Summary
QQQP
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 43.56% 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: 31/08/2026

Current price: $218.51

Expense ratio: 1.00%

Assets under management
$17.7M
0.76% 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

4.65%

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

-7.74%

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

28.45%

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

43.56%

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

80.08%

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.174%

Best day

7.629%

30/07/2026
Worst day

-7.727%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $216.87 $218.51 $216.74 $218.51 600
28/08/2026 $220.96 $220.96 $218.19 $218.19 300
27/08/2026 $218.00 $221.25 $218.00 $221.25 1,100
26/08/2026 $214.64 $214.94 $213.46 $214.94 500
25/08/2026 $213.31 $215.00 $212.82 $214.84 800
24/08/2026 $213.85 $213.86 $212.08 $212.08 600
21/08/2026 $216.14 $216.94 $215.96 $216.50 3,100
20/08/2026 $216.29 $216.73 $213.57 $214.78 9,500
19/08/2026 $220.46 $220.49 $218.03 $218.03 10,000
18/08/2026 $220.94 $222.10 $218.35 $218.85 9,200