Summary
HNDL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 15.56% Volatility 11.99% Sharpe 0.63
Official loaded data — not a live quote.

STRATEGY SHARES NASDAQ 7 HANDL(TM) INDEX ETF

Symbol: HNDL

Exchange: NASDAQ

Sector: Technology

Category: Moderately Conservative Allocation

Inception date: 16/01/2018

Latest date: 03/06/2026

Current price: $22.86

Expense ratio: 0.95%

Assets under management
$645.2M
0.26% 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

1.45%

Ann. -29.60% (Sharpe / Sortino numerator)

Volatility

11.94%

Sharpe ratio

-2.783

VaR 95%

-1.23%

CVaR 95%: -1.58%
Max drawdown: -4.69%
Sortino ratio: -4.139
Calmar ratio: -6.31

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

2.76%

Ann. 3.03% (Sharpe / Sortino numerator)

Volatility

8.76%

Sharpe ratio

-0.068

VaR 95%

-0.89%

CVaR 95%: -1.34%
Max drawdown: -4.96%
Sortino ratio: -0.078
Calmar ratio: 0.61

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

6.26%

Ann. 2.25% (Sharpe / Sortino numerator)

Volatility

7.89%

Sharpe ratio

-0.175

VaR 95%

-0.81%

CVaR 95%: -1.20%
Max drawdown: -4.96%
Sortino ratio: -0.219
Calmar ratio: 0.45

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

15.56%

Ann. 11.12% (Sharpe / Sortino numerator)

Volatility

11.99%

Sharpe ratio

0.625

VaR 95%

-0.87%

CVaR 95%: -1.82%
Max drawdown: -7.56%
Sortino ratio: 0.737
Calmar ratio: 1.47

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

24.64%

Ann. 9.55% (Sharpe / Sortino numerator)

Volatility

10.67%

Sharpe ratio

0.554

VaR 95%

-0.90%

CVaR 95%: -1.56%
Max drawdown: -12.26%
Sortino ratio: 0.712
Calmar ratio: 0.78

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

37.91%

Ann. 10.11% (Sharpe / Sortino numerator)

Volatility

10.22%

Sharpe ratio

0.634

VaR 95%

-0.96%

CVaR 95%: -1.44%
Max drawdown: -12.26%
Sortino ratio: 0.870
Calmar ratio: 0.82

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

0.059%

Best day

1.254%

30/04/2026
Worst day

-1.878%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $22.80 $22.94 $22.80 $22.86 63,000
02/06/2026 $23.00 $23.00 $22.84 $22.92 60,500
01/06/2026 $22.75 $22.85 $22.70 $22.79 70,700
29/05/2026 $22.97 $22.97 $22.87 $22.89 64,000
28/05/2026 $22.87 $22.97 $22.86 $22.93 74,200
27/05/2026 $22.99 $23.00 $22.89 $22.91 46,300
26/05/2026 $22.87 $23.00 $22.87 $22.93 97,800
22/05/2026 $22.60 $22.91 $22.60 $22.88 73,400
21/05/2026 $22.72 $22.80 $22.62 $22.79 59,600
20/05/2026 $22.59 $22.76 $22.58 $22.75 111,200