ZEGA BUY AND HEDGE ETF
Symbol: ZHDG
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 06/07/2021
Latest date: 31/08/2026
Current price: $23.96
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
0.59%
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
0.35%
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
6.70%
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
12.68%
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
27.67%
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
44.38%
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: 02/09/2025 - 31/08/2026.
Average daily return
0.05%
Best day
1.989%
Worst day
-2.186%
Days with data
249
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 31/08/2026 | $23.93 | $24.09 | $23.82 | $23.96 | 1,600 |
| 27/08/2026 | $24.02 | $24.26 | $23.91 | $24.08 | 9,000 |
| 26/08/2026 | $24.06 | $24.06 | $23.86 | $23.96 | 2,400 |
| 25/08/2026 | $23.87 | $23.95 | $23.87 | $23.95 | 3,200 |
| 24/08/2026 | $23.79 | $24.03 | $23.74 | $23.87 | 5,000 |
| 21/08/2026 | $23.93 | $24.10 | $23.78 | $23.94 | 43,800 |
| 20/08/2026 | $24.21 | $24.21 | $23.86 | $23.94 | 9,300 |
| 19/08/2026 | $24.08 | $24.28 | $24.04 | $24.05 | 3,700 |
| 18/08/2026 | $24.18 | $24.18 | $24.02 | $24.02 | 3,000 |
| 17/08/2026 | $24.27 | $24.36 | $24.27 | $24.32 | 5,000 |