Summary
SPAM
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 36.26% Volatility 26.85% Sharpe 0.01
Official loaded data — not a live quote.

THEMES CYBERSECURITY ETF

Symbol: SPAM

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 07/12/2023

Latest date: 02/06/2026

Current price: $42.13

Expense ratio: 0.35%

Assets under management
$2.5M
1.49% 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

27.71%

Ann. 51.57% (Sharpe / Sortino numerator)

Volatility

27.56%

Sharpe ratio

1.740

VaR 95%

-2.98%

CVaR 95%: -3.55%
Max drawdown: -8.48%
Sortino ratio: 2.187
Calmar ratio: 6.08

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

46.86%

Ann. -7.01% (Sharpe / Sortino numerator)

Volatility

31.83%

Sharpe ratio

-0.334

VaR 95%

-3.78%

CVaR 95%: -4.18%
Max drawdown: -14.81%
Sortino ratio: -0.457
Calmar ratio: -0.47

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

30.70%

Ann. -30.39% (Sharpe / Sortino numerator)

Volatility

27.29%

Sharpe ratio

-1.247

VaR 95%

-3.44%

CVaR 95%: -4.00%
Max drawdown: -24.02%
Sortino ratio: -1.705
Calmar ratio: -1.27

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

36.26%

Ann. 3.84% (Sharpe / Sortino numerator)

Volatility

26.85%

Sharpe ratio

0.008

VaR 95%

-2.98%

CVaR 95%: -3.96%
Max drawdown: -24.02%
Sortino ratio: 0.011
Calmar ratio: 0.16

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

64.52%

Ann. 4.49% (Sharpe / Sortino numerator)

Volatility

23.83%

Sharpe ratio

0.036

VaR 95%

-2.52%

CVaR 95%: -3.48%
Max drawdown: -24.02%
Sortino ratio: 0.051
Calmar ratio: 0.19

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

68.07%

Ann. 14.95% (Sharpe / Sortino numerator)

Volatility

24.15%

Sharpe ratio

0.536

VaR 95%

-2.57%

CVaR 95%: -3.57%
Max drawdown: -24.02%
Sortino ratio: 0.740
Calmar ratio: 0.62

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.138%

Best day

6.35%

01/06/2026
Worst day

-4.55%

20/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $41.52 $42.15 $40.55 $42.13 13,000
01/06/2026 $41.55 $42.76 $41.41 $42.66 20,300
29/05/2026 $38.83 $40.17 $38.76 $40.11 14,700
28/05/2026 $37.42 $38.30 $37.42 $38.04 1,200
27/05/2026 $37.59 $37.59 $37.08 $37.23 2,900
26/05/2026 $38.25 $38.96 $38.19 $38.73 12,100
22/05/2026 $38.11 $38.38 $38.01 $38.35 7,200
21/05/2026 $37.07 $37.38 $37.07 $37.38 3,200
20/05/2026 $36.39 $37.10 $36.39 $37.10 800
19/05/2026 $36.91 $36.91 $36.57 $36.59 1,300