Summary
EMEQ
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 114.37% Volatility 30.06% Sharpe 2.49
Official loaded data — not a live quote.

NOMURA FOCUSED EMERGING MARKETS EQUITY ETF

Symbol: EMEQ

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 04/09/2024

Latest date: 03/09/2026

Current price: $65.09

Expense ratio: 0.85%

Assets under management
$624.8M
0.81% 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

3.96%

Ann. -77.18% (Sharpe / Sortino numerator)

Volatility

58.17%

Sharpe ratio

-1.389

VaR 95%

-6.09%

CVaR 95%: -7.35%
Max drawdown: -10.83%
Sortino ratio: -2.030
Calmar ratio: -7.13

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

-9.08%

Ann. 31.49% (Sharpe / Sortino numerator)

Volatility

41.32%

Sharpe ratio

0.674

VaR 95%

-5.29%

CVaR 95%: -6.36%
Max drawdown: -17.91%
Sortino ratio: 0.834
Calmar ratio: 1.76

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

38.03%

Ann. 54.12% (Sharpe / Sortino numerator)

Volatility

33.81%

Sharpe ratio

1.493

VaR 95%

-3.09%

CVaR 95%: -5.31%
Max drawdown: -17.91%
Sortino ratio: 1.913
Calmar ratio: 3.02

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

114.37%

Ann. 78.62% (Sharpe / Sortino numerator)

Volatility

30.06%

Sharpe ratio

2.495

VaR 95%

-2.50%

CVaR 95%: -4.56%
Max drawdown: -17.91%
Sortino ratio: 3.157
Calmar ratio: 4.39

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

174.29%

Ann. 81.68% (Sharpe / Sortino numerator)

Volatility

29.62%

Sharpe ratio

2.637

VaR 95%

-2.47%

CVaR 95%: -3.93%
Max drawdown: -19.24%
Sortino ratio: 3.850
Calmar ratio: 4.25

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.337%

Best day

8.824%

11/06/2026
Worst day

-11.57%

05/06/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $64.57 $65.19 $64.10 $65.09 34,200
02/09/2026 $64.30 $64.83 $64.26 $64.75 39,400
01/09/2026 $64.84 $65.35 $64.20 $64.60 49,100
31/08/2026 $64.69 $64.74 $64.16 $64.57 73,100
28/08/2026 $64.99 $65.23 $64.22 $64.40 71,000
27/08/2026 $65.26 $65.41 $64.64 $65.19 82,900
26/08/2026 $65.15 $65.41 $64.91 $65.03 50,700
25/08/2026 $64.72 $65.19 $64.38 $65.14 71,200
24/08/2026 $64.43 $64.43 $63.26 $63.85 47,500
21/08/2026 $66.35 $66.39 $65.69 $65.77 67,900