UNUSUAL WHALES SUBVERSIVE DEMOCRATIC TRADING ETF
Symbol: NANC
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 07/02/2023
Latest date: 20/07/2026
Current price: $49.54
Expense ratio: 0.72%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.34%
Ann. -40.83% (Sharpe / Sortino numerator)
Volatility
19.75%
Sharpe ratio
-2.251
VaR 95%
-1.95%
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.
Period total return
6.56%
Ann. -23.61% (Sharpe / Sortino numerator)
Volatility
16.31%
Sharpe ratio
-1.670
VaR 95%
-1.81%
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
9.60%
Ann. -9.96% (Sharpe / Sortino numerator)
Volatility
15.22%
Sharpe ratio
-0.893
VaR 95%
-1.79%
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
17.78%
Ann. 17.43% (Sharpe / Sortino numerator)
Volatility
18.91%
Sharpe ratio
0.729
VaR 95%
-1.68%
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
36.54%
Ann. 12.00% (Sharpe / Sortino numerator)
Volatility
18.07%
Sharpe ratio
0.463
VaR 95%
-1.94%
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
76.31%
Ann. 19.81% (Sharpe / Sortino numerator)
Volatility
16.67%
Sharpe ratio
0.970
VaR 95%
-1.79%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.07%
Best day
3.103%
Worst day
-3.305%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $49.94 | $49.98 | $49.50 | $49.54 | 20,500 |
| 17/07/2026 | $49.44 | $49.90 | $49.28 | $49.55 | 12,300 |
| 16/07/2026 | $50.29 | $50.66 | $50.18 | $50.34 | 12,100 |
| 15/07/2026 | $50.61 | $50.73 | $50.27 | $50.66 | 16,600 |
| 14/07/2026 | $50.42 | $50.64 | $50.15 | $50.48 | 15,400 |
| 13/07/2026 | $50.20 | $50.54 | $50.01 | $50.04 | 17,400 |
| 10/07/2026 | $50.51 | $50.63 | $50.33 | $50.61 | 14,500 |
| 09/07/2026 | $50.30 | $50.53 | $50.13 | $50.50 | 17,900 |
| 08/07/2026 | $49.72 | $50.06 | $49.63 | $50.06 | 17,400 |
| 07/07/2026 | $50.36 | $50.51 | $50.00 | $50.17 | 19,500 |