ZEGA BUY AND HEDGE ETF

Symbol: ZHDG

Exchange: NYSE ARCA

Sector: Technology

Category: Derivative Income

Inception Date: 06/07/2021

Latest Date: 02/04/2026

Current Price: $21.23

Expense Ratio: 0.97%

Assets Under Management
$34.3M
0.36% 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

-5.47%

Volatility

15.54%

Sharpe Ratio

-3.194

VaR 95%

-1.62%

CVaR 95%: -1.67%
Max Drawdown: -6.89%
Sortino Ratio: -5.885
Calmar Ratio: -6.68
Return

-5.53%

Volatility

13.39%

Sharpe Ratio

-1.813

VaR 95%

-1.53%

CVaR 95%: -1.70%
Max Drawdown: -8.56%
Sortino Ratio: -2.912
Calmar Ratio: -2.41
Return

-4.58%

Volatility

11.53%

Sharpe Ratio

-1.097

VaR 95%

-1.38%

CVaR 95%: -1.63%
Max Drawdown: -8.56%
Sortino Ratio: -1.600
Calmar Ratio: -1.05
Return

11.72%

Volatility

11.82%

Sharpe Ratio

0.689

VaR 95%

-1.34%

CVaR 95%: -1.68%
Max Drawdown: -8.56%
Sortino Ratio: 0.988
Calmar Ratio: 1.38
Return

19.60%

Volatility

11.74%

Sharpe Ratio

0.491

VaR 95%

-1.35%

CVaR 95%: -1.73%
Max Drawdown: -11.63%
Sortino Ratio: 0.660
Calmar Ratio: 0.81
Return

37.32%

Volatility

10.76%

Sharpe Ratio

0.703

VaR 95%

-1.17%

CVaR 95%: -1.60%
Max Drawdown: -11.63%
Sortino Ratio: 0.953
Calmar Ratio: 0.96

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.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.047%

Best Day

3.02%

12/05/2025
Worst Day

-2.684%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $21.15 $21.23 $21.15 $21.23 9,200
01/04/2026 $21.29 $21.43 $21.28 $21.38 15,500
31/03/2026 $20.98 $21.12 $20.98 $21.12 14,900
30/03/2026 $20.91 $20.94 $20.85 $20.85 2,800
27/03/2026 $21.06 $21.12 $20.93 $20.93 5,400
26/03/2026 $21.48 $21.48 $21.24 $21.25 19,900
25/03/2026 $21.60 $21.62 $21.55 $21.57 25,900
24/03/2026 $21.36 $21.57 $21.34 $21.48 28,500
23/03/2026 $21.60 $21.74 $21.48 $21.53 36,200
20/03/2026 $21.50 $21.50 $21.25 $21.26 3,900