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ISIN
US66538R7483
CUSIP
66538R748
Inception Date
Oct 10, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
HCM Defender 100 Index
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$700M

Share Price Chart


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Performance

QQH Performance Chart

HCM Defender 100 Index ETF (QQH) is up 11.4% since the beginning of the year. QQH is currently trading at $86 per share. Investors who bought $1,000 worth of QQH shares 5 years ago would now be looking at an investment worth $1,860.


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S&P 500 Index

Returns By Period

HCM Defender 100 Index ETF (QQH) has returned 11.37% so far this year and 36.39% over the past 12 months.


HCM Defender 100 Index ETF

1D
-0.54%
1M
1.41%
YTD
11.37%
6M
10.02%
1Y
36.39%
3Y*
23.52%
5Y*
13.21%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQH Monthly Returns History

Based on dividend-adjusted daily data since Oct 10, 2019, QQH's average daily return is +0.09%, while the average monthly return is +1.75%. At this rate, an investment would double in approximately 3.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +15.5%, while the worst month was Apr 2022 at -16.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, QQH closed higher 55% of trading days. The best single day was Mar 17, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.59%-3.86%-6.67%10.33%14.52%-2.35%11.37%
2025-0.34%-4.84%-8.01%-3.73%10.59%8.59%3.52%1.13%7.83%6.15%-3.07%-1.27%15.66%
20240.42%7.34%1.31%-5.76%9.05%9.04%-0.41%-1.92%4.92%-1.81%7.07%1.35%33.64%
20237.84%0.05%7.16%0.78%9.56%8.65%4.66%-2.00%-7.39%-2.12%8.68%5.64%48.05%
2022-15.36%-2.54%2.37%-16.28%-1.01%-6.31%0.83%-1.68%-4.32%1.25%3.05%-6.92%-39.60%
20210.21%-0.11%1.24%7.79%-1.69%8.97%3.81%5.94%-7.90%10.99%2.97%1.51%37.52%

Benchmark Metrics

HCM Defender 100 Index ETF has an annualized alpha of 6.76%, beta of 0.94, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since October 10, 2019.

  • This ETF captured 132.57% of S&P 500 Index gains and 113.52% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 6.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.94 and R2 of 0.58, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
6.76%
Beta
0.94
0.58
Upside Capture
132.57%
Downside Capture
113.52%

Expense Ratio

QQH has a high expense ratio of 1.14%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

QQH ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


QQH Risk / Return Rank: 4444
Overall Rank
QQH Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QQH Sortino Ratio Rank: 4343
Sortino Ratio Rank
QQH Omega Ratio Rank: 4444
Omega Ratio Rank
QQH Calmar Ratio Rank: 4747
Calmar Ratio Rank
QQH Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for HCM Defender 100 Index ETF (QQH) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QQHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.26

2.78

-0.52

Martin ratioReturn relative to average drawdown

6.02

12.44

-6.42

Dividends

Dividend History

HCM Defender 100 Index ETF provided a 0.19% dividend yield over the last twelve months, with an annual payout of $0.16 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.05%0.10%0.15%0.20%0.25%$0.00$0.05$0.10$0.152019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.16$0.16$0.16$0.14$0.00$0.00$0.00$0.06

Dividend yield

0.19%0.21%0.24%0.27%0.00%0.00%0.00%0.21%

Monthly Dividends

The table displays the monthly dividend distributions for HCM Defender 100 Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the HCM Defender 100 Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the HCM Defender 100 Index ETF was 41.87%, occurring on Dec 28, 2022. Recovery took 360 trading sessions.

The current HCM Defender 100 Index ETF drawdown is 3.52%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-41.87%Dec 2022
12mo 4d1y 5mo
2y 5moDec 2021 - Jun 2024
COVID crash2020
-28.74%Mar 2020
25d4mo 6d
5mo 1dFeb 2020 - Jul 2020
2025 selloff2025
-24.84%Apr 2025
3mo 22d4mo 6d
7mo 28dDec 2024 - Aug 2025
2020 correction2020
-17.85%Sep 2020
20d2mo 15d
3mo 5dSep 2020 - Dec 2020
2026 correction2026
-16.18%Mar 2026
5mo 1d1mo 9d
6mo 10dOct 2025 - May 2026

Drawdown Indicators


QQHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.87%

-56.78%

+14.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.18%

-9.10%

-7.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.84%

-18.90%

-5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-41.87%

-25.43%

-16.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.52%

-1.80%

-1.72%

Average Drawdown

Average peak-to-trough decline

-12.87%

-10.71%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

2.03%

+4.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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