Summary
SPYQ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 34.83% Volatility 38.06% Sharpe 0.60
Official loaded data — not a live quote.

TRADR 2X LONG SPY QUARTERLY ETF

Symbol: SPYQ

Exchange: NASDAQ

Sector: N/A

Category: Trading--Leveraged Equity

Inception date: 30/09/2024

Latest date: 16/07/2026

Current price: $187.95

Expense ratio: 0.95%

Assets under management
$14.4M
0.00% 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

0.13%

Ann. -65.49% (Sharpe / Sortino numerator)

Volatility

37.62%

Sharpe ratio

-1.837

VaR 95%

-3.54%

CVaR 95%: -3.60%
Max drawdown: -15.76%
Sortino ratio: -3.527
Calmar ratio: -4.15

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

12.09%

Ann. -31.78% (Sharpe / Sortino numerator)

Volatility

29.88%

Sharpe ratio

-1.185

VaR 95%

-3.30%

CVaR 95%: -3.71%
Max drawdown: -18.70%
Sortino ratio: -1.836
Calmar ratio: -1.70

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

13.07%

Ann. -12.68% (Sharpe / Sortino numerator)

Volatility

27.58%

Sharpe ratio

-0.591

VaR 95%

-3.23%

CVaR 95%: -3.83%
Max drawdown: -18.70%
Sortino ratio: -0.832
Calmar ratio: -0.68

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

34.83%

Ann. 26.46% (Sharpe / Sortino numerator)

Volatility

38.06%

Sharpe ratio

0.600

VaR 95%

-3.20%

CVaR 95%: -5.49%
Max drawdown: -18.70%
Sortino ratio: 0.736
Calmar ratio: 1.41

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

53.48%

Ann. 28.66% (Sharpe / Sortino numerator)

Volatility

35.07%

Sharpe ratio

0.714

VaR 95%

-3.21%

CVaR 95%: -5.02%
Max drawdown: -35.88%
Sortino ratio: 0.900
Calmar ratio: 0.80

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.131%

Best day

6.283%

31/03/2026
Worst day

-5.219%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $187.95 $187.95 $187.95 $187.95 200
15/07/2026 $188.19 $189.83 $188.13 $189.83 1,100
14/07/2026 $188.57 $188.76 $188.55 $188.76 600
13/07/2026 $189.28 $189.28 $187.37 $187.37 500
10/07/2026 $189.11 $190.15 $187.63 $190.15 500
09/07/2026 $185.88 $188.46 $185.88 $188.46 700
08/07/2026 $184.43 $185.76 $183.35 $185.76 1,100
07/07/2026 $187.80 $187.81 $186.66 $186.66 700
06/07/2026 $187.50 $188.54 $187.20 $188.54 3,000
02/07/2026 $186.60 $188.23 $184.42 $185.64 1,100