Summary
MQQQ
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 63.40% 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: 11/06/2026

Current price: $232.68

Expense ratio: 0.95%

Assets under management
$329.4M
5.71% 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

-0.36%

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

32.89%

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

23.63%

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

63.40%

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

102.12%

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.22%

Best day

7.395%

31/03/2026
Worst day

-9.343%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $220.11 $232.97 $220.00 $232.68 22,300
10/06/2026 $224.34 $226.77 $217.21 $218.10 16,200
09/06/2026 $235.01 $235.85 $212.31 $226.34 18,800
08/06/2026 $232.46 $234.71 $231.20 $232.14 105,200
05/06/2026 $242.36 $242.36 $225.63 $225.63 21,200
04/06/2026 $244.54 $250.76 $243.97 $248.88 104,300
03/06/2026 $253.87 $253.87 $249.49 $251.12 437,900
02/06/2026 $249.07 $252.82 $249.07 $252.82 10,400
01/06/2026 $246.51 $251.98 $246.51 $250.25 23,100
29/05/2026 $247.76 $249.22 $246.52 $247.65 82,000