Summary
TEKX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 98.95% Volatility 42.41% Sharpe 1.77
Official loaded data — not a live quote.

SPDR GALAXY TRANSFORMATIVE TECH ACCELERATORS ETF

Symbol: TEKX

Exchange: NASDAQ

Sector: Technology

Category: Mid-Cap Growth

Inception date: 09/09/2024

Latest date: 20/07/2026

Current price: $64.87

Expense ratio: 0.65%

Assets under management
$17.5M
-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

-9.85%

Ann. -65.62% (Sharpe / Sortino numerator)

Volatility

47.93%

Sharpe ratio

-1.445

VaR 95%

-4.66%

CVaR 95%: -5.09%
Max drawdown: -15.48%
Sortino ratio: -2.713
Calmar ratio: -4.24

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

26.75%

Ann. -1.70% (Sharpe / Sortino numerator)

Volatility

43.72%

Sharpe ratio

-0.122

VaR 95%

-4.67%

CVaR 95%: -5.34%
Max drawdown: -17.92%
Sortino ratio: -0.191
Calmar ratio: -0.10

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

43.29%

Ann. -0.01% (Sharpe / Sortino numerator)

Volatility

40.67%

Sharpe ratio

-0.089

VaR 95%

-4.34%

CVaR 95%: -5.02%
Max drawdown: -17.92%
Sortino ratio: -0.146
Calmar ratio: -0.00

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

98.95%

Ann. 78.74% (Sharpe / Sortino numerator)

Volatility

42.41%

Sharpe ratio

1.771

VaR 95%

-4.13%

CVaR 95%: -5.69%
Max drawdown: -17.92%
Sortino ratio: 2.628
Calmar ratio: 4.39

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

167.18%

Ann. 70.61% (Sharpe / Sortino numerator)

Volatility

45.78%

Sharpe ratio

1.464

VaR 95%

-4.59%

CVaR 95%: -6.54%
Max drawdown: -45.57%
Sortino ratio: 2.020
Calmar ratio: 1.55

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.304%

Best day

8.278%

06/02/2026
Worst day

-6.692%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $65.22 $65.31 $64.87 $64.87 2,200
17/07/2026 $62.71 $64.49 $62.55 $63.53 3,200
16/07/2026 $65.10 $65.11 $63.85 $64.06 4,700
15/07/2026 $67.00 $67.01 $65.58 $65.83 8,300
14/07/2026 $66.27 $66.34 $66.27 $66.27 1,200
13/07/2026 $64.99 $64.99 $64.99 $64.99 300
10/07/2026 $67.31 $67.31 $66.13 $66.37 3,100
09/07/2026 $66.68 $67.53 $66.68 $67.06 9,500
08/07/2026 $66.08 $66.08 $64.89 $65.82 4,900
07/07/2026 $66.72 $66.72 $65.60 $65.68 2,300