NED DAVIS RESEARCH 360 DYNAMIC ALLOCATION ETF
Symbol: NDAA
Exchange: NASDAQ
Sector: Technology
Category: Moderate Allocation
Inception date: 16/10/2024
Latest date: 20/07/2026
Current price: $23.66
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
-0.96%
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
2.14%
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
7.60%
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
18.16%
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
22.02%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.069%
Best day
2.361%
Worst day
-2.672%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $23.66 | $23.66 | $23.66 | $23.66 | 100 |
| 17/07/2026 | $23.70 | $23.70 | $23.70 | $23.70 | 100 |
| 16/07/2026 | $23.95 | $23.95 | $23.84 | $23.84 | 1,100 |
| 15/07/2026 | $24.01 | $24.02 | $24.00 | $24.00 | 400 |
| 14/07/2026 | $23.91 | $23.93 | $23.91 | $23.93 | 300 |
| 13/07/2026 | $23.76 | $23.76 | $23.76 | $23.76 | 100 |
| 10/07/2026 | $24.10 | $24.10 | $23.94 | $23.94 | 200 |
| 09/07/2026 | $23.81 | $23.87 | $23.77 | $23.87 | 500 |
| 08/07/2026 | $23.71 | $23.74 | $23.71 | $23.74 | 200 |
| 07/07/2026 | $23.74 | $23.78 | $23.74 | $23.76 | 1,000 |