Summary
NIXT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 38.27% Volatility 26.01% Sharpe 0.65
Official loaded data — not a live quote.

RESEARCH AFFILIATES DELETIONS ETF

Symbol: NIXT

Exchange: NASDAQ

Sector: Technology

Category: Small Value

Inception date: 09/09/2024

Latest date: 02/06/2026

Current price: $31.67

Expense ratio: 0.19%

Assets under management
$37.3M
0.14% 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

3.25%

Ann. -23.96% (Sharpe / Sortino numerator)

Volatility

25.60%

Sharpe ratio

-1.078

VaR 95%

-2.32%

CVaR 95%: -2.56%
Max drawdown: -7.08%
Sortino ratio: -2.211
Calmar ratio: -3.38

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

10.45%

Ann. 21.74% (Sharpe / Sortino numerator)

Volatility

22.69%

Sharpe ratio

0.798

VaR 95%

-2.26%

CVaR 95%: -2.43%
Max drawdown: -7.92%
Sortino ratio: 1.431
Calmar ratio: 2.75

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

20.80%

Ann. 12.07% (Sharpe / Sortino numerator)

Volatility

22.11%

Sharpe ratio

0.382

VaR 95%

-2.12%

CVaR 95%: -2.62%
Max drawdown: -11.71%
Sortino ratio: 0.645
Calmar ratio: 1.03

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

38.27%

Ann. 20.53% (Sharpe / Sortino numerator)

Volatility

26.01%

Sharpe ratio

0.650

VaR 95%

-2.20%

CVaR 95%: -3.49%
Max drawdown: -11.71%
Sortino ratio: 0.947
Calmar ratio: 1.75

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

31.86%

Ann. 17.04% (Sharpe / Sortino numerator)

Volatility

23.61%

Sharpe ratio

0.570

VaR 95%

-2.08%

CVaR 95%: -3.16%
Max drawdown: -27.75%
Sortino ratio: 0.836
Calmar ratio: 0.61

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.138%

Best day

4.008%

22/08/2025
Worst day

-3.939%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $31.63 $31.67 $31.63 $31.67 1,700
01/06/2026 $31.92 $32.04 $31.92 $31.95 3,300
29/05/2026 $31.64 $31.75 $31.57 $31.64 3,300
28/05/2026 $31.75 $31.93 $31.75 $31.86 1,700
27/05/2026 $31.55 $31.69 $31.55 $31.57 4,700
26/05/2026 $31.43 $31.53 $31.43 $31.49 1,400
22/05/2026 $31.22 $31.31 $31.22 $31.31 600
21/05/2026 $30.19 $30.99 $30.19 $30.94 1,700
20/05/2026 $30.30 $30.48 $30.30 $30.48 500
19/05/2026 $29.82 $29.87 $29.78 $29.87 600