Summary
PSTR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.18% Volatility 13.40% Sharpe 0.37
Official loaded data — not a live quote.

PeakShares Sector Rotation ETF

Symbol: PSTR

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 29/04/2024

Latest date: 20/07/2026

Current price: $30.67

Expense ratio: 1.06%

Assets under management
$60.6M
-0.19% 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

1.00%

Ann. -38.70% (Sharpe / Sortino numerator)

Volatility

17.04%

Sharpe ratio

-2.485

VaR 95%

-1.59%

CVaR 95%: -1.90%
Max drawdown: -6.18%
Sortino ratio: -4.333
Calmar ratio: -6.26

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

4.01%

Ann. -9.88% (Sharpe / Sortino numerator)

Volatility

12.67%

Sharpe ratio

-1.066

VaR 95%

-1.25%

CVaR 95%: -1.64%
Max drawdown: -7.86%
Sortino ratio: -1.552
Calmar ratio: -1.26

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

8.55%

Ann. 0.55% (Sharpe / Sortino numerator)

Volatility

10.31%

Sharpe ratio

-0.298

VaR 95%

-1.14%

CVaR 95%: -1.44%
Max drawdown: -7.86%
Sortino ratio: -0.416
Calmar ratio: 0.07

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

16.18%

Ann. 8.58% (Sharpe / Sortino numerator)

Volatility

13.40%

Sharpe ratio

0.369

VaR 95%

-1.11%

CVaR 95%: -2.11%
Max drawdown: -7.86%
Sortino ratio: 0.376
Calmar ratio: 1.09

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

26.26%

Ann. 13.98% (Sharpe / Sortino numerator)

Volatility

12.87%

Sharpe ratio

0.808

VaR 95%

-1.18%

CVaR 95%: -2.00%
Max drawdown: -14.73%
Sortino ratio: 0.908
Calmar ratio: 0.95

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

0.062%

Best day

2.676%

31/03/2026
Worst day

-1.634%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.73 $30.73 $30.67 $30.67 100
17/07/2026 $30.75 $30.75 $30.66 $30.66 400
16/07/2026 $30.50 $31.02 $30.50 $30.88 3,100
15/07/2026 $30.84 $30.86 $30.79 $30.86 700
14/07/2026 $30.93 $30.93 $30.77 $30.77 3,700
13/07/2026 $30.84 $30.84 $30.82 $30.84 400
10/07/2026 $30.88 $31.00 $30.88 $30.96 3,600
09/07/2026 $30.73 $30.91 $30.73 $30.83 1,200
08/07/2026 $30.73 $30.73 $30.61 $30.67 2,500
07/07/2026 $30.93 $30.93 $30.82 $30.84 6,400