Summary
QQQT
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.61% Volatility 21.46% Sharpe 0.45
Official loaded data — not a live quote.

DEFIANCE NASDAQ 100 INCOME TARGET ETF

Symbol: QQQT

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 20/06/2024

Latest date: 20/07/2026

Current price: $17.73

Expense ratio: 1.20%

Assets under management
$47.0M
-0.68% 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

-5.59%

Ann. -41.92% (Sharpe / Sortino numerator)

Volatility

22.62%

Sharpe ratio

-2.014

VaR 95%

-2.20%

CVaR 95%: -2.43%
Max drawdown: -7.98%
Sortino ratio: -3.548
Calmar ratio: -5.25

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

7.45%

Ann. -28.37% (Sharpe / Sortino numerator)

Volatility

17.68%

Sharpe ratio

-1.810

VaR 95%

-1.89%

CVaR 95%: -2.21%
Max drawdown: -14.03%
Sortino ratio: -2.829
Calmar ratio: -2.02

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

13.26%

Ann. -15.11% (Sharpe / Sortino numerator)

Volatility

17.19%

Sharpe ratio

-1.090

VaR 95%

-1.91%

CVaR 95%: -2.42%
Max drawdown: -15.59%
Sortino ratio: -1.529
Calmar ratio: -0.97

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

19.61%

Ann. 13.34% (Sharpe / Sortino numerator)

Volatility

21.46%

Sharpe ratio

0.452

VaR 95%

-1.86%

CVaR 95%: -3.09%
Max drawdown: -15.59%
Sortino ratio: 0.569
Calmar ratio: 0.86

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

35.24%

Ann. 13.60% (Sharpe / Sortino numerator)

Volatility

20.62%

Sharpe ratio

0.486

VaR 95%

-2.10%

CVaR 95%: -3.06%
Max drawdown: -22.51%
Sortino ratio: 0.619
Calmar ratio: 0.60

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

0.078%

Best day

3.19%

31/03/2026
Worst day

-4.633%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $17.85 $17.92 $17.71 $17.73 21,100
17/07/2026 $17.58 $17.85 $17.50 $17.72 34,000
16/07/2026 $18.13 $18.13 $17.90 $17.95 37,700
15/07/2026 $18.32 $18.33 $18.07 $18.21 21,100
14/07/2026 $18.30 $18.31 $18.17 $18.28 9,900
13/07/2026 $18.20 $18.25 $18.05 $18.10 27,900
10/07/2026 $18.26 $18.43 $18.26 $18.41 20,300
09/07/2026 $18.20 $18.39 $18.20 $18.35 13,200
08/07/2026 $17.96 $18.10 $17.85 $18.10 30,000
07/07/2026 $18.18 $18.19 $17.95 $18.07 64,000