ZEGA BUY AND HEDGE ETF
Symbol: ZHDG
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 06/07/2021
Latest date: 11/06/2026
Current price: $23.22
Expense ratio: 0.97%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.75%
Ann. -46.00% (Sharpe / Sortino numerator)
Volatility
15.54%
Sharpe ratio
-3.194
VaR 95%
-1.62%
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
4.45%
Ann. -20.65% (Sharpe / Sortino numerator)
Volatility
13.39%
Sharpe ratio
-1.813
VaR 95%
-1.53%
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
2.79%
Ann. -9.02% (Sharpe / Sortino numerator)
Volatility
11.53%
Sharpe ratio
-1.097
VaR 95%
-1.38%
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
14.69%
Ann. 11.77% (Sharpe / Sortino numerator)
Volatility
11.82%
Sharpe ratio
0.689
VaR 95%
-1.34%
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
27.13%
Ann. 9.40% (Sharpe / Sortino numerator)
Volatility
11.74%
Sharpe ratio
0.491
VaR 95%
-1.35%
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
46.13%
Ann. 11.20% (Sharpe / Sortino numerator)
Volatility
10.76%
Sharpe ratio
0.703
VaR 95%
-1.17%
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.
Average daily return
0.057%
Best day
1.953%
Worst day
-2.186%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $23.16 | $23.22 | $23.16 | $23.22 | 300 |
| 10/06/2026 | $23.11 | $23.14 | $22.97 | $22.97 | 3,000 |
| 09/06/2026 | $23.26 | $23.31 | $22.85 | $23.19 | 6,100 |
| 08/06/2026 | $23.30 | $23.34 | $23.17 | $23.30 | 5,700 |
| 05/06/2026 | $23.52 | $23.52 | $23.31 | $23.31 | 900 |
| 04/06/2026 | $23.83 | $23.83 | $23.83 | $23.83 | 100 |
| 03/06/2026 | $23.84 | $23.84 | $23.79 | $23.79 | 400 |
| 02/06/2026 | $23.86 | $23.93 | $23.86 | $23.93 | 600 |
| 01/06/2026 | $23.92 | $23.98 | $23.85 | $23.88 | 1,700 |
| 29/05/2026 | $23.86 | $23.91 | $23.84 | $23.84 | 400 |