Summary
IQQQ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 38.05% 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: 03/06/2026

Current price: $51.35

Expense ratio: 0.55%

Assets under management
$386.1M
-0.60% 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

9.35%

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

19.86%

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

16.83%

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

38.05%

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

50.98%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.133%

Best day

3.061%

06/02/2026
Worst day

-3.383%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $51.66 $51.66 $51.16 $51.35 50,200
02/06/2026 $51.30 $51.54 $51.05 $51.50 85,500
01/06/2026 $50.94 $51.42 $50.79 $51.26 43,000
29/05/2026 $51.16 $51.42 $51.00 $51.19 60,600
28/05/2026 $50.65 $51.06 $50.39 $51.00 43,700
27/05/2026 $50.73 $50.78 $50.26 $50.54 62,000
26/05/2026 $50.21 $50.70 $50.16 $50.58 106,800
22/05/2026 $49.71 $50.01 $49.68 $49.76 101,200
21/05/2026 $49.27 $49.63 $49.05 $49.55 45,000
20/05/2026 $48.90 $49.38 $48.75 $49.35 53,000