Summary
MQQQ
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 44.77% Volatility 45.84% Sharpe 0.77
Official loaded data — not a live quote.

TRADR 2X LONG INNOVATION 100 MONTHLY ETF

Symbol: MQQQ

Exchange: NASDAQ

Sector: N/A

Category: Trading--Leveraged Equity

Inception date: 30/08/2024

Latest date: 31/08/2026

Current price: $228.07

Expense ratio: 1.03%

Assets under management
$200.4M
0.68% 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

4.08%

Ann. -61.47% (Sharpe / Sortino numerator)

Volatility

46.25%

Sharpe ratio

-1.408

VaR 95%

-4.04%

CVaR 95%: -4.52%
Max drawdown: -17.33%
Sortino ratio: -2.772
Calmar ratio: -3.55

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

-8.87%

Ann. -36.95% (Sharpe / Sortino numerator)

Volatility

38.50%

Sharpe ratio

-1.054

VaR 95%

-4.05%

CVaR 95%: -4.47%
Max drawdown: -23.53%
Sortino ratio: -1.836
Calmar ratio: -1.57

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

29.71%

Ann. -19.42% (Sharpe / Sortino numerator)

Volatility

37.53%

Sharpe ratio

-0.614

VaR 95%

-4.18%

CVaR 95%: -4.91%
Max drawdown: -25.23%
Sortino ratio: -0.911
Calmar ratio: -0.77

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

44.77%

Ann. 38.83% (Sharpe / Sortino numerator)

Volatility

45.84%

Sharpe ratio

0.768

VaR 95%

-4.08%

CVaR 95%: -6.47%
Max drawdown: -25.23%
Sortino ratio: 1.001
Calmar ratio: 1.54

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

98.12%

Ann. 48.77% (Sharpe / Sortino numerator)

Volatility

43.91%

Sharpe ratio

1.029

VaR 95%

-4.29%

CVaR 95%: -6.38%
Max drawdown: -42.16%
Sortino ratio: 1.356
Calmar ratio: 1.16

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.179%

Best day

7.659%

30/07/2026
Worst day

-9.343%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $226.53 $228.64 $226.43 $228.07 3,200
28/08/2026 $230.04 $231.72 $227.21 $227.84 3,500
27/08/2026 $227.34 $230.64 $227.34 $230.64 23,700
26/08/2026 $223.81 $224.71 $223.81 $224.71 4,400
25/08/2026 $223.83 $224.98 $222.88 $224.48 3,200
24/08/2026 $220.85 $223.20 $219.80 $221.99 4,400
21/08/2026 $224.55 $226.72 $224.55 $226.28 5,600
20/08/2026 $226.74 $226.74 $224.55 $224.83 3,200
19/08/2026 $229.00 $229.50 $227.75 $227.80 10,100
18/08/2026 $230.15 $231.11 $228.68 $228.94 42,200