Summary
ZECP
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 16.63% Volatility 15.15% Sharpe 0.66
Official loaded data — not a live quote.

ZACKS EARNINGS CONSISTENT PORTFOLIO ETF

Symbol: ZECP

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 23/08/2021

Latest date: 31/08/2026

Current price: $37.90

Expense ratio: 0.55%

Assets under management
$362.3M
-0.39% 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

-0.47%

Ann. -42.33% (Sharpe / Sortino numerator)

Volatility

15.23%

Sharpe ratio

-3.018

VaR 95%

-1.40%

CVaR 95%: -1.42%
Max drawdown: -7.32%
Sortino ratio: -6.189
Calmar ratio: -5.78

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

2.55%

Ann. -8.13% (Sharpe / Sortino numerator)

Volatility

12.36%

Sharpe ratio

-0.951

VaR 95%

-1.33%

CVaR 95%: -1.47%
Max drawdown: -8.32%
Sortino ratio: -1.478
Calmar ratio: -0.98

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

5.51%

Ann. 4.02% (Sharpe / Sortino numerator)

Volatility

11.15%

Sharpe ratio

0.035

VaR 95%

-1.24%

CVaR 95%: -1.46%
Max drawdown: -8.32%
Sortino ratio: 0.054
Calmar ratio: 0.48

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

16.63%

Ann. 13.68% (Sharpe / Sortino numerator)

Volatility

15.15%

Sharpe ratio

0.664

VaR 95%

-1.23%

CVaR 95%: -2.08%
Max drawdown: -8.32%
Sortino ratio: 0.867
Calmar ratio: 1.64

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

27.68%

Ann. 11.75% (Sharpe / Sortino numerator)

Volatility

13.28%

Sharpe ratio

0.612

VaR 95%

-1.20%

CVaR 95%: -1.86%
Max drawdown: -15.47%
Sortino ratio: 0.803
Calmar ratio: 0.76

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

53.69%

Ann. 13.81% (Sharpe / Sortino numerator)

Volatility

12.27%

Sharpe ratio

0.829

VaR 95%

-1.12%

CVaR 95%: -1.68%
Max drawdown: -15.47%
Sortino ratio: 1.137
Calmar ratio: 0.89

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

2.921%

08/04/2026
Worst day

-1.743%

10/10/2025
Days with data

249

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $38.05 $38.05 $37.88 $37.90 31,600
27/08/2026 $38.09 $38.24 $38.04 $38.18 38,600
26/08/2026 $38.30 $38.39 $38.28 $38.34 24,900
25/08/2026 $38.35 $38.35 $38.21 $38.27 12,600
24/08/2026 $38.25 $38.32 $38.23 $38.32 29,200
21/08/2026 $38.10 $38.23 $38.10 $38.13 57,400
20/08/2026 $38.40 $38.40 $37.96 $37.99 22,600
19/08/2026 $38.47 $38.69 $38.47 $38.51 17,000
18/08/2026 $38.43 $38.43 $38.34 $38.34 22,400
17/08/2026 $38.41 $38.51 $38.38 $38.38 35,300