Summary
NANC
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 16.27% Volatility 18.91% Sharpe 0.73
Official loaded data — not a live quote.

SUBVERSIVE CONGRESSIONAL DEMOCRATS TRADING ETF

Symbol: NANC

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 07/02/2023

Latest date: 15/10/2026

Current price: $51.94

Expense ratio: 0.72%

Assets under management
$296.0M
0.98% 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

1.51%

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

2.53%

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

12.70%

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

16.27%

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

37.25%

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

90.73%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.065%

Best day

3.103%

31/03/2026
Worst day

-3.305%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $51.44 $52.00 $51.33 $51.94 23,000
14/10/2026 $52.40 $52.55 $51.70 $51.83 17,100
13/10/2026 $52.80 $52.97 $52.65 $52.77 12,800
12/10/2026 $53.28 $53.34 $52.91 $53.01 16,600
09/10/2026 $53.18 $53.24 $52.88 $53.19 9,600
08/10/2026 $52.98 $53.15 $52.64 $52.80 9,200
07/10/2026 $53.13 $53.27 $52.99 $53.17 9,700
06/10/2026 $53.64 $53.72 $53.47 $53.47 10,700
05/10/2026 $52.89 $53.39 $52.89 $53.24 19,100
02/10/2026 $53.12 $53.17 $52.76 $52.95 24,400