Summary
NVDX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 5.61% Volatility 80.72% Sharpe 1.02
Official loaded data — not a live quote.

T-REX 2X LONG NVIDIA DAILY TARGET ETF

Symbol: NVDX

Exchange: BATS

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 18/10/2023

Latest date: 20/07/2026

Current price: $17.32

Expense ratio: 1.05%

Assets under management
$458.1M
-2.37% 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

-6.88%

Ann. -58.84% (Sharpe / Sortino numerator)

Volatility

69.31%

Sharpe ratio

-0.901

VaR 95%

-6.60%

CVaR 95%: -7.70%
Max drawdown: -22.32%
Sortino ratio: -1.594
Calmar ratio: -2.64

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

-6.38%

Ann. -55.10% (Sharpe / Sortino numerator)

Volatility

73.21%

Sharpe ratio

-0.802

VaR 95%

-8.69%

CVaR 95%: -9.64%
Max drawdown: -30.96%
Sortino ratio: -1.223
Calmar ratio: -1.78

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

11.96%

Ann. -42.65% (Sharpe / Sortino numerator)

Volatility

73.27%

Sharpe ratio

-0.632

VaR 95%

-8.45%

CVaR 95%: -9.50%
Max drawdown: -43.76%
Sortino ratio: -0.976
Calmar ratio: -0.97

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

5.61%

Ann. 86.22% (Sharpe / Sortino numerator)

Volatility

80.72%

Sharpe ratio

1.023

VaR 95%

-7.76%

CVaR 95%: -11.05%
Max drawdown: -43.76%
Sortino ratio: 1.501
Calmar ratio: 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

23.71%

Ann. 31.09% (Sharpe / Sortino numerator)

Volatility

99.92%

Sharpe ratio

0.275

VaR 95%

-9.72%

CVaR 95%: -15.29%
Max drawdown: -68.19%
Sortino ratio: 0.355
Calmar ratio: 0.46

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

720.04%

Ann. 139.26% (Sharpe / Sortino numerator)

Volatility

96.52%

Sharpe ratio

1.406

VaR 95%

-9.10%

CVaR 95%: -14.25%
Max drawdown: -68.19%
Sortino ratio: 1.865
Calmar ratio: 2.04

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.

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

0.124%

Best day

15.671%

06/02/2026
Worst day

-12.35%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $17.74 $18.04 $17.12 $17.32 5,362,100
17/07/2026 $17.20 $17.89 $16.39 $17.21 6,197,400
16/07/2026 $18.52 $18.69 $17.77 $18.06 5,006,100
15/07/2026 $18.86 $19.19 $17.82 $18.95 7,849,000
14/07/2026 $18.25 $18.96 $17.48 $18.83 6,182,000
13/07/2026 $18.33 $18.68 $17.41 $17.44 4,791,600
10/07/2026 $17.23 $18.77 $17.23 $18.77 8,379,800
09/07/2026 $17.66 $17.70 $16.73 $17.37 8,123,500
08/07/2026 $16.09 $17.80 $16.09 $17.60 11,006,700
07/07/2026 $15.66 $16.67 $15.47 $16.45 8,598,700