Summary
AESR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 9.46% Volatility 26.33% Sharpe 0.14
Official loaded data — not a live quote.

Anfield U.S. Equity Sector Rotation ETF

Symbol: AESR

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 16/12/2019

Latest date: 16/07/2026

Current price: $19.80

Expense ratio: 0.97%

Assets under management
$505.8M
-0.80% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.94%

Ann. -41.37% (Sharpe / Sortino numerator)

Volatility

25.12%

Sharpe ratio

-1.791

VaR 95%

-2.36%

CVaR 95%: -2.66%
Max drawdown: -8.86%
Sortino ratio: -3.063
Calmar ratio: -4.67

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

7.26%

Ann. -3.44% (Sharpe / Sortino numerator)

Volatility

19.64%

Sharpe ratio

-0.360

VaR 95%

-2.06%

CVaR 95%: -2.40%
Max drawdown: -9.82%
Sortino ratio: -0.543
Calmar ratio: -0.35

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

12.56%

Ann. -24.10% (Sharpe / Sortino numerator)

Volatility

29.72%

Sharpe ratio

-0.933

VaR 95%

-2.20%

CVaR 95%: -4.58%
Max drawdown: -19.30%
Sortino ratio: -0.801
Calmar ratio: -1.25

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

9.46%

Ann. 7.33% (Sharpe / Sortino numerator)

Volatility

26.33%

Sharpe ratio

0.140

VaR 95%

-2.09%

CVaR 95%: -4.09%
Max drawdown: -19.30%
Sortino ratio: 0.131
Calmar ratio: 0.38

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

24.69%

Ann. 8.12% (Sharpe / Sortino numerator)

Volatility

22.01%

Sharpe ratio

0.204

VaR 95%

-2.07%

CVaR 95%: -3.35%
Max drawdown: -19.85%
Sortino ratio: 0.205
Calmar ratio: 0.41

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

61.63%

Ann. 14.71% (Sharpe / Sortino numerator)

Volatility

19.53%

Sharpe ratio

0.567

VaR 95%

-1.69%

CVaR 95%: -2.88%
Max drawdown: -19.85%
Sortino ratio: 0.598
Calmar ratio: 0.74

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.048%

Best day

3.527%

31/03/2026
Worst day

-15.153%

12/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $19.96 $20.00 $19.75 $19.80 34,900
15/07/2026 $20.22 $20.22 $19.84 $20.05 33,600
14/07/2026 $20.18 $20.25 $20.12 $20.17 18,400
13/07/2026 $20.21 $20.21 $19.93 $19.96 35,600
10/07/2026 $20.31 $20.31 $20.16 $20.29 33,600
09/07/2026 $19.95 $20.33 $19.95 $20.30 42,000
08/07/2026 $19.97 $20.02 $19.72 $19.95 34,700
07/07/2026 $20.20 $20.20 $19.89 $19.99 26,200
06/07/2026 $20.02 $20.46 $20.02 $20.38 37,900
02/07/2026 $20.48 $20.48 $19.91 $20.00 30,900