Summary
FNGO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 24.29% Volatility 53.35% Sharpe 0.45
Official loaded data — not a live quote.

Bank of Montreal

Symbol: FNGO

Exchange: NYSE

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 01/08/2018

Latest date: 16/07/2026

Current price: $134.80

Expense ratio: 0.95%

Assets under management
$630.9M
-1.61% 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

1.20%

Ann. -57.42% (Sharpe / Sortino numerator)

Volatility

53.75%

Sharpe ratio

-1.136

VaR 95%

-4.93%

CVaR 95%: -5.82%
Max drawdown: -22.85%
Sortino ratio: -1.959
Calmar ratio: -2.51

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

16.32%

Ann. -58.91% (Sharpe / Sortino numerator)

Volatility

46.01%

Sharpe ratio

-1.359

VaR 95%

-5.28%

CVaR 95%: -5.85%
Max drawdown: -31.99%
Sortino ratio: -2.018
Calmar ratio: -1.84

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

20.34%

Ann. -48.61% (Sharpe / Sortino numerator)

Volatility

43.39%

Sharpe ratio

-1.204

VaR 95%

-5.03%

CVaR 95%: -5.79%
Max drawdown: -42.73%
Sortino ratio: -1.795
Calmar ratio: -1.14

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

24.29%

Ann. 27.38% (Sharpe / Sortino numerator)

Volatility

53.35%

Sharpe ratio

0.445

VaR 95%

-4.95%

CVaR 95%: -7.30%
Max drawdown: -42.73%
Sortino ratio: 0.633
Calmar ratio: 0.64

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

69.51%

Ann. 25.08% (Sharpe / Sortino numerator)

Volatility

53.60%

Sharpe ratio

0.400

VaR 95%

-5.92%

CVaR 95%: -8.12%
Max drawdown: -47.64%
Sortino ratio: 0.533
Calmar ratio: 0.53

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

218.90%

Ann. 53.32% (Sharpe / Sortino numerator)

Volatility

51.36%

Sharpe ratio

0.967

VaR 95%

-5.45%

CVaR 95%: -7.60%
Max drawdown: -47.64%
Sortino ratio: 1.331
Calmar ratio: 1.12

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.125%

Best day

8.935%

31/03/2026
Worst day

-10.647%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $137.00 $137.38 $133.71 $134.80 3,200
15/07/2026 $137.61 $139.72 $137.61 $139.72 2,400
14/07/2026 $136.15 $137.65 $135.57 $136.92 2,400
13/07/2026 $133.73 $134.62 $133.13 $133.57 1,400
10/07/2026 $135.13 $136.57 $134.51 $136.07 1,800
09/07/2026 $131.06 $135.05 $131.06 $135.05 3,800
08/07/2026 $130.06 $132.37 $130.06 $132.37 1,600
07/07/2026 $131.28 $133.26 $130.37 $131.82 4,400
06/07/2026 $129.97 $132.12 $129.96 $131.93 6,300
02/07/2026 $129.15 $131.65 $128.63 $129.15 10,100