Summary
GGME
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 13.52% Volatility 24.10% Sharpe -0.05
Official loaded data — not a live quote.

INVESCO NEXT GEN MEDIA AND GAMING ETF

Symbol: GGME

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 23/06/2005

Latest date: 03/06/2026

Current price: $63.96

Expense ratio: 0.62%

Assets under management
$43.2M
0.84% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

12.63%

Ann. -26.50% (Sharpe / Sortino numerator)

Volatility

22.72%

Sharpe ratio

-1.326

VaR 95%

-1.99%

CVaR 95%: -2.16%
Max drawdown: -8.37%
Sortino ratio: -2.526
Calmar ratio: -3.17

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

21.41%

Ann. -44.00% (Sharpe / Sortino numerator)

Volatility

22.27%

Sharpe ratio

-2.139

VaR 95%

-2.60%

CVaR 95%: -3.01%
Max drawdown: -17.41%
Sortino ratio: -3.003
Calmar ratio: -2.53

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

5.67%

Ann. -36.40% (Sharpe / Sortino numerator)

Volatility

20.46%

Sharpe ratio

-1.956

VaR 95%

-2.58%

CVaR 95%: -3.04%
Max drawdown: -25.23%
Sortino ratio: -2.550
Calmar ratio: -1.44

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

13.52%

Ann. 2.47% (Sharpe / Sortino numerator)

Volatility

24.10%

Sharpe ratio

-0.048

VaR 95%

-2.37%

CVaR 95%: -3.51%
Max drawdown: -25.23%
Sortino ratio: -0.063
Calmar ratio: 0.10

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

42.24%

Ann. 8.90% (Sharpe / Sortino numerator)

Volatility

23.11%

Sharpe ratio

0.228

VaR 95%

-2.45%

CVaR 95%: -3.37%
Max drawdown: -25.23%
Sortino ratio: 0.305
Calmar ratio: 0.35

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

91.88%

Ann. 14.76% (Sharpe / Sortino numerator)

Volatility

22.02%

Sharpe ratio

0.506

VaR 95%

-2.22%

CVaR 95%: -3.18%
Max drawdown: -25.23%
Sortino ratio: 0.703
Calmar ratio: 0.59

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.057%

Best day

3.536%

06/05/2026
Worst day

-3.619%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $63.43 $63.96 $63.42 $63.96 900
02/06/2026 $63.89 $64.16 $63.89 $64.16 1,100
01/06/2026 $63.11 $64.02 $62.88 $64.02 600
29/05/2026 $63.03 $63.49 $63.03 $63.49 1,000
28/05/2026 $61.97 $63.14 $61.97 $63.14 1,700
27/05/2026 $62.02 $62.06 $61.87 $62.03 3,200
26/05/2026 $61.57 $62.56 $61.57 $62.49 2,900
22/05/2026 $61.33 $61.57 $61.33 $61.57 1,600
21/05/2026 $59.48 $60.40 $59.48 $60.40 900
20/05/2026 $59.10 $60.11 $59.10 $60.11 1,600