Summary
NDAA
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.16% Volatility 12.96% Sharpe 0.87
Official loaded data — not a live quote.

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%

Assets under management
$4.5M
0.00% 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

-0.96%

Ann. -34.95% (Sharpe / Sortino numerator)

Volatility

17.76%

Sharpe ratio

-2.173

VaR 95%

-1.97%

CVaR 95%: -2.02%
Max drawdown: -5.50%
Sortino ratio: -3.673
Calmar ratio: -6.35

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%

CVaR 95%: -1.81%
Max drawdown: -7.62%
Sortino ratio: -0.423
Calmar ratio: -0.04

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%

CVaR 95%: -1.74%
Max drawdown: -7.62%
Sortino ratio: 0.228
Calmar ratio: 0.74

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%

CVaR 95%: -1.98%
Max drawdown: -7.62%
Sortino ratio: 0.996
Calmar ratio: 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

22.02%

Ann. 14.86% (Sharpe / Sortino numerator)

Volatility

12.18%

Sharpe ratio

0.922

VaR 95%

-1.14%

CVaR 95%: -1.78%
Max drawdown: -13.50%
Sortino ratio: 1.133
Calmar ratio: 1.10

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.069%

Best day

2.361%

31/03/2026
Worst day

-2.672%

05/06/2026
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