Summary
JOET
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.02% 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: 03/06/2026

Current price: $45.12

Expense ratio: 0.29%

Assets under management
$235.9M
0.09% 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

5.74%

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

7.33%

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

6.85%

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

14.02%

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

37.63%

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

67.77%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.056%

Best day

3.361%

08/04/2026
Worst day

-2.544%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $45.08 $45.24 $44.91 $45.12 11,200
02/06/2026 $44.69 $45.14 $44.69 $45.12 15,100
01/06/2026 $44.47 $44.84 $44.28 $44.78 14,700
29/05/2026 $44.63 $44.79 $44.61 $44.69 8,300
28/05/2026 $44.12 $44.57 $44.10 $44.46 14,300
27/05/2026 $44.31 $44.36 $44.17 $44.19 16,500
26/05/2026 $44.04 $44.39 $44.04 $44.24 14,600
22/05/2026 $43.57 $43.80 $43.57 $43.70 8,200
21/05/2026 $42.86 $43.35 $42.80 $43.24 19,400
20/05/2026 $42.57 $43.06 $42.48 $43.06 19,900