Summary
GMMA
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 7.38% 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: 20/07/2026

Current price: $21.45

Expense ratio: 0.75%

Assets under management
$6.5M
0.00% 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

-0.17%

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

3.41%

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

3.10%

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

7.38%

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

12.51%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.029%

Best day

1.168%

15/06/2026
Worst day

-1.652%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $21.45 $21.45 $21.45 $21.45 100
17/07/2026 $21.49 $21.49 $21.49 $21.49 100
16/07/2026 $21.61 $21.61 $21.61 $21.61 100
15/07/2026 $21.66 $21.69 $21.66 $21.69 200
14/07/2026 $21.69 $21.69 $21.64 $21.64 100
13/07/2026 $21.57 $21.58 $21.57 $21.58 100
10/07/2026 $21.68 $21.68 $21.68 $21.68 100
09/07/2026 $21.62 $21.62 $21.62 $21.62 100
08/07/2026 $21.49 $21.50 $21.49 $21.50 100
07/07/2026 $21.58 $21.58 $21.56 $21.56 100