Summary
QQQP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 75.29% Volatility 45.90% Sharpe 0.74
Official loaded data — not a live quote.

TRADR 2X LONG INNOVATION 100 QUARTERLY ETF

Symbol: QQQP

Exchange: NASDAQ

Sector: N/A

Category: Trading--Leveraged Equity

Inception date: 30/09/2024

Latest date: 03/06/2026

Current price: $237.66

Expense ratio: 0.95%

Assets under management
$16.5M
-0.89% 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

18.28%

Ann. -62.39% (Sharpe / Sortino numerator)

Volatility

47.53%

Sharpe ratio

-1.389

VaR 95%

-4.18%

CVaR 95%: -4.66%
Max drawdown: -17.69%
Sortino ratio: -2.694
Calmar ratio: -3.53

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

43.09%

Ann. -36.93% (Sharpe / Sortino numerator)

Volatility

38.66%

Sharpe ratio

-1.049

VaR 95%

-4.17%

CVaR 95%: -4.46%
Max drawdown: -23.94%
Sortino ratio: -1.804
Calmar ratio: -1.54

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

31.31%

Ann. -19.31% (Sharpe / Sortino numerator)

Volatility

37.24%

Sharpe ratio

-0.616

VaR 95%

-4.06%

CVaR 95%: -4.83%
Max drawdown: -25.35%
Sortino ratio: -0.910
Calmar ratio: -0.76

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

75.29%

Ann. 37.56% (Sharpe / Sortino numerator)

Volatility

45.90%

Sharpe ratio

0.739

VaR 95%

-4.04%

CVaR 95%: -6.37%
Max drawdown: -25.35%
Sortino ratio: 0.975
Calmar ratio: 1.48

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

95.86%

Ann. 44.59% (Sharpe / Sortino numerator)

Volatility

44.05%

Sharpe ratio

0.931

VaR 95%

-4.17%

CVaR 95%: -6.29%
Max drawdown: -42.50%
Sortino ratio: 1.226
Calmar ratio: 1.05

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

0.244%

Best day

7.615%

31/03/2026
Worst day

-6.756%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $239.80 $239.80 $236.64 $237.66 900
02/06/2026 $238.83 $238.83 $238.83 $238.83 100
01/06/2026 $234.99 $237.83 $234.07 $236.84 5,800
29/05/2026 $233.80 $235.05 $227.65 $227.65 12,200
28/05/2026 $228.99 $233.29 $228.78 $233.29 800
27/05/2026 $229.59 $230.07 $229.59 $230.06 400
26/05/2026 $228.15 $230.53 $228.11 $230.53 1,600
22/05/2026 $224.75 $226.30 $224.17 $224.17 500
21/05/2026 $219.64 $223.01 $219.59 $222.49 1,100
20/05/2026 $218.45 $221.73 $218.45 $221.73 800