Summary
JOET
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.91% Volatility 18.80% Sharpe 0.29
Official loaded data — not a live quote.

VIRTUS TERRANOVA U.S. QUALITY MOMENTUM ETF

Symbol: JOET

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 17/11/2020

Latest date: 20/07/2026

Current price: $44.80

Expense ratio: 0.29%

Assets under management
$245.2M
-0.87% 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

-2.00%

Ann. -46.22% (Sharpe / Sortino numerator)

Volatility

18.83%

Sharpe ratio

-2.648

VaR 95%

-1.70%

CVaR 95%: -1.81%
Max drawdown: -8.00%
Sortino ratio: -5.271
Calmar ratio: -5.77

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

3.96%

Ann. -16.82% (Sharpe / Sortino numerator)

Volatility

16.11%

Sharpe ratio

-1.269

VaR 95%

-1.65%

CVaR 95%: -1.81%
Max drawdown: -10.42%
Sortino ratio: -2.122
Calmar ratio: -1.61

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

5.92%

Ann. -11.01% (Sharpe / Sortino numerator)

Volatility

14.76%

Sharpe ratio

-0.991

VaR 95%

-1.65%

CVaR 95%: -1.95%
Max drawdown: -10.42%
Sortino ratio: -1.485
Calmar ratio: -1.06

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

9.91%

Ann. 9.12% (Sharpe / Sortino numerator)

Volatility

18.80%

Sharpe ratio

0.292

VaR 95%

-1.68%

CVaR 95%: -2.70%
Max drawdown: -10.42%
Sortino ratio: 0.377
Calmar ratio: 0.88

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

29.87%

Ann. 9.78% (Sharpe / Sortino numerator)

Volatility

17.45%

Sharpe ratio

0.353

VaR 95%

-1.76%

CVaR 95%: -2.54%
Max drawdown: -19.55%
Sortino ratio: 0.467
Calmar ratio: 0.50

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

56.78%

Ann. 14.69% (Sharpe / Sortino numerator)

Volatility

16.10%

Sharpe ratio

0.687

VaR 95%

-1.61%

CVaR 95%: -2.28%
Max drawdown: -19.55%
Sortino ratio: 0.944
Calmar ratio: 0.75

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

0.042%

Best day

3.361%

08/04/2026
Worst day

-2.544%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $45.20 $45.20 $44.80 $44.80 7,500
17/07/2026 $44.88 $45.25 $44.83 $45.00 18,100
16/07/2026 $45.37 $45.37 $45.10 $45.29 18,900
15/07/2026 $45.82 $45.82 $45.11 $45.43 18,200
14/07/2026 $45.81 $45.87 $45.58 $45.70 11,200
13/07/2026 $45.70 $45.79 $45.44 $45.52 20,700
10/07/2026 $45.99 $46.00 $45.79 $45.94 56,600
09/07/2026 $46.00 $46.05 $45.85 $45.87 15,300
08/07/2026 $45.43 $45.43 $45.01 $45.38 22,000
07/07/2026 $45.85 $45.85 $45.47 $45.66 68,000