Summary
GIAX
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 9.88% Volatility 23.84% Sharpe 0.15
Official loaded data — not a live quote.

NICHOLAS GLOBAL EQUITY AND INCOME ETF

Symbol: GIAX

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 29/07/2024

Latest date: 17/07/2026

Current price: $15.38

Expense ratio: 1.03%

Assets under management
$110.4M
2.26% 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

-11.76%

Ann. -50.45% (Sharpe / Sortino numerator)

Volatility

41.06%

Sharpe ratio

-1.317

VaR 95%

-2.98%

CVaR 95%: -4.16%
Max drawdown: -12.52%
Sortino ratio: -2.641
Calmar ratio: -4.03

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

1.16%

Ann. -34.66% (Sharpe / Sortino numerator)

Volatility

31.49%

Sharpe ratio

-1.216

VaR 95%

-2.99%

CVaR 95%: -4.00%
Max drawdown: -19.14%
Sortino ratio: -1.909
Calmar ratio: -1.81

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

6.27%

Ann. -20.34% (Sharpe / Sortino numerator)

Volatility

25.87%

Sharpe ratio

-0.926

VaR 95%

-2.76%

CVaR 95%: -3.49%
Max drawdown: -19.14%
Sortino ratio: -1.328
Calmar ratio: -1.06

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

9.88%

Ann. 7.21% (Sharpe / Sortino numerator)

Volatility

23.84%

Sharpe ratio

0.150

VaR 95%

-2.56%

CVaR 95%: -3.51%
Max drawdown: -19.14%
Sortino ratio: 0.195
Calmar ratio: 0.38

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

23.35%

Ann. 13.89% (Sharpe / Sortino numerator)

Volatility

21.42%

Sharpe ratio

0.481

VaR 95%

-2.26%

CVaR 95%: -3.19%
Max drawdown: -20.38%
Sortino ratio: 0.623
Calmar ratio: 0.68

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.049%

Best day

5.618%

31/03/2026
Worst day

-5.304%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $15.04 $15.58 $15.04 $15.38 158,800
16/07/2026 $15.97 $15.97 $15.53 $15.57 137,300
15/07/2026 $16.37 $16.37 $15.95 $16.26 106,600
14/07/2026 $16.21 $16.28 $16.07 $16.27 84,100
13/07/2026 $16.31 $16.33 $16.06 $16.17 132,600
10/07/2026 $16.51 $16.79 $16.36 $16.50 105,100
09/07/2026 $16.60 $16.74 $16.45 $16.63 111,000
08/07/2026 $16.25 $16.47 $16.12 $16.47 144,600
07/07/2026 $16.46 $16.50 $16.15 $16.30 424,400
06/07/2026 $16.46 $16.84 $16.46 $16.69 75,400