GammaRoad Market Navigation ETF
Symbol: GMMA
Exchange: NYSE ARCA
Sector: Technology
Category: Tactical Allocation
Inception Date: 16/09/2024
Latest Date: 02/04/2026
Current Price: $20.55
Expense Ratio: 0.75%
Assets Under Management
$5.9M
-0.17% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-3.93%
Volatility
7.17%
Sharpe Ratio
-5.459
VaR 95%
-1.16%
CVaR 95%:
-1.24%
Max Drawdown:
-3.04%
Sortino Ratio:
-6.237
Calmar Ratio:
-11.69
Return
-2.89%
Volatility
6.61%
Sharpe Ratio
-2.251
VaR 95%
-0.72%
CVaR 95%:
-1.14%
Max Drawdown:
-4.20%
Sortino Ratio:
-2.682
Calmar Ratio:
-2.68
Return
-1.73%
Volatility
5.72%
Sharpe Ratio
-1.241
VaR 95%
-0.56%
CVaR 95%:
-0.98%
Max Drawdown:
-4.20%
Sortino Ratio:
-1.444
Calmar Ratio:
-0.83
Return
4.52%
Volatility
5.09%
Sharpe Ratio
0.177
VaR 95%
-0.47%
CVaR 95%:
-0.81%
Max Drawdown:
-4.20%
Sortino Ratio:
0.215
Calmar Ratio:
1.08
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.018%
Best Day
0.979%
22/08/2025
Worst Day
-1.343%
20/01/2026
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $20.58 | $20.58 | $20.55 | $20.55 | 300 |
| 01/04/2026 | $20.58 | $20.58 | $20.54 | $20.54 | 200 |
| 31/03/2026 | $20.54 | $20.54 | $20.54 | $20.54 | 200 |
| 30/03/2026 | $20.61 | $20.74 | $20.56 | $20.56 | 1,800 |
| 27/03/2026 | $20.89 | $20.89 | $20.77 | $20.77 | 400 |
| 26/03/2026 | $21.11 | $21.11 | $21.04 | $21.04 | 300 |
| 25/03/2026 | $21.18 | $21.19 | $21.15 | $21.19 | 1,900 |
| 24/03/2026 | $21.13 | $21.14 | $21.10 | $21.10 | 2,400 |
| 23/03/2026 | $21.18 | $21.18 | $21.12 | $21.12 | 1,600 |
| 20/03/2026 | $21.13 | $21.13 | $21.03 | $21.03 | 600 |