Summary
QBER
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -0.10% Volatility 6.71% Sharpe -0.46
Official loaded data — not a live quote.

TRUESHARES QUARTERLY BEAR HEDGE ETF

Symbol: QBER

Exchange: BATS

Sector: Technology

Category: Nontraditional Bond

Inception date: 28/06/2024

Latest date: 20/07/2026

Current price: $23.94

Expense ratio: 0.79%

Assets under management
$81.8M
0.08% 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

0.38%

Ann. 8.09% (Sharpe / Sortino numerator)

Volatility

6.38%

Sharpe ratio

0.699

VaR 95%

-0.59%

CVaR 95%: -0.62%
Max drawdown: -1.28%
Sortino ratio: 1.310
Calmar ratio: 6.34

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

0.55%

Ann. 2.40% (Sharpe / Sortino numerator)

Volatility

4.86%

Sharpe ratio

-0.252

VaR 95%

-0.50%

CVaR 95%: -0.58%
Max drawdown: -1.28%
Sortino ratio: -0.458
Calmar ratio: 1.88

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

0.08%

Ann. 1.55% (Sharpe / Sortino numerator)

Volatility

4.23%

Sharpe ratio

-0.491

VaR 95%

-0.44%

CVaR 95%: -0.53%
Max drawdown: -1.28%
Sortino ratio: -0.821
Calmar ratio: 1.22

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

-0.10%

Ann. 0.52% (Sharpe / Sortino numerator)

Volatility

6.71%

Sharpe ratio

-0.463

VaR 95%

-0.47%

CVaR 95%: -0.94%
Max drawdown: -4.21%
Sortino ratio: -0.497
Calmar ratio: 0.12

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

0.29%

Ann. -0.11% (Sharpe / Sortino numerator)

Volatility

6.53%

Sharpe ratio

-0.566

VaR 95%

-0.48%

CVaR 95%: -0.93%
Max drawdown: -6.08%
Sortino ratio: -0.655
Calmar ratio: -0.02

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

-0.0%

Best day

0.833%

26/03/2026
Worst day

-0.64%

16/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $23.92 $23.94 $23.86 $23.94 6,300
17/07/2026 $23.83 $23.94 $23.83 $23.94 8,700
16/07/2026 $23.95 $24.09 $23.83 $23.86 5,600
15/07/2026 $23.79 $23.90 $23.79 $23.89 6,600
14/07/2026 $23.80 $23.85 $23.74 $23.80 6,100
13/07/2026 $23.74 $23.85 $23.74 $23.85 3,700
10/07/2026 $23.79 $23.85 $23.69 $23.84 9,100
09/07/2026 $23.80 $23.85 $23.75 $23.75 6,200
08/07/2026 $23.78 $23.86 $23.78 $23.81 8,400
07/07/2026 $23.82 $23.85 $23.79 $23.82 19,100