Summary
AIS
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 138.90% Volatility 35.86% Sharpe 6.14
Official loaded data — not a live quote.

VISTASHARES ARTIFICIAL INTELLIGENCE SUPERCYCLE ETF

Symbol: AIS

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 02/12/2024

Latest date: 16/07/2026

Current price: $67.25

Expense ratio: 0.75%

Assets under management
$969.8M
-2.58% 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

-13.86%

Ann. 3924.71% (Sharpe / Sortino numerator)

Volatility

56.96%

Sharpe ratio

68.840

VaR 95%

-4.31%

CVaR 95%: -4.58%
Max drawdown: -8.19%
Sortino ratio: 133.070
Calmar ratio: 479.25

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

29.33%

Ann. 764.75% (Sharpe / Sortino numerator)

Volatility

51.09%

Sharpe ratio

14.898

VaR 95%

-4.55%

CVaR 95%: -5.32%
Max drawdown: -13.05%
Sortino ratio: 24.285
Calmar ratio: 58.58

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

60.89%

Ann. 350.89% (Sharpe / Sortino numerator)

Volatility

42.33%

Sharpe ratio

8.203

VaR 95%

-4.50%

CVaR 95%: -5.12%
Max drawdown: -15.76%
Sortino ratio: 12.416
Calmar ratio: 22.27

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

138.90%

Ann. 223.73% (Sharpe / Sortino numerator)

Volatility

35.86%

Sharpe ratio

6.138

VaR 95%

-3.94%

CVaR 95%: -4.83%
Max drawdown: -15.84%
Sortino ratio: 8.938
Calmar ratio: 14.12

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

168.07%

Ann. 85.26% (Sharpe / Sortino numerator)

Volatility

43.01%

Sharpe ratio

1.897

VaR 95%

-4.62%

CVaR 95%: -6.54%
Max drawdown: -32.78%
Sortino ratio: 2.419
Calmar ratio: 2.60

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

0.388%

Best day

8.527%

11/06/2026
Worst day

-11.738%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $69.03 $69.27 $66.65 $67.25 620,400
15/07/2026 $74.40 $74.75 $69.45 $71.70 519,200
14/07/2026 $74.82 $74.99 $73.00 $74.04 403,900
13/07/2026 $73.28 $73.38 $71.44 $71.94 464,900
10/07/2026 $75.76 $77.09 $74.94 $76.51 444,000
09/07/2026 $77.33 $78.36 $76.83 $77.23 594,000
08/07/2026 $71.46 $74.12 $71.19 $73.96 609,700
07/07/2026 $73.32 $73.50 $70.62 $72.37 718,000
06/07/2026 $76.68 $78.92 $76.44 $77.07 1,030,000
02/07/2026 $78.59 $79.63 $72.85 $74.23 1,490,800