Summary
QBUL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 2.60% Volatility 3.52% Sharpe 0.07
Official loaded data — not a live quote.

TRUESHARES QUARTERLY BULL HEDGE ETF

Symbol: QBUL

Exchange: BATS

Sector: Technology

Category: Nontraditional Bond

Inception date: 28/06/2024

Latest date: 20/07/2026

Current price: $24.04

Expense ratio: 0.79%

Assets under management
$20.0M
0.08% 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

-0.51%

Ann. -2.74% (Sharpe / Sortino numerator)

Volatility

2.62%

Sharpe ratio

-2.432

VaR 95%

-0.27%

CVaR 95%: -0.29%
Max drawdown: -0.55%
Sortino ratio: -4.135
Calmar ratio: -4.99

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

0.35%

Ann. -0.39% (Sharpe / Sortino numerator)

Volatility

3.00%

Sharpe ratio

-1.340

VaR 95%

-0.27%

CVaR 95%: -0.32%
Max drawdown: -1.30%
Sortino ratio: -2.527
Calmar ratio: -0.30

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

1.60%

Ann. -2.77% (Sharpe / Sortino numerator)

Volatility

3.51%

Sharpe ratio

-1.822

VaR 95%

-0.35%

CVaR 95%: -0.52%
Max drawdown: -2.45%
Sortino ratio: -2.465
Calmar ratio: -1.13

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

2.60%

Ann. 3.88% (Sharpe / Sortino numerator)

Volatility

3.52%

Sharpe ratio

0.071

VaR 95%

-0.34%

CVaR 95%: -0.47%
Max drawdown: -2.45%
Sortino ratio: 0.106
Calmar ratio: 1.58

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

5.76%

Ann. 3.90% (Sharpe / Sortino numerator)

Volatility

3.77%

Sharpe ratio

0.082

VaR 95%

-0.35%

CVaR 95%: -0.50%
Max drawdown: -2.45%
Sortino ratio: 0.124
Calmar ratio: 1.59

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

0.011%

Best day

0.671%

15/06/2026
Worst day

-1.231%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $24.02 $24.04 $24.02 $24.04 1,100
17/07/2026 $24.04 $24.07 $24.04 $24.07 600
16/07/2026 $24.08 $24.15 $24.03 $24.07 1,700
15/07/2026 $24.11 $24.16 $24.11 $24.16 500
14/07/2026 $24.10 $24.14 $24.10 $24.14 500
13/07/2026 $24.13 $24.13 $24.13 $24.13 200
10/07/2026 $24.14 $24.19 $24.14 $24.19 800
09/07/2026 $24.06 $24.19 $24.06 $24.11 300
08/07/2026 $24.10 $24.10 $24.05 $24.10 1,700
07/07/2026 $24.08 $24.10 $24.08 $24.10 12,200