Summary
NIXT
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 32.08% 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: 20/07/2026

Current price: $33.06

Expense ratio: 0.19%

Assets under management
$39.2M
-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

7.95%

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

5.39%

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

22.42%

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

32.08%

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

38.57%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.12%

Best day

4.009%

22/08/2025
Worst day

-3.939%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.10 $33.10 $33.06 $33.06 500
17/07/2026 $33.57 $33.57 $33.20 $33.31 600
16/07/2026 $33.25 $33.53 $33.25 $33.49 3,000
15/07/2026 $32.99 $33.27 $32.88 $32.92 5,600
14/07/2026 $32.58 $32.58 $32.58 $32.58 200
13/07/2026 $31.96 $32.94 $31.96 $32.74 3,800
10/07/2026 $32.70 $32.70 $32.59 $32.59 3,400
09/07/2026 $32.37 $32.54 $32.37 $32.54 1,700
08/07/2026 $32.11 $32.21 $32.11 $32.21 900
07/07/2026 $32.92 $32.92 $32.92 $32.92 200