $30.92 $30.93 $30.77 $30.90 12,700
14/07/2026 $30.98 $31.07 $30.81 $30.86 14,700
13/07/2026 $30.75 $30.75 $30.48 $30.55 34,800
10/07/2026 $31.03 $31.18 $30.90 $31.14 26,500
09/07/2026 $30.89 $30.98 $30.89 $30.94 13,600
08/07/2026 $30.54 $30.75 $30.51 $30.75 19,700
07/07/2026 $31.19 $31.23 $30.88 $30.96 1,035,500