Summary
GPIQ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 23.72% Volatility 20.29% Sharpe 0.86
Official loaded data — not a live quote.

GOLDMAN SACHS NASDAQ-100 PREMIUM INCOME ETF

Symbol: GPIQ

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 24/10/2023

Latest date: 20/07/2026

Current price: $56.03

Expense ratio: 0.29%

Assets under management
$5.1B
-0.78% 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

-4.79%

Ann. -33.57% (Sharpe / Sortino numerator)

Volatility

21.15%

Sharpe ratio

-1.759

VaR 95%

-1.88%

CVaR 95%: -2.09%
Max drawdown: -7.32%
Sortino ratio: -3.117
Calmar ratio: -4.58

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

6.76%

Ann. -15.97% (Sharpe / Sortino numerator)

Volatility

16.94%

Sharpe ratio

-1.157

VaR 95%

-1.86%

CVaR 95%: -1.99%
Max drawdown: -11.08%
Sortino ratio: -1.794
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

13.40%

Ann. -3.26% (Sharpe / Sortino numerator)

Volatility

16.02%

Sharpe ratio

-0.430

VaR 95%

-1.84%

CVaR 95%: -2.11%
Max drawdown: -11.08%
Sortino ratio: -0.610
Calmar ratio: -0.29

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

23.72%

Ann. 21.15% (Sharpe / Sortino numerator)

Volatility

20.29%

Sharpe ratio

0.864

VaR 95%

-1.77%

CVaR 95%: -2.85%
Max drawdown: -11.08%
Sortino ratio: 1.094
Calmar ratio: 1.91

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

44.42%

Ann. 14.60% (Sharpe / Sortino numerator)

Volatility

18.66%

Sharpe ratio

0.588

VaR 95%

-1.89%

CVaR 95%: -2.77%
Max drawdown: -21.06%
Sortino ratio: 0.740
Calmar ratio: 0.69

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

91.30%

Ann. 27.81% (Sharpe / Sortino numerator)

Volatility

17.70%

Sharpe ratio

1.368

VaR 95%

-1.72%

CVaR 95%: -2.59%
Max drawdown: -21.06%
Sortino ratio: 1.742
Calmar ratio: 1.32

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

0.09%

Best day

3.19%

31/03/2026
Worst day

-3.974%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $56.47 $56.75 $55.98 $56.03 1,216,500
17/07/2026 $55.82 $56.48 $55.26 $55.98 1,417,600
16/07/2026 $57.27 $57.30 $56.45 $56.73 1,464,100
15/07/2026 $58.08 $58.09 $57.05 $57.59 1,202,000
14/07/2026 $57.76 $57.91 $57.38 $57.75 914,000
13/07/2026 $57.55 $57.66 $57.02 $57.15 1,226,900
10/07/2026 $57.74 $58.20 $57.52 $58.15 1,427,400
09/07/2026 $57.55 $58.04 $57.37 $57.95 1,019,200
08/07/2026 $56.62 $57.14 $56.28 $57.09 1,510,600
07/07/2026 $57.30 $57.40 $56.55 $56.93 1,720,800