Summary
NVOX
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return -61.47% Volatility 113.00% Sharpe -0.69
Official loaded data — not a live quote.

DEFIANCE DAILY TARGET 2X LONG NVO ETF

Symbol: NVOX

Exchange: NYSE

Sector: Healthcare

Category: Trading--Leveraged Equity

Inception date: 02/12/2024

Latest date: 16/07/2026

Current price: $18.34

Expense ratio: 1.30%

Assets under management
$51.7M
2.00% 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

36.36%

Ann. 648.77% (Sharpe / Sortino numerator)

Volatility

60.03%

Sharpe ratio

10.747

VaR 95%

-4.95%

CVaR 95%: -5.33%
Max drawdown: -12.66%
Sortino ratio: 31.024
Calmar ratio: 51.27

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

47.19%

Ann. 325.03% (Sharpe / Sortino numerator)

Volatility

64.81%

Sharpe ratio

4.959

VaR 95%

-5.24%

CVaR 95%: -5.60%
Max drawdown: -19.30%
Sortino ratio: 11.662
Calmar ratio: 16.84

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

-42.85%

Ann. -50.85% (Sharpe / Sortino numerator)

Volatility

111.45%

Sharpe ratio

-0.489

VaR 95%

-5.82%

CVaR 95%: -18.02%
Max drawdown: -72.36%
Sortino ratio: -0.516
Calmar ratio: -0.70

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

-61.47%

Ann. -73.91% (Sharpe / Sortino numerator)

Volatility

113.00%

Sharpe ratio

-0.686

VaR 95%

-8.35%

CVaR 95%: -19.30%
Max drawdown: -87.05%
Sortino ratio: -0.705
Calmar ratio: -0.85

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

-88.64%

Ann. -74.33% (Sharpe / Sortino numerator)

Volatility

109.74%

Sharpe ratio

-0.711

VaR 95%

-8.35%

CVaR 95%: -18.57%
Max drawdown: -94.50%
Sortino ratio: -0.756
Calmar ratio: -0.79

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.144%

Best day

19.66%

06/02/2026
Worst day

-43.087%

29/07/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $17.98 $18.53 $17.71 $18.34 347,400
15/07/2026 $16.91 $18.00 $16.91 $17.70 354,600
14/07/2026 $16.55 $16.84 $16.17 $16.69 213,200
13/07/2026 $16.75 $17.07 $16.55 $16.85 185,600
10/07/2026 $16.83 $17.08 $16.49 $17.01 211,800
09/07/2026 $16.46 $16.91 $16.42 $16.59 143,600
08/07/2026 $16.48 $17.01 $16.43 $16.61 155,300
07/07/2026 $17.65 $17.70 $16.93 $17.15 264,600
06/07/2026 $16.94 $17.02 $16.43 $16.88 412,400
02/07/2026 $17.33 $18.04 $17.33 $17.75 359,000