Summary
OPTZ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 61.30% Volatility 23.24% Sharpe 1.37
Official loaded data — not a live quote.

OPTIMIZE STRATEGY INDEX ETF

Symbol: OPTZ

Exchange: NASDAQ

Sector: Technology

Category: Mid-Cap Blend

Inception date: 22/04/2024

Latest date: 03/06/2026

Current price: $47.40

Expense ratio: 0.25%

Assets under management
$242.2M
1.36% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

12.33%

Ann. -43.07% (Sharpe / Sortino numerator)

Volatility

25.81%

Sharpe ratio

-1.810

VaR 95%

-2.42%

CVaR 95%: -2.59%
Max drawdown: -9.27%
Sortino ratio: -3.158
Calmar ratio: -4.64

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

24.12%

Ann. 7.99% (Sharpe / Sortino numerator)

Volatility

20.07%

Sharpe ratio

0.217

VaR 95%

-2.11%

CVaR 95%: -2.38%
Max drawdown: -10.63%
Sortino ratio: 0.317
Calmar ratio: 0.75

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

32.28%

Ann. 10.29% (Sharpe / Sortino numerator)

Volatility

18.50%

Sharpe ratio

0.360

VaR 95%

-2.06%

CVaR 95%: -2.44%
Max drawdown: -10.63%
Sortino ratio: 0.529
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

61.30%

Ann. 35.52% (Sharpe / Sortino numerator)

Volatility

23.24%

Sharpe ratio

1.372

VaR 95%

-2.06%

CVaR 95%: -3.12%
Max drawdown: -10.63%
Sortino ratio: 1.895
Calmar ratio: 3.34

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

79.32%

Ann. 28.65% (Sharpe / Sortino numerator)

Volatility

20.82%

Sharpe ratio

1.204

VaR 95%

-2.05%

CVaR 95%: -2.84%
Max drawdown: -25.75%
Sortino ratio: 1.703
Calmar ratio: 1.11

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

0.197%

Best day

3.973%

31/03/2026
Worst day

-3.034%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $46.76 $47.40 $46.76 $47.40 1,900
02/06/2026 $47.06 $47.23 $47.03 $47.22 1,400
01/06/2026 $45.77 $46.20 $45.77 $46.20 2,300
29/05/2026 $45.77 $45.87 $45.77 $45.87 700
28/05/2026 $45.29 $46.16 $45.29 $45.94 1,500
27/05/2026 $45.75 $45.75 $45.38 $45.66 600
26/05/2026 $45.41 $45.67 $45.35 $45.67 900
22/05/2026 $44.40 $44.64 $44.40 $44.64 4,800
21/05/2026 $43.51 $44.11 $43.51 $44.10 3,600
20/05/2026 $42.99 $43.29 $42.99 $43.29 500