Summary
NDOW
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.79% Volatility 9.83% Sharpe 0.92
Official loaded data — not a live quote.

ANYDRUS ADVANTAGE ETF

Symbol: NDOW

Exchange: BATS

Sector: Technology

Category: Global Moderately Conservative Allocation

Inception date: 13/05/2024

Latest date: 03/06/2026

Current price: $29.86

Expense ratio: 2.15%

Assets under management
$62.2M
-0.13% 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

3.61%

Ann. -39.62% (Sharpe / Sortino numerator)

Volatility

13.85%

Sharpe ratio

-3.122

VaR 95%

-1.56%

CVaR 95%: -1.69%
Max drawdown: -5.41%
Sortino ratio: -4.813
Calmar ratio: -7.32

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

5.50%

Ann. -3.42% (Sharpe / Sortino numerator)

Volatility

11.01%

Sharpe ratio

-0.641

VaR 95%

-1.48%

CVaR 95%: -1.67%
Max drawdown: -7.17%
Sortino ratio: -0.840
Calmar ratio: -0.48

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

9.39%

Ann. 4.17% (Sharpe / Sortino numerator)

Volatility

9.65%

Sharpe ratio

0.056

VaR 95%

-0.97%

CVaR 95%: -1.49%
Max drawdown: -7.17%
Sortino ratio: 0.074
Calmar ratio: 0.58

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

19.79%

Ann. 12.71% (Sharpe / Sortino numerator)

Volatility

9.83%

Sharpe ratio

0.924

VaR 95%

-0.90%

CVaR 95%: -1.52%
Max drawdown: -7.17%
Sortino ratio: 1.142
Calmar ratio: 1.77

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

22.18%

Ann. 9.93% (Sharpe / Sortino numerator)

Volatility

8.93%

Sharpe ratio

0.710

VaR 95%

-0.83%

CVaR 95%: -1.27%
Max drawdown: -8.76%
Sortino ratio: 0.966
Calmar ratio: 1.13

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

Best day

1.963%

08/04/2026
Worst day

-1.798%

30/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $29.90 $29.97 $29.86 $29.86 24,900
02/06/2026 $29.87 $30.05 $29.86 $30.05 4,800
01/06/2026 $29.43 $29.71 $29.43 $29.65 4,900
29/05/2026 $29.63 $29.63 $29.52 $29.55 1,700
28/05/2026 $29.49 $29.70 $29.45 $29.64 49,700
27/05/2026 $29.52 $29.56 $29.51 $29.56 10,300
26/05/2026 $29.59 $29.72 $29.59 $29.72 4,800
22/05/2026 $29.39 $29.45 $29.36 $29.42 18,000
21/05/2026 $29.20 $29.33 $29.19 $29.30 11,900
20/05/2026 $29.11 $29.14 $29.08 $29.14 600