Summary
SATO
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return -3.71% Volatility 54.03% Sharpe 0.02
Official loaded data — not a live quote.

INVESCO ALERIAN GALAXY CRYPTO ECONOMY ETF

Symbol: SATO

Exchange: BATS

Sector: Financial_Services

Category: Equity Digital Assets

Inception date: 07/10/2021

Latest date: 03/09/2026

Current price: $19.23

Expense ratio: 0.66%

Assets under management
$6.9M
7.07% 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

22.15%

Ann. -72.91% (Sharpe / Sortino numerator)

Volatility

56.48%

Sharpe ratio

-1.355

VaR 95%

-5.27%

CVaR 95%: -5.37%
Max drawdown: -20.03%
Sortino ratio: -2.878
Calmar ratio: -3.64

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

4.88%

Ann. -67.17% (Sharpe / Sortino numerator)

Volatility

60.97%

Sharpe ratio

-1.161

VaR 95%

-5.45%

CVaR 95%: -7.17%
Max drawdown: -36.74%
Sortino ratio: -2.044
Calmar ratio: -1.83

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

23.47%

Ann. -71.72% (Sharpe / Sortino numerator)

Volatility

58.72%

Sharpe ratio

-1.283

VaR 95%

-6.05%

CVaR 95%: -7.62%
Max drawdown: -53.55%
Sortino ratio: -2.165
Calmar ratio: -1.34

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

-3.71%

Ann. 4.73% (Sharpe / Sortino numerator)

Volatility

54.03%

Sharpe ratio

0.020

VaR 95%

-5.44%

CVaR 95%: -6.90%
Max drawdown: -53.55%
Sortino ratio: 0.033
Calmar ratio: 0.09

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

77.24%

Ann. 13.79% (Sharpe / Sortino numerator)

Volatility

57.44%

Sharpe ratio

0.177

VaR 95%

-5.71%

CVaR 95%: -7.46%
Max drawdown: -53.55%
Sortino ratio: 0.283
Calmar ratio: 0.26

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

189.91%

Ann. 40.92% (Sharpe / Sortino numerator)

Volatility

59.81%

Sharpe ratio

0.623

VaR 95%

-5.70%

CVaR 95%: -7.43%
Max drawdown: -53.55%
Sortino ratio: 1.055
Calmar ratio: 0.76

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.045%

Best day

12.678%

06/02/2026
Worst day

-10.886%

05/02/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $17.96 $19.23 $17.96 $19.23 1,200
02/09/2026 $17.39 $17.57 $17.39 $17.57 600
01/09/2026 $17.73 $17.73 $17.36 $17.43 1,000
31/08/2026 $17.85 $18.16 $17.62 $18.16 1,200
28/08/2026 $17.83 $17.83 $17.73 $17.80 600
27/08/2026 $19.20 $19.20 $18.98 $18.98 400
26/08/2026 $18.12 $18.23 $18.12 $18.23 200
25/08/2026 $18.59 $18.75 $18.59 $18.68 1,000
24/08/2026 $18.10 $18.10 $17.95 $17.95 900
21/08/2026 $17.91 $17.91 $17.89 $17.89 400