Summary
GMMA
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 10.84% Volatility 5.09% Sharpe 0.18
Official loaded data — not a live quote.

GAMMAROAD MARKET NAVIGATION ETF

Symbol: GMMA

Exchange: NYSE

Sector: Technology

Category: Tactical Allocation

Inception date: 16/09/2024

Latest date: 03/06/2026

Current price: $21.73

Expense ratio: 0.75%

Assets under management
$6.3M
-0.02% 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

3.45%

Ann. -35.54% (Sharpe / Sortino numerator)

Volatility

7.17%

Sharpe ratio

-5.459

VaR 95%

-1.16%

CVaR 95%: -1.24%
Max drawdown: -3.04%
Sortino ratio: -6.237
Calmar ratio: -11.69

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

2.87%

Ann. -11.25% (Sharpe / Sortino numerator)

Volatility

6.61%

Sharpe ratio

-2.251

VaR 95%

-0.72%

CVaR 95%: -1.14%
Max drawdown: -4.20%
Sortino ratio: -2.682
Calmar ratio: -2.68

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.

Period total return

3.75%

Ann. -3.47% (Sharpe / Sortino numerator)

Volatility

5.72%

Sharpe ratio

-1.241

VaR 95%

-0.56%

CVaR 95%: -0.98%
Max drawdown: -4.20%
Sortino ratio: -1.444
Calmar ratio: -0.83

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

10.84%

Ann. 4.53% (Sharpe / Sortino numerator)

Volatility

5.09%

Sharpe ratio

0.177

VaR 95%

-0.47%

CVaR 95%: -0.81%
Max drawdown: -4.20%
Sortino ratio: 0.215
Calmar ratio: 1.08

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

12.48%

Ann. 6.26% (Sharpe / Sortino numerator)

Volatility

7.23%

Sharpe ratio

0.369

VaR 95%

-0.60%

CVaR 95%: -1.17%
Max drawdown: -5.22%
Sortino ratio: 0.411
Calmar ratio: 1.20

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

0.042%

Best day

0.99%

06/05/2026
Worst day

-1.343%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $21.74 $21.74 $21.73 $21.73 200
02/06/2026 $19.89 $21.82 $19.89 $21.82 1,100
01/06/2026 $21.83 $21.83 $21.82 $21.82 200
29/05/2026 $21.84 $21.84 $21.77 $21.77 100
28/05/2026 $21.70 $21.74 $21.70 $21.74 100
27/05/2026 $21.73 $21.73 $21.62 $21.66 200
26/05/2026 $21.65 $21.65 $21.64 $21.64 100
22/05/2026 $21.57 $21.57 $21.56 $21.57 300
21/05/2026 $21.38 $21.51 $21.38 $21.51 400
20/05/2026 $21.41 $21.45 $21.39 $21.45 400