Summary
ONOF
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 23.60% Volatility 17.22% Sharpe 0.50
Official loaded data — not a live quote.

GLOBAL X ADAPTIVE U.S. RISK MANAGEMENT ETF

Symbol: ONOF

Exchange: NYSE

Sector: Technology

Category: Tactical Allocation

Inception date: 12/01/2021

Latest date: 03/06/2026

Current price: $40.38

Expense ratio: 0.39%

Assets under management
$148.2M
-0.05% 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

5.26%

Ann. -35.01% (Sharpe / Sortino numerator)

Volatility

12.36%

Sharpe ratio

-3.126

VaR 95%

-1.38%

CVaR 95%: -1.50%
Max drawdown: -5.23%
Sortino ratio: -4.435
Calmar ratio: -6.69

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

8.04%

Ann. -14.02% (Sharpe / Sortino numerator)

Volatility

12.47%

Sharpe ratio

-1.416

VaR 95%

-1.38%

CVaR 95%: -1.72%
Max drawdown: -6.86%
Sortino ratio: -1.974
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.

Period total return

7.29%

Ann. -3.36% (Sharpe / Sortino numerator)

Volatility

12.71%

Sharpe ratio

-0.550

VaR 95%

-1.38%

CVaR 95%: -1.85%
Max drawdown: -6.86%
Sortino ratio: -0.740
Calmar ratio: -0.49

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. 12.30% (Sharpe / Sortino numerator)

Volatility

17.22%

Sharpe ratio

0.503

VaR 95%

-1.37%

CVaR 95%: -2.49%
Max drawdown: -7.58%
Sortino ratio: 0.604
Calmar ratio: 1.62

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

25.56%

Ann. 7.06% (Sharpe / Sortino numerator)

Volatility

15.49%

Sharpe ratio

0.222

VaR 95%

-1.56%

CVaR 95%: -2.35%
Max drawdown: -21.67%
Sortino ratio: 0.268
Calmar ratio: 0.33

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

47.37%

Ann. 11.50% (Sharpe / Sortino numerator)

Volatility

14.15%

Sharpe ratio

0.556

VaR 95%

-1.39%

CVaR 95%: -2.08%
Max drawdown: -21.67%
Sortino ratio: 0.707
Calmar ratio: 0.53

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

0.087%

Best day

2.011%

06/02/2026
Worst day

-2.634%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $40.41 $40.44 $40.38 $40.38 2,000
02/06/2026 $40.57 $40.71 $40.57 $40.66 1,800
01/06/2026 $40.55 $40.62 $40.53 $40.55 3,900
29/05/2026 $40.48 $40.57 $40.41 $40.48 5,800
28/05/2026 $40.15 $40.42 $40.15 $40.37 3,100
27/05/2026 $40.13 $40.16 $40.12 $40.12 1,000
26/05/2026 $40.17 $40.22 $40.04 $40.13 25,500
22/05/2026 $39.90 $39.90 $39.87 $39.87 1,200
21/05/2026 $39.43 $39.77 $39.42 $39.69 5,200
20/05/2026 $39.53 $39.63 $39.49 $39.53 306,300