Summary
AIS
Prices · period metrics · 12M
NAV as of 27/08/2026
30/05/2025 → 28/05/2026
Return 130.91% 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: 27/08/2026

Current price: $69.96

Expense ratio: 0.75%

Assets under management
$839.2M
-1.59% 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

6.40%

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

-7.64%

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

53.52%

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

130.91%

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

178.87%

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: 27/08/2025 - 27/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.382%

Best day

9.42%

30/07/2026
Worst day

-11.738%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
27/08/2026 $71.09 $71.09 $69.14 $69.96 437,200
26/08/2026 $67.69 $69.06 $67.69 $69.03 224,600
25/08/2026 $68.35 $68.70 $67.35 $68.04 206,800
24/08/2026 $67.55 $67.55 $65.36 $66.49 398,100
21/08/2026 $70.17 $70.17 $68.27 $68.73 260,400
20/08/2026 $68.45 $69.40 $68.00 $69.14 230,600
19/08/2026 $70.90 $70.90 $67.54 $68.34 633,100
18/08/2026 $71.19 $71.90 $69.15 $69.64 655,700
17/08/2026 $74.22 $75.52 $73.92 $74.65 526,100
14/08/2026 $72.64 $73.58 $72.10 $72.97 271,400