ADAPTIVE HEDGED MULTI-ASSET INCOME ETF
Symbol: AMAX
Exchange: NYSE
Sector: Technology
Category: Nontraditional Bond
Inception date: 02/10/2009
Latest date: 16/07/2026
Current price: $7.49
Expense ratio: 1.36%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-2.62%
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
-3.04%
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
-2.04%
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
4.49%
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
12.20%
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
24.03%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.02%
Best day
1.645%
Worst day
-2.303%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $7.49 | $7.51 | $7.44 | $7.49 | 26,600 |
| 15/07/2026 | $7.46 | $7.53 | $7.46 | $7.50 | 15,600 |
| 14/07/2026 | $7.47 | $7.53 | $7.47 | $7.52 | 10,700 |
| 13/07/2026 | $7.48 | $7.50 | $7.46 | $7.48 | 28,500 |
| 10/07/2026 | $7.49 | $7.54 | $7.47 | $7.51 | 21,100 |
| 09/07/2026 | $7.50 | $7.52 | $7.46 | $7.50 | 27,600 |
| 08/07/2026 | $7.50 | $7.51 | $7.42 | $7.46 | 39,200 |
| 07/07/2026 | $7.53 | $7.53 | $7.44 | $7.52 | 49,600 |
| 06/07/2026 | $7.50 | $7.55 | $7.45 | $7.51 | 24,400 |
| 02/07/2026 | $7.50 | $7.50 | $7.39 | $7.50 | 9,300 |