Summary
NACP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 43.81% Volatility 19.57% Sharpe 0.94
Official loaded data — not a live quote.

IMPACT SHARES NAACP MINORITY EMPOWERMENT ETF

Symbol: NACP

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 12/07/2018

Latest date: 03/06/2026

Current price: $60.04

Expense ratio: 0.49%

Assets under management
$68.4M
0.25% 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

9.92%

Ann. -37.21% (Sharpe / Sortino numerator)

Volatility

20.66%

Sharpe ratio

-1.977

VaR 95%

-1.83%

CVaR 95%: -2.01%
Max drawdown: -7.44%
Sortino ratio: -3.526
Calmar ratio: -5.00

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

19.63%

Ann. -9.68% (Sharpe / Sortino numerator)

Volatility

17.10%

Sharpe ratio

-0.778

VaR 95%

-1.78%

CVaR 95%: -1.91%
Max drawdown: -9.88%
Sortino ratio: -1.357
Calmar ratio: -0.98

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

20.98%

Ann. 3.69% (Sharpe / Sortino numerator)

Volatility

15.95%

Sharpe ratio

0.004

VaR 95%

-1.77%

CVaR 95%: -2.03%
Max drawdown: -9.88%
Sortino ratio: 0.006
Calmar ratio: 0.37

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

43.81%

Ann. 22.04% (Sharpe / Sortino numerator)

Volatility

19.57%

Sharpe ratio

0.941

VaR 95%

-1.74%

CVaR 95%: -2.79%
Max drawdown: -9.88%
Sortino ratio: 1.160
Calmar ratio: 2.23

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

61.73%

Ann. 15.29% (Sharpe / Sortino numerator)

Volatility

16.98%

Sharpe ratio

0.686

VaR 95%

-1.65%

CVaR 95%: -2.48%
Max drawdown: -19.66%
Sortino ratio: 0.864
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

105.82%

Ann. 20.83% (Sharpe / Sortino numerator)

Volatility

15.59%

Sharpe ratio

1.103

VaR 95%

-1.54%

CVaR 95%: -2.22%
Max drawdown: -19.66%
Sortino ratio: 1.456
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.

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

0.149%

Best day

2.937%

31/03/2026
Worst day

-2.764%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $59.89 $60.04 $59.88 $60.04 1,600
02/06/2026 $59.96 $60.12 $59.96 $60.12 700
01/06/2026 $59.57 $59.81 $59.57 $59.68 2,400
29/05/2026 $59.58 $59.68 $59.56 $59.60 1,100
28/05/2026 $59.18 $59.36 $59.18 $59.36 1,000
27/05/2026 $59.08 $59.08 $58.82 $59.05 3,900
26/05/2026 $58.61 $59.09 $58.61 $59.09 600
22/05/2026 $57.99 $58.07 $57.99 $58.07 1,700
21/05/2026 $57.21 $57.63 $57.20 $57.63 2,100
20/05/2026 $57.24 $57.37 $57.24 $57.37 1,100