INVESCO SOLAR ETF
Symbol: TAN
Exchange: NYSE
Sector: Technology
Category: Miscellaneous Sector
Inception date: 15/04/2008
Latest date: 20/07/2026
Current price: $52.69
Expense ratio: 0.70%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-13.78%
Ann. -25.74% (Sharpe / Sortino numerator)
Volatility
36.27%
Sharpe ratio
-0.810
VaR 95%
-3.20%
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
-5.15%
Ann. 28.18% (Sharpe / Sortino numerator)
Volatility
36.50%
Sharpe ratio
0.673
VaR 95%
-3.40%
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
2.33%
Ann. 41.46% (Sharpe / Sortino numerator)
Volatility
37.07%
Sharpe ratio
1.021
VaR 95%
-3.37%
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
37.36%
Ann. 76.88% (Sharpe / Sortino numerator)
Volatility
39.60%
Sharpe ratio
1.850
VaR 95%
-3.51%
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
27.22%
Ann. 12.76% (Sharpe / Sortino numerator)
Volatility
38.45%
Sharpe ratio
0.238
VaR 95%
-3.60%
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
-25.81%
Ann. -10.80% (Sharpe / Sortino numerator)
Volatility
37.94%
Sharpe ratio
-0.380
VaR 95%
-3.63%
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.
Average daily return
0.157%
Best day
8.793%
Worst day
-9.072%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $54.06 | $54.06 | $52.60 | $52.69 | 445,500 |
| 17/07/2026 | $53.22 | $54.77 | $52.94 | $53.90 | 608,200 |
| 16/07/2026 | $55.20 | $55.22 | $53.82 | $54.18 | 517,100 |
| 15/07/2026 | $55.87 | $56.98 | $54.69 | $55.80 | 748,300 |
| 14/07/2026 | $54.60 | $55.54 | $54.56 | $55.13 | 623,300 |
| 13/07/2026 | $54.26 | $54.60 | $52.81 | $53.12 | 527,300 |
| 10/07/2026 | $54.88 | $55.55 | $54.45 | $54.96 | 510,700 |
| 09/07/2026 | $54.67 | $55.33 | $54.59 | $54.95 | 397,100 |
| 08/07/2026 | $53.76 | $54.38 | $52.82 | $54.14 | 936,000 |
| 07/07/2026 | $56.05 | $56.41 | $54.17 | $54.81 | 796,100 |