Summary
IQQQ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 20.88% Volatility 19.58% Sharpe 0.70
Official loaded data — not a live quote.

PROSHARES NASDAQ-100 HIGH INCOME ETF

Symbol: IQQQ

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 18/03/2024

Latest date: 20/07/2026

Current price: $47.58

Expense ratio: 0.55%

Assets under management
$418.3M
-0.73% 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

-5.35%

Ann. -40.51% (Sharpe / Sortino numerator)

Volatility

21.19%

Sharpe ratio

-2.083

VaR 95%

-1.90%

CVaR 95%: -2.15%
Max drawdown: -7.90%
Sortino ratio: -4.036
Calmar ratio: -5.12

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

6.80%

Ann. -19.17% (Sharpe / Sortino numerator)

Volatility

18.38%

Sharpe ratio

-1.241

VaR 95%

-1.90%

CVaR 95%: -2.13%
Max drawdown: -11.55%
Sortino ratio: -2.082
Calmar ratio: -1.66

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

12.14%

Ann. -7.87% (Sharpe / Sortino numerator)

Volatility

17.98%

Sharpe ratio

-0.639

VaR 95%

-1.99%

CVaR 95%: -2.35%
Max drawdown: -12.07%
Sortino ratio: -0.937
Calmar ratio: -0.65

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

20.88%

Ann. 17.35% (Sharpe / Sortino numerator)

Volatility

19.58%

Sharpe ratio

0.701

VaR 95%

-1.94%

CVaR 95%: -3.02%
Max drawdown: -12.07%
Sortino ratio: 0.827
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

36.52%

Ann. 12.36% (Sharpe / Sortino numerator)

Volatility

19.07%

Sharpe ratio

0.458

VaR 95%

-2.12%

CVaR 95%: -2.99%
Max drawdown: -20.41%
Sortino ratio: 0.555
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.

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

0.082%

Best day

3.061%

06/02/2026
Worst day

-4.731%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $47.93 $48.29 $47.56 $47.58 48,500
17/07/2026 $47.42 $48.05 $47.06 $47.64 54,800
16/07/2026 $48.68 $48.78 $48.05 $48.28 47,400
15/07/2026 $49.55 $49.55 $48.60 $49.08 27,400
14/07/2026 $49.00 $49.53 $48.61 $49.25 38,800
13/07/2026 $49.59 $49.59 $48.60 $48.72 45,000
10/07/2026 $49.35 $49.68 $49.20 $49.63 41,300
09/07/2026 $49.10 $49.60 $49.00 $49.45 98,000
08/07/2026 $48.33 $48.67 $47.95 $48.67 56,000
07/07/2026 $48.88 $48.89 $48.17 $48.55 118,200