Summary
HECO
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 136.32% Volatility 40.55% Sharpe 1.26
Official loaded data — not a live quote.

SPDR GALAXY HEDGED DIGITAL ASSET ECOSYSTEM ETF

Symbol: HECO

Exchange: NASDAQ

Sector: Technology

Category: Equity Digital Assets

Inception date: 09/09/2024

Latest date: 03/06/2026

Current price: $68.08

Expense ratio: 0.90%

Assets under management
$81.7M
0.08% 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

33.21%

Ann. -63.94% (Sharpe / Sortino numerator)

Volatility

44.86%

Sharpe ratio

-1.506

VaR 95%

-4.64%

CVaR 95%: -4.71%
Max drawdown: -14.16%
Sortino ratio: -2.810
Calmar ratio: -4.51

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

61.89%

Ann. -22.47% (Sharpe / Sortino numerator)

Volatility

42.21%

Sharpe ratio

-0.618

VaR 95%

-4.60%

CVaR 95%: -5.03%
Max drawdown: -21.03%
Sortino ratio: -1.000
Calmar ratio: -1.07

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

57.04%

Ann. -14.66% (Sharpe / Sortino numerator)

Volatility

41.51%

Sharpe ratio

-0.441

VaR 95%

-4.10%

CVaR 95%: -5.00%
Max drawdown: -21.03%
Sortino ratio: -0.738
Calmar ratio: -0.70

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

136.32%

Ann. 54.88% (Sharpe / Sortino numerator)

Volatility

40.55%

Sharpe ratio

1.264

VaR 95%

-3.99%

CVaR 95%: -5.54%
Max drawdown: -21.03%
Sortino ratio: 1.696
Calmar ratio: 2.61

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

180.43%

Ann. 67.60% (Sharpe / Sortino numerator)

Volatility

46.25%

Sharpe ratio

1.384

VaR 95%

-4.65%

CVaR 95%: -6.73%
Max drawdown: -43.74%
Sortino ratio: 1.809
Calmar ratio: 1.55

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

0.371%

Best day

7.605%

06/02/2026
Worst day

-5.896%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $68.03 $68.38 $68.03 $68.08 1,300
02/06/2026 $68.61 $68.73 $68.61 $68.73 600
01/06/2026 $67.43 $68.90 $67.43 $68.90 1,100
29/05/2026 $66.16 $66.74 $66.16 $66.74 900
28/05/2026 $65.24 $65.24 $65.02 $65.02 600
27/05/2026 $63.43 $64.00 $63.43 $63.89 900
26/05/2026 $62.88 $62.89 $62.88 $62.89 300
22/05/2026 $60.46 $60.69 $60.46 $60.69 200
21/05/2026 $59.64 $60.34 $59.62 $60.34 400
20/05/2026 $58.53 $58.58 $58.52 $58.52 600