Summary
QQQH
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.09% Volatility 14.72% Sharpe 0.71
Official loaded data — not a live quote.

NEOS NASDAQ-100(R) HEDGED EQUITY INCOME ETF

Symbol: QQQH

Exchange: NASDAQ

Sector: Technology

Category: Equity Hedged

Inception date: 19/12/2019

Latest date: 03/06/2026

Current price: $56.44

Expense ratio: 0.68%

Assets under management
$363.1M
-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

4.93%

Ann. -30.58% (Sharpe / Sortino numerator)

Volatility

15.62%

Sharpe ratio

-2.191

VaR 95%

-1.54%

CVaR 95%: -1.55%
Max drawdown: -5.44%
Sortino ratio: -3.890
Calmar ratio: -5.62

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

9.00%

Ann. -12.61% (Sharpe / Sortino numerator)

Volatility

12.68%

Sharpe ratio

-1.281

VaR 95%

-1.44%

CVaR 95%: -1.50%
Max drawdown: -7.66%
Sortino ratio: -1.978
Calmar ratio: -1.65

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

7.82%

Ann. -3.53% (Sharpe / Sortino numerator)

Volatility

12.03%

Sharpe ratio

-0.595

VaR 95%

-1.43%

CVaR 95%: -1.58%
Max drawdown: -7.66%
Sortino ratio: -0.848
Calmar ratio: -0.46

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

20.09%

Ann. 14.09% (Sharpe / Sortino numerator)

Volatility

14.72%

Sharpe ratio

0.711

VaR 95%

-1.39%

CVaR 95%: -2.11%
Max drawdown: -7.66%
Sortino ratio: 0.902
Calmar ratio: 1.84

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

189.62%

Ann. 13.90% (Sharpe / Sortino numerator)

Volatility

75.67%

Sharpe ratio

0.136

VaR 95%

-1.48%

CVaR 95%: -4.79%
Max drawdown: -52.73%
Sortino ratio: 0.128
Calmar ratio: 0.26

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

71.45%

Ann. 18.92% (Sharpe / Sortino numerator)

Volatility

62.08%

Sharpe ratio

0.246

VaR 95%

-1.38%

CVaR 95%: -3.78%
Max drawdown: -52.73%
Sortino ratio: 0.232
Calmar ratio: 0.36

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

0.075%

Best day

2.163%

31/03/2026
Worst day

-1.981%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $56.49 $56.53 $56.20 $56.44 22,800
02/06/2026 $56.23 $56.45 $56.11 $56.45 22,600
01/06/2026 $56.04 $56.41 $56.04 $56.35 20,600
29/05/2026 $56.27 $56.34 $56.01 $56.09 36,300
28/05/2026 $55.84 $56.23 $55.84 $56.12 41,900
27/05/2026 $56.04 $56.10 $55.76 $55.83 23,000
26/05/2026 $56.23 $56.43 $56.05 $56.40 57,500
22/05/2026 $55.90 $56.21 $55.90 $55.93 23,100
21/05/2026 $55.52 $55.97 $55.49 $55.88 26,700
20/05/2026 $55.50 $55.88 $55.50 $55.77 21,800