Summary
ZECP
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 20.18% 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: 11/06/2026

Current price: $37.10

Expense ratio: 0.55%

Assets under management
$342.5M
1.16% 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

1.81%

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

6.73%

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

5.91%

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

20.18%

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

32.46%

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

54.55%

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.076%

Best day

2.921%

08/04/2026
Worst day

-1.743%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $36.67 $37.12 $36.67 $37.10 11,200
10/06/2026 $37.15 $37.20 $36.69 $36.71 15,300
09/06/2026 $37.05 $37.24 $36.60 $37.03 62,300
08/06/2026 $37.14 $37.26 $36.94 $36.94 32,200
05/06/2026 $37.36 $37.48 $37.00 $37.08 140,900
04/06/2026 $37.27 $37.53 $37.25 $37.53 44,800
03/06/2026 $37.05 $37.12 $36.97 $36.97 59,700
02/06/2026 $36.77 $37.15 $36.77 $37.15 136,100
01/06/2026 $36.94 $37.02 $36.85 $36.96 29,100
29/05/2026 $37.09 $37.13 $37.02 $37.12 65,000