Summary
QQA
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.14% Volatility 18.91% Sharpe 0.85
Official loaded data — not a live quote.

Invesco QQQ Income Advantage ETF

Symbol: QQA

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 17/07/2024

Latest date: 20/07/2026

Current price: $54.96

Expense ratio: 0.29%

Assets under management
$765.8M
-0.31% 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

-4.58%

Ann. -29.11% (Sharpe / Sortino numerator)

Volatility

20.09%

Sharpe ratio

-1.629

VaR 95%

-1.79%

CVaR 95%: -1.86%
Max drawdown: -6.64%
Sortino ratio: -3.220
Calmar ratio: -4.38

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

4.59%

Ann. -11.47% (Sharpe / Sortino numerator)

Volatility

16.41%

Sharpe ratio

-0.920

VaR 95%

-1.73%

CVaR 95%: -1.85%
Max drawdown: -9.54%
Sortino ratio: -1.535
Calmar ratio: -1.20

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

9.82%

Ann. -0.67% (Sharpe / Sortino numerator)

Volatility

15.35%

Sharpe ratio

-0.280

VaR 95%

-1.71%

CVaR 95%: -1.96%
Max drawdown: -9.54%
Sortino ratio: -0.420
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

19.14%

Ann. 19.65% (Sharpe / Sortino numerator)

Volatility

18.91%

Sharpe ratio

0.847

VaR 95%

-1.71%

CVaR 95%: -2.64%
Max drawdown: -9.54%
Sortino ratio: 1.086
Calmar ratio: 2.06

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

37.22%

Ann. 18.13% (Sharpe / Sortino numerator)

Volatility

18.63%

Sharpe ratio

0.780

VaR 95%

-1.92%

CVaR 95%: -2.74%
Max drawdown: -19.73%
Sortino ratio: 1.025
Calmar ratio: 0.92

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

0.074%

Best day

3.03%

31/03/2026
Worst day

-3.568%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $55.13 $55.56 $54.82 $54.96 157,300
17/07/2026 $55.13 $55.79 $54.70 $55.41 106,800
16/07/2026 $56.51 $56.51 $55.78 $56.02 88,600
15/07/2026 $57.24 $57.24 $56.33 $56.81 101,100
14/07/2026 $56.94 $57.03 $56.51 $56.96 90,500
13/07/2026 $56.69 $56.94 $56.29 $56.43 141,900
10/07/2026 $56.96 $57.56 $56.76 $57.24 216,100
09/07/2026 $56.74 $57.23 $56.68 $57.08 78,700
08/07/2026 $55.86 $56.41 $55.57 $56.30 142,800
07/07/2026 $56.52 $56.76 $55.80 $56.19 147,500