Summary
RILA
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 5.51% 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: 15/10/2026

Current price: $12.34

Expense ratio: 0.50%

Assets under management
$44.4M
0.54% 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

3.35%

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

2.90%

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

9.51%

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

5.51%

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.

Period total return

23.31%

Ann. 15.70% (Sharpe / Sortino numerator)

Volatility

20.05%

Sharpe ratio

0.602

VaR 95%

-1.99%

CVaR 95%: -2.76%
Max drawdown: -19.99%
Sortino ratio: 0.858
Calmar ratio: 0.79

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.027%

Best day

3.53%

04/08/2026
Worst day

-3.308%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $12.27 $12.34 $12.26 $12.34 2,100
14/10/2026 $12.41 $12.41 $12.25 $12.25 10,300
13/10/2026 $12.50 $12.51 $12.49 $12.49 600
12/10/2026 $12.52 $12.52 $12.52 $12.52 200
09/10/2026 $12.51 $12.61 $12.51 $12.61 3,500
08/10/2026 $12.48 $12.50 $12.45 $12.45 700
07/10/2026 $12.53 $12.53 $12.49 $12.53 1,500
06/10/2026 $12.57 $12.62 $12.57 $12.59 6,200
05/10/2026 $12.38 $12.44 $12.38 $12.44 10,000
02/10/2026 $12.37 $12.39 $12.34 $12.34 1,800