Summary
KQQQ
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 16.79% Volatility 23.47% Sharpe 0.70
Official loaded data — not a live quote.

KURV TECHNOLOGY TITANS SELECT ETF

Symbol: KQQQ

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 22/07/2024

Latest date: 15/10/2026

Current price: $28.88

Expense ratio: 0.99%

Assets under management
$136.2M
0.58% 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

2.84%

Ann. -34.75% (Sharpe / Sortino numerator)

Volatility

25.37%

Sharpe ratio

-1.513

VaR 95%

-2.33%

CVaR 95%: -2.56%
Max drawdown: -9.57%
Sortino ratio: -3.536
Calmar ratio: -3.63

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

0.25%

Ann. -30.87% (Sharpe / Sortino numerator)

Volatility

21.20%

Sharpe ratio

-1.627

VaR 95%

-2.52%

CVaR 95%: -2.75%
Max drawdown: -15.69%
Sortino ratio: -2.532
Calmar ratio: -1.97

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

13.45%

Ann. -17.08% (Sharpe / Sortino numerator)

Volatility

19.37%

Sharpe ratio

-1.069

VaR 95%

-2.24%

CVaR 95%: -2.62%
Max drawdown: -18.46%
Sortino ratio: -1.547
Calmar ratio: -0.93

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

16.79%

Ann. 20.06% (Sharpe / Sortino numerator)

Volatility

23.47%

Sharpe ratio

0.700

VaR 95%

-2.08%

CVaR 95%: -3.22%
Max drawdown: -18.46%
Sortino ratio: 0.933
Calmar ratio: 1.09

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

44.70%

Ann. 22.58% (Sharpe / Sortino numerator)

Volatility

23.87%

Sharpe ratio

0.795

VaR 95%

-2.39%

CVaR 95%: -3.38%
Max drawdown: -26.15%
Sortino ratio: 1.085
Calmar ratio: 0.86

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.07%

Best day

3.598%

31/03/2026
Worst day

-4.449%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $28.71 $28.88 $28.31 $28.88 51,000
14/10/2026 $29.45 $29.52 $28.85 $28.92 47,000
13/10/2026 $29.62 $29.62 $29.33 $29.59 35,900
12/10/2026 $29.88 $29.88 $29.61 $29.64 31,500
09/10/2026 $29.80 $29.86 $29.71 $29.80 17,700
08/10/2026 $30.14 $30.14 $29.51 $29.71 37,100
07/10/2026 $30.00 $30.16 $29.80 $30.15 34,200
06/10/2026 $30.16 $30.19 $29.97 $30.06 54,200
05/10/2026 $29.88 $29.99 $29.72 $29.88 32,600
02/10/2026 $29.69 $29.89 $29.66 $29.73 40,900