Summary
OPTZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 41.10% 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: 20/07/2026

Current price: $44.74

Expense ratio: 0.25%

Assets under management
$285.4M
-0.79% 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

-9.36%

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

7.28%

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

20.43%

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

41.10%

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

65.01%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.147%

Best day

4.066%

11/06/2026
Worst day

-5.233%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $45.09 $45.35 $44.74 $44.74 7,400
17/07/2026 $44.10 $45.44 $44.10 $45.00 6,100
16/07/2026 $45.53 $45.66 $45.25 $45.25 4,100
15/07/2026 $46.91 $46.91 $45.67 $46.22 7,000
14/07/2026 $46.99 $46.99 $46.72 $46.87 1,500
13/07/2026 $46.63 $47.00 $46.46 $46.54 1,300
10/07/2026 $47.06 $47.59 $47.03 $47.46 3,900
09/07/2026 $47.88 $48.00 $47.43 $47.43 86,300
08/07/2026 $46.35 $46.47 $46.20 $46.47 1,700
07/07/2026 $46.11 $46.30 $45.54 $46.02 2,900