Summary
QXQ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 25.28% Volatility 21.98% Sharpe 0.81
Official loaded data — not a live quote.

SGI ENHANCED NASDAQ-100 ETF

Symbol: QXQ

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 13/06/2024

Latest date: 20/07/2026

Current price: $30.86

Expense ratio: 0.98%

Assets under management
$94.0M
-0.65% 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

-5.68%

Ann. -39.13% (Sharpe / Sortino numerator)

Volatility

22.51%

Sharpe ratio

-1.900

VaR 95%

-2.00%

CVaR 95%: -2.19%
Max drawdown: -8.95%
Sortino ratio: -3.767
Calmar ratio: -4.37

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

7.46%

Ann. -19.01% (Sharpe / Sortino numerator)

Volatility

18.86%

Sharpe ratio

-1.200

VaR 95%

-2.00%

CVaR 95%: -2.16%
Max drawdown: -12.41%
Sortino ratio: -2.106
Calmar ratio: -1.53

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

14.16%

Ann. -5.61% (Sharpe / Sortino numerator)

Volatility

18.38%

Sharpe ratio

-0.503

VaR 95%

-2.00%

CVaR 95%: -2.35%
Max drawdown: -12.41%
Sortino ratio: -0.753
Calmar ratio: -0.45

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

25.28%

Ann. 21.45% (Sharpe / Sortino numerator)

Volatility

21.98%

Sharpe ratio

0.811

VaR 95%

-1.98%

CVaR 95%: -3.03%
Max drawdown: -12.41%
Sortino ratio: 1.092
Calmar ratio: 1.73

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

45.88%

Ann. 23.25% (Sharpe / Sortino numerator)

Volatility

22.13%

Sharpe ratio

0.889

VaR 95%

-2.15%

CVaR 95%: -3.23%
Max drawdown: -22.53%
Sortino ratio: 1.146
Calmar ratio: 1.03

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

0.097%

Best day

3.378%

31/03/2026
Worst day

-4.537%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.06 $31.17 $30.83 $30.86 7,000
17/07/2026 $30.72 $31.15 $30.72 $30.88 15,200
16/07/2026 $31.39 $31.44 $31.18 $31.31 3,700
15/07/2026 $31.98 $31.98 $31.53 $31.83 7,200
14/07/2026 $31.68 $32.03 $31.68 $31.92 12,200
13/07/2026 $31.60 $31.84 $31.60 $31.60 8,600
10/07/2026 $31.96 $32.23 $31.94 $32.18 5,500
09/07/2026 $32.04 $32.09 $32.03 $32.06 5,800
08/07/2026 $31.17 $31.60 $31.05 $31.57 6,300
07/07/2026 $31.57 $31.62 $31.41 $31.48 6,500