Summary
QQA
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 32.22% 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: 03/06/2026

Current price: $58.18

Expense ratio: 0.29%

Assets under management
$675.0M
-0.17% 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

7.03%

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

15.59%

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

14.20%

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

32.22%

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

40.20%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.114%

Best day

3.03%

31/03/2026
Worst day

-2.424%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $58.28 $58.31 $57.96 $58.18 110,900
02/06/2026 $58.04 $58.38 $57.83 $58.24 138,900
01/06/2026 $57.87 $58.30 $57.67 $58.05 207,300
29/05/2026 $57.79 $58.09 $57.63 $57.80 122,800
28/05/2026 $57.44 $57.97 $57.14 $57.65 122,800
27/05/2026 $57.58 $57.58 $57.08 $57.32 96,300
26/05/2026 $57.24 $57.69 $57.00 $57.40 106,400
22/05/2026 $56.85 $56.92 $56.60 $56.66 118,800
21/05/2026 $56.27 $56.65 $56.10 $56.53 106,200
20/05/2026 $55.88 $56.47 $55.88 $56.41 180,100