GOTHAM ENHANCED 500 ETF
Symbol: GSPY
Exchange: NYSE ARCA
Sector: Technology
Category: Large Blend
Inception Date: 28/12/2020
Latest Date: 02/04/2026
Current Price: $35.69
Expense Ratio: 0.50%
Assets Under Management
$656.8M
1.03% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.29%
Volatility
17.01%
Sharpe Ratio
-2.454
VaR 95%
-1.59%
CVaR 95%:
-1.61%
Max Drawdown:
-7.43%
Sortino Ratio:
-4.476
Calmar Ratio:
-5.13
Return
-3.21%
Volatility
14.37%
Sharpe Ratio
-1.117
VaR 95%
-1.60%
CVaR 95%:
-1.78%
Max Drawdown:
-8.62%
Sortino Ratio:
-1.717
Calmar Ratio:
-1.44
Return
-0.43%
Volatility
14.44%
Sharpe Ratio
-0.311
VaR 95%
-1.55%
CVaR 95%:
-2.14%
Max Drawdown:
-8.62%
Sortino Ratio:
-0.401
Calmar Ratio:
-0.10
Return
17.74%
Volatility
18.49%
Sharpe Ratio
0.767
VaR 95%
-1.57%
CVaR 95%:
-2.76%
Max Drawdown:
-8.62%
Sortino Ratio:
0.917
Calmar Ratio:
2.07
Return
29.25%
Volatility
16.23%
Sharpe Ratio
0.623
VaR 95%
-1.55%
CVaR 95%:
-2.41%
Max Drawdown:
-18.67%
Sortino Ratio:
0.773
Calmar Ratio:
0.74
Return
66.33%
Volatility
14.74%
Sharpe Ratio
1.013
VaR 95%
-1.42%
CVaR 95%:
-2.12%
Max Drawdown:
-18.67%
Sortino Ratio:
1.312
Calmar Ratio:
0.99
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
0.072%
Best Day
9.391%
09/04/2025
Worst Day
-5.788%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $35.33 | $35.69 | $35.33 | $35.69 | 2,900 |
| 01/04/2026 | $35.66 | $35.66 | $35.66 | $35.66 | 300 |
| 31/03/2026 | $34.96 | $35.38 | $34.96 | $35.38 | 1,000 |
| 30/03/2026 | $34.64 | $34.64 | $34.35 | $34.48 | 400 |
| 27/03/2026 | $34.61 | $34.61 | $34.61 | $34.61 | 300 |
| 26/03/2026 | $35.37 | $35.37 | $35.17 | $35.17 | 800 |
| 25/03/2026 | $35.74 | $35.74 | $35.74 | $35.74 | 200 |
| 24/03/2026 | $35.60 | $35.60 | $35.56 | $35.56 | 1,000 |
| 23/03/2026 | $35.87 | $35.87 | $35.71 | $35.71 | 600 |
| 20/03/2026 | $35.57 | $35.57 | $35.24 | $35.34 | 700 |