Summary
NVDX
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 75.17% 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: 03/06/2026

Current price: $20.09

Expense ratio: 1.05%

Assets under management
$476.1M
-6.12% 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

14.15%

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

32.00%

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

23.60%

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

75.17%

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

57.02%

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

851.19%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.316%

Best day

15.671%

06/02/2026
Worst day

-11.129%

26/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $21.40 $21.60 $20.01 $20.09 9,967,500
02/06/2026 $22.47 $23.48 $21.33 $21.61 14,797,100
01/06/2026 $20.33 $22.02 $20.33 $21.91 13,919,000
29/05/2026 $20.14 $20.74 $19.49 $19.50 13,871,700
28/05/2026 $19.60 $20.34 $19.55 $20.13 6,302,600
27/05/2026 $20.07 $20.11 $19.09 $19.79 7,422,800
26/05/2026 $20.62 $20.86 $19.69 $20.21 10,801,200
22/05/2026 $21.44 $21.44 $20.25 $20.33 8,860,100
21/05/2026 $21.71 $22.71 $20.88 $21.15 16,523,900
20/05/2026 $21.90 $22.48 $21.39 $21.98 14,932,300