NED DAVIS RESEARCH 360 DYNAMIC ALLOCATION ETF
Symbol: NDAA
Exchange: NASDAQ
Sector: Technology
Category: Moderate Allocation
Inception date: 16/10/2024
Latest date: 03/06/2026
Current price: $24.11
Expense ratio: 0.65%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.99%
Ann. -34.95% (Sharpe / Sortino numerator)
Volatility
17.76%
Sharpe ratio
-2.173
VaR 95%
-1.97%
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
8.20%
Ann. -0.33% (Sharpe / Sortino numerator)
Volatility
13.68%
Sharpe ratio
-0.290
VaR 95%
-1.48%
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
11.45%
Ann. 5.66% (Sharpe / Sortino numerator)
Volatility
12.37%
Sharpe ratio
0.164
VaR 95%
-1.25%
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
25.96%
Ann. 14.84% (Sharpe / Sortino numerator)
Volatility
12.96%
Sharpe ratio
0.865
VaR 95%
-1.20%
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
24.32%
Ann. 14.86% (Sharpe / Sortino numerator)
Volatility
12.18%
Sharpe ratio
0.922
VaR 95%
-1.14%
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.
Average daily return
0.094%
Best day
2.361%
Worst day
-2.358%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $24.11 | $24.11 | $24.11 | $24.11 | 100 |
| 02/06/2026 | $24.28 | $24.28 | $24.28 | $24.28 | 100 |
| 01/06/2026 | $24.20 | $24.20 | $24.20 | $24.20 | 100 |
| 29/05/2026 | $24.16 | $24.16 | $24.12 | $24.12 | 4,100 |
| 28/05/2026 | $24.11 | $24.12 | $24.11 | $24.12 | 100 |
| 27/05/2026 | $24.05 | $24.05 | $24.03 | $24.03 | 200 |
| 26/05/2026 | $24.08 | $24.08 | $24.08 | $24.08 | 0 |
| 22/05/2026 | $23.90 | $23.90 | $23.90 | $23.90 | 100 |
| 21/05/2026 | $23.85 | $23.85 | $23.85 | $23.85 | 100 |
| 20/05/2026 | $23.78 | $23.81 | $23.78 | $23.81 | 200 |