ADAPTIVE HEDGED MULTI-ASSET INCOME ETF
Symbol: AMAX
Exchange: NYSE
Sector: Technology
Category: Nontraditional Bond
Inception date: 02/10/2009
Latest date: 15/10/2026
Current price: $7.46
Expense ratio: 1.37%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.69%
Ann. -45.35% (Sharpe / Sortino numerator)
Volatility
14.09%
Sharpe ratio
-3.476
VaR 95%
-1.62%
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
2.55%
Ann. 1.88% (Sharpe / Sortino numerator)
Volatility
13.38%
Sharpe ratio
-0.131
VaR 95%
-1.63%
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
-0.31%
Ann. -4.28% (Sharpe / Sortino numerator)
Volatility
11.54%
Sharpe ratio
-0.686
VaR 95%
-1.10%
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
0.05%
Ann. 13.55% (Sharpe / Sortino numerator)
Volatility
11.34%
Sharpe ratio
0.875
VaR 95%
-1.08%
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
12.23%
Ann. 7.18% (Sharpe / Sortino numerator)
Volatility
10.78%
Sharpe ratio
0.329
VaR 95%
-1.12%
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
33.26%
Ann. 8.28% (Sharpe / Sortino numerator)
Volatility
9.85%
Sharpe ratio
0.472
VaR 95%
-1.01%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.003%
Best day
1.883%
Worst day
-2.303%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $7.39 | $7.47 | $7.37 | $7.46 | 455,300 |
| 14/10/2026 | $7.44 | $7.44 | $7.39 | $7.40 | 9,500 |
| 13/10/2026 | $7.53 | $7.53 | $7.47 | $7.50 | 47,800 |
| 12/10/2026 | $7.45 | $7.51 | $7.45 | $7.50 | 22,600 |
| 09/10/2026 | $7.41 | $7.51 | $7.41 | $7.46 | 22,400 |
| 08/10/2026 | $7.43 | $7.45 | $7.41 | $7.43 | 24,100 |
| 07/10/2026 | $7.43 | $7.46 | $7.39 | $7.42 | 30,800 |
| 06/10/2026 | $7.50 | $7.54 | $7.47 | $7.50 | 19,200 |
| 05/10/2026 | $7.43 | $7.51 | $7.43 | $7.51 | 54,400 |
| 02/10/2026 | $7.47 | $7.50 | $7.41 | $7.42 | 35,500 |