Summary
QRMI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 6.47% Volatility 7.87% Sharpe -0.30
Official loaded data — not a live quote.

GLOBAL X NASDAQ 100 RISK MANAGED INCOME ETF

Symbol: QRMI

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 25/08/2021

Latest date: 20/07/2026

Current price: $15.07

Expense ratio: 0.60%

Assets under management
$15.9M
-0.33% 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

-3.26%

Ann. -30.15% (Sharpe / Sortino numerator)

Volatility

10.85%

Sharpe ratio

-3.113

VaR 95%

-1.34%

CVaR 95%: -1.54%
Max drawdown: -4.01%
Sortino ratio: -4.213
Calmar ratio: -7.52

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

0.37%

Ann. -12.61% (Sharpe / Sortino numerator)

Volatility

8.56%

Sharpe ratio

-1.899

VaR 95%

-1.09%

CVaR 95%: -1.33%
Max drawdown: -5.99%
Sortino ratio: -2.531
Calmar ratio: -2.11

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

0.12%

Ann. 0.49% (Sharpe / Sortino numerator)

Volatility

7.24%

Sharpe ratio

-0.434

VaR 95%

-0.72%

CVaR 95%: -1.20%
Max drawdown: -5.99%
Sortino ratio: -0.515
Calmar ratio: 0.08

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

6.47%

Ann. 1.26% (Sharpe / Sortino numerator)

Volatility

7.87%

Sharpe ratio

-0.301

VaR 95%

-0.72%

CVaR 95%: -1.30%
Max drawdown: -5.99%
Sortino ratio: -0.360
Calmar ratio: 0.21

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

12.76%

Ann. 4.76% (Sharpe / Sortino numerator)

Volatility

7.90%

Sharpe ratio

0.143

VaR 95%

-0.79%

CVaR 95%: -1.22%
Max drawdown: -8.43%
Sortino ratio: 0.178
Calmar ratio: 0.56

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

18.10%

Ann. 6.11% (Sharpe / Sortino numerator)

Volatility

7.40%

Sharpe ratio

0.335

VaR 95%

-0.78%

CVaR 95%: -1.15%
Max drawdown: -8.43%
Sortino ratio: 0.414
Calmar ratio: 0.72

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

0.026%

Best day

1.134%

11/06/2026
Worst day

-2.208%

13/07/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $15.12 $15.12 $15.07 $15.07 1,700
17/07/2026 $15.11 $15.24 $15.00 $15.21 45,900
16/07/2026 $15.36 $15.36 $15.18 $15.18 5,300
15/07/2026 $15.55 $15.55 $15.32 $15.41 2,900
14/07/2026 $15.40 $15.51 $15.40 $15.48 2,400
13/07/2026 $15.37 $15.41 $15.34 $15.37 12,200
10/07/2026 $15.49 $15.56 $15.49 $15.56 2,500
09/07/2026 $15.44 $15.54 $15.44 $15.52 3,100
08/07/2026 $15.34 $15.40 $15.31 $15.40 2,700
07/07/2026 $15.36 $15.36 $15.32 $15.36 1,600