Summary
EDGU
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.09% Volatility 16.47% Sharpe 0.69
Official loaded data — not a live quote.

3EDGE DYNAMIC US EQUITY ETF

Symbol: EDGU

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 02/10/2024

Latest date: 20/07/2026

Current price: $31.09

Expense ratio: 0.91%

Assets under management
$153.6M
-0.90% 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

-2.40%

Ann. -37.04% (Sharpe / Sortino numerator)

Volatility

15.97%

Sharpe ratio

-2.546

VaR 95%

-1.50%

CVaR 95%: -1.53%
Max drawdown: -6.29%
Sortino ratio: -4.536
Calmar ratio: -5.89

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

4.68%

Ann. -8.00% (Sharpe / Sortino numerator)

Volatility

13.69%

Sharpe ratio

-0.850

VaR 95%

-1.50%

CVaR 95%: -1.60%
Max drawdown: -7.26%
Sortino ratio: -1.311
Calmar ratio: -1.10

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

9.60%

Ann. -0.63% (Sharpe / Sortino numerator)

Volatility

13.66%

Sharpe ratio

-0.312

VaR 95%

-1.50%

CVaR 95%: -1.86%
Max drawdown: -7.26%
Sortino ratio: -0.431
Calmar ratio: -0.09

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

19.09%

Ann. 14.99% (Sharpe / Sortino numerator)

Volatility

16.47%

Sharpe ratio

0.689

VaR 95%

-1.50%

CVaR 95%: -2.40%
Max drawdown: -7.31%
Sortino ratio: 0.837
Calmar ratio: 2.05

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

26.11%

Ann. 15.48% (Sharpe / Sortino numerator)

Volatility

15.35%

Sharpe ratio

0.774

VaR 95%

-1.47%

CVaR 95%: -2.19%
Max drawdown: -17.59%
Sortino ratio: 0.987
Calmar ratio: 0.88

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

2.206%

06/02/2026
Worst day

-3.122%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.38 $31.38 $31.09 $31.09 14,400
17/07/2026 $31.12 $31.37 $31.12 $31.21 19,300
16/07/2026 $31.61 $31.63 $31.41 $31.50 23,100
15/07/2026 $31.76 $31.76 $31.46 $31.63 24,900
14/07/2026 $31.74 $31.74 $31.63 $31.68 30,300
13/07/2026 $31.71 $31.72 $31.55 $31.56 36,700
10/07/2026 $31.82 $31.89 $31.65 $31.86 21,000
09/07/2026 $31.71 $31.79 $31.63 $31.73 9,700
08/07/2026 $31.29 $31.41 $31.15 $31.41 18,300
07/07/2026 $31.57 $31.57 $31.34 $31.45 165,400