Summary
TTEQ
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 38.20% Volatility 28.12% Sharpe 0.91
Official loaded data — not a live quote.

T. ROWE PRICE TECHNOLOGY ETF

Symbol: TTEQ

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 23/10/2024

Latest date: 21/07/2026

Current price: $41.42

Expense ratio: 0.63%

Assets under management
$367.6M
1.06% 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

-7.88%

Ann. -35.78% (Sharpe / Sortino numerator)

Volatility

33.68%

Sharpe ratio

-1.170

VaR 95%

-2.74%

CVaR 95%: -3.42%
Max drawdown: -10.22%
Sortino ratio: -2.174
Calmar ratio: -3.50

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

16.26%

Ann. -22.66% (Sharpe / Sortino numerator)

Volatility

27.78%

Sharpe ratio

-0.946

VaR 95%

-2.75%

CVaR 95%: -3.34%
Max drawdown: -15.24%
Sortino ratio: -1.477
Calmar ratio: -1.49

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

25.26%

Ann. -12.01% (Sharpe / Sortino numerator)

Volatility

26.04%

Sharpe ratio

-0.601

VaR 95%

-2.82%

CVaR 95%: -3.48%
Max drawdown: -17.31%
Sortino ratio: -0.856
Calmar ratio: -0.69

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

38.20%

Ann. 29.19% (Sharpe / Sortino numerator)

Volatility

28.12%

Sharpe ratio

0.909

VaR 95%

-2.77%

CVaR 95%: -3.97%
Max drawdown: -17.31%
Sortino ratio: 1.203
Calmar ratio: 1.69

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

64.47%

Ann. 35.75% (Sharpe / Sortino numerator)

Volatility

28.28%

Sharpe ratio

1.136

VaR 95%

-2.77%

CVaR 95%: -4.03%
Max drawdown: -26.97%
Sortino ratio: 1.497
Calmar ratio: 1.33

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 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.144%

Best day

4.732%

31/03/2026
Worst day

-7.376%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $40.99 $41.47 $40.78 $41.42 73,200
20/07/2026 $40.48 $40.65 $40.02 $40.03 212,000
17/07/2026 $39.26 $40.31 $38.58 $39.81 240,600
16/07/2026 $41.14 $41.14 $40.23 $40.43 93,300
15/07/2026 $42.58 $42.58 $41.06 $41.82 56,800
14/07/2026 $42.22 $42.31 $41.62 $42.08 47,900
13/07/2026 $42.00 $42.00 $41.11 $41.25 99,600
10/07/2026 $42.75 $42.91 $42.27 $42.81 58,000
09/07/2026 $42.66 $43.09 $42.48 $42.90 75,400
08/07/2026 $41.19 $42.00 $40.94 $42.00 84,800