Summary
HCOW
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 21.69% Volatility 20.95% Sharpe 0.10
Official loaded data — not a live quote.

Amplify Cash Flow High Income ETF

Symbol: HCOW

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 19/09/2023

Latest date: 03/06/2026

Current price: $24.06

Expense ratio: 0.65%

Assets under management
$15.0M
0.15% 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

3.03%

Ann. -44.63% (Sharpe / Sortino numerator)

Volatility

14.50%

Sharpe ratio

-3.329

VaR 95%

-1.41%

CVaR 95%: -1.60%
Max drawdown: -5.59%
Sortino ratio: -5.505
Calmar ratio: -7.99

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

2.60%

Ann. -12.47% (Sharpe / Sortino numerator)

Volatility

14.31%

Sharpe ratio

-1.125

VaR 95%

-1.41%

CVaR 95%: -1.74%
Max drawdown: -7.24%
Sortino ratio: -1.828
Calmar ratio: -1.72

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

4.26%

Ann. 0.16% (Sharpe / Sortino numerator)

Volatility

14.71%

Sharpe ratio

-0.236

VaR 95%

-1.41%

CVaR 95%: -2.02%
Max drawdown: -7.24%
Sortino ratio: -0.332
Calmar ratio: 0.02

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

21.69%

Ann. 5.72% (Sharpe / Sortino numerator)

Volatility

20.95%

Sharpe ratio

0.100

VaR 95%

-1.65%

CVaR 95%: -3.14%
Max drawdown: -9.97%
Sortino ratio: 0.124
Calmar ratio: 0.57

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

10.36%

Ann. 1.30% (Sharpe / Sortino numerator)

Volatility

18.42%

Sharpe ratio

-0.126

VaR 95%

-1.54%

CVaR 95%: -2.65%
Max drawdown: -24.15%
Sortino ratio: -0.169
Calmar ratio: 0.05

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

22.82%

Ann. 8.15% (Sharpe / Sortino numerator)

Volatility

17.76%

Sharpe ratio

0.257

VaR 95%

-1.52%

CVaR 95%: -2.46%
Max drawdown: -24.15%
Sortino ratio: 0.360
Calmar ratio: 0.34

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

0.082%

Best day

2.975%

22/08/2025
Worst day

-3.694%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $24.02 $24.06 $24.00 $24.06 1,100
02/06/2026 $24.14 $24.19 $24.02 $24.14 1,200
01/06/2026 $24.12 $24.19 $23.98 $24.12 8,600
29/05/2026 $24.24 $24.24 $24.10 $24.10 8,200
28/05/2026 $23.87 $24.03 $23.76 $23.93 4,100
27/05/2026 $24.17 $24.17 $24.03 $24.06 5,200
26/05/2026 $24.06 $24.13 $24.02 $24.08 7,800
22/05/2026 $23.97 $23.97 $23.86 $23.95 4,100
21/05/2026 $23.12 $23.60 $23.12 $23.56 3,200
20/05/2026 $23.26 $23.41 $23.16 $23.41 4,600