Summary
RILA
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 4.62% Volatility 20.58% Sharpe 0.25
Official loaded data — not a live quote.

INDEXPERTS GORILLA AGGRESSIVE GROWTH ETF

Symbol: RILA

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 31/12/2024

Latest date: 20/07/2026

Current price: $11.74

Expense ratio: 0.50%

Assets under management
$43.9M
-0.55% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.97%

Ann. -41.17% (Sharpe / Sortino numerator)

Volatility

21.43%

Sharpe ratio

-2.090

VaR 95%

-2.06%

CVaR 95%: -2.16%
Max drawdown: -9.30%
Sortino ratio: -3.901
Calmar ratio: -4.43

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

2.45%

Ann. -30.61% (Sharpe / Sortino numerator)

Volatility

18.92%

Sharpe ratio

-1.810

VaR 95%

-2.02%

CVaR 95%: -2.15%
Max drawdown: -14.77%
Sortino ratio: -2.851
Calmar ratio: -2.07

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

3.25%

Ann. -21.78% (Sharpe / Sortino numerator)

Volatility

17.91%

Sharpe ratio

-1.419

VaR 95%

-2.01%

CVaR 95%: -2.36%
Max drawdown: -16.60%
Sortino ratio: -2.084
Calmar ratio: -1.31

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

4.62%

Ann. 8.81% (Sharpe / Sortino numerator)

Volatility

20.58%

Sharpe ratio

0.252

VaR 95%

-2.01%

CVaR 95%: -2.85%
Max drawdown: -16.60%
Sortino ratio: 0.351
Calmar ratio: 0.53

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.

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

0.023%

Best day

3.075%

31/03/2026
Worst day

-3.611%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $11.80 $11.81 $11.74 $11.74 800
17/07/2026 $11.87 $11.87 $11.80 $11.80 600
16/07/2026 $11.96 $11.96 $11.94 $11.94 3,100
15/07/2026 $11.98 $12.01 $11.98 $11.99 11,300
14/07/2026 $11.98 $12.02 $11.98 $12.02 1,500
13/07/2026 $12.09 $12.09 $11.98 $12.00 5,000
10/07/2026 $12.14 $12.14 $12.04 $12.11 1,500
09/07/2026 $12.12 $12.14 $12.11 $12.13 1,500
08/07/2026 $11.95 $11.98 $11.91 $11.98 500
07/07/2026 $12.13 $12.13 $12.06 $12.07 600