Summary
NANC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 26.05% Volatility 18.91% Sharpe 0.73
Official loaded data — not a live quote.

UNUSUAL WHALES SUBVERSIVE DEMOCRATIC TRADING ETF

Symbol: NANC

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 07/02/2023

Latest date: 03/06/2026

Current price: $49.97

Expense ratio: 0.72%

Assets under management
$262.1M
-0.75% 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

6.13%

Ann. -40.83% (Sharpe / Sortino numerator)

Volatility

19.75%

Sharpe ratio

-2.251

VaR 95%

-1.95%

CVaR 95%: -2.04%
Max drawdown: -8.54%
Sortino ratio: -4.182
Calmar ratio: -4.78

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

12.66%

Ann. -23.61% (Sharpe / Sortino numerator)

Volatility

16.31%

Sharpe ratio

-1.670

VaR 95%

-1.81%

CVaR 95%: -2.08%
Max drawdown: -12.21%
Sortino ratio: -2.607
Calmar ratio: -1.93

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

9.13%

Ann. -9.96% (Sharpe / Sortino numerator)

Volatility

15.22%

Sharpe ratio

-0.893

VaR 95%

-1.79%

CVaR 95%: -2.16%
Max drawdown: -12.21%
Sortino ratio: -1.266
Calmar ratio: -0.82

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

26.05%

Ann. 17.43% (Sharpe / Sortino numerator)

Volatility

18.91%

Sharpe ratio

0.729

VaR 95%

-1.68%

CVaR 95%: -2.75%
Max drawdown: -12.21%
Sortino ratio: 0.939
Calmar ratio: 1.43

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

43.58%

Ann. 12.00% (Sharpe / Sortino numerator)

Volatility

18.07%

Sharpe ratio

0.463

VaR 95%

-1.94%

CVaR 95%: -2.67%
Max drawdown: -20.94%
Sortino ratio: 0.600
Calmar ratio: 0.57

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

88.99%

Ann. 19.81% (Sharpe / Sortino numerator)

Volatility

16.67%

Sharpe ratio

0.970

VaR 95%

-1.79%

CVaR 95%: -2.42%
Max drawdown: -20.94%
Sortino ratio: 1.296
Calmar ratio: 0.95

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

0.096%

Best day

3.103%

31/03/2026
Worst day

-2.671%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $50.34 $50.38 $49.88 $49.97 21,600
02/06/2026 $50.38 $50.60 $50.30 $50.49 39,600
01/06/2026 $50.18 $50.77 $50.18 $50.65 22,200
29/05/2026 $49.96 $50.23 $49.83 $50.12 20,600
28/05/2026 $49.34 $49.80 $49.29 $49.71 14,300
27/05/2026 $49.35 $49.45 $49.25 $49.38 23,300
26/05/2026 $49.10 $49.37 $49.10 $49.24 27,200
22/05/2026 $49.14 $49.20 $48.85 $48.92 17,600
21/05/2026 $48.44 $48.87 $48.44 $48.85 16,200
20/05/2026 $48.16 $48.62 $48.10 $48.58 15,700