Summary
AESR
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 20.79% 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: 02/06/2026

Current price: $20.52

Expense ratio: 1.16%

Assets under management
$161.1M
0.69% 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

7.99%

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

14.83%

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

5.59%

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

20.79%

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

37.82%

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

76.10%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.086%

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
02/06/2026 $20.38 $20.53 $20.35 $20.52 30,400
01/06/2026 $20.12 $20.36 $20.10 $20.25 14,300
29/05/2026 $20.27 $20.35 $20.19 $20.24 31,600
28/05/2026 $20.09 $20.30 $19.98 $20.28 26,000
27/05/2026 $20.30 $20.30 $20.07 $20.11 20,900
26/05/2026 $20.09 $20.16 $20.05 $20.15 8,300
22/05/2026 $19.82 $19.87 $19.77 $19.78 24,000
21/05/2026 $19.47 $19.72 $19.47 $19.66 27,100
20/05/2026 $19.32 $19.59 $19.30 $19.58 52,100
19/05/2026 $19.16 $19.30 $19.14 $19.17 7,000