Summary
LIVR
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 31.43% Volatility 20.99% Sharpe 1.25
Official loaded data — not a live quote.

Intelligent Livermore ETF

Symbol: LIVR

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 17/09/2024

Latest date: 03/06/2026

Current price: $33.72

Expense ratio: 0.69%

Assets under management
$19.7M
-0.05% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

2.33%

Ann. -34.76% (Sharpe / Sortino numerator)

Volatility

28.34%

Sharpe ratio

-1.354

VaR 95%

-2.91%

CVaR 95%: -3.10%
Max drawdown: -6.06%
Sortino ratio: -2.280
Calmar ratio: -5.73

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

8.70%

Ann. 3.90% (Sharpe / Sortino numerator)

Volatility

24.22%

Sharpe ratio

0.011

VaR 95%

-2.59%

CVaR 95%: -2.88%
Max drawdown: -8.97%
Sortino ratio: 0.018
Calmar ratio: 0.44

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

11.45%

Ann. 6.99% (Sharpe / Sortino numerator)

Volatility

20.94%

Sharpe ratio

0.161

VaR 95%

-2.27%

CVaR 95%: -2.75%
Max drawdown: -8.97%
Sortino ratio: 0.243
Calmar ratio: 0.78

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

31.43%

Ann. 29.86% (Sharpe / Sortino numerator)

Volatility

20.99%

Sharpe ratio

1.250

VaR 95%

-1.95%

CVaR 95%: -3.19%
Max drawdown: -9.10%
Sortino ratio: 1.407
Calmar ratio: 3.28

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

36.16%

Ann. 20.20% (Sharpe / Sortino numerator)

Volatility

20.28%

Sharpe ratio

0.819

VaR 95%

-1.95%

CVaR 95%: -3.07%
Max drawdown: -23.66%
Sortino ratio: 0.998
Calmar ratio: 0.85

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

0.115%

Best day

4.925%

01/04/2026
Worst day

-3.184%

03/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $33.74 $33.74 $33.65 $33.72 3,287
02/06/2026 $33.72 $33.83 $33.72 $33.83 402
01/06/2026 $33.31 $33.56 $33.31 $33.47 2,406
29/05/2026 $33.88 $33.88 $33.48 $33.48 592
28/05/2026 $33.60 $33.63 $33.60 $33.63 422
27/05/2026 $33.47 $33.47 $33.35 $33.46 572
26/05/2026 $33.39 $33.79 $33.39 $33.74 783
22/05/2026 $33.22 $33.29 $33.22 $33.29 874
21/05/2026 $32.88 $33.07 $32.88 $33.07 1,175
20/05/2026 $32.71 $32.81 $32.71 $32.77 2,904