Summary
ANEW
Prices · period metrics · 12M
NAV as of 13/10/2026
02/04/2025 → 02/04/2026
Return 6.30% Volatility 18.46% Sharpe -0.13
Official loaded data — not a live quote.

PROSHARES MSCI TRANSFORMATIONAL CHANGES ETF

Symbol: ANEW

Exchange: NYSE

Sector: Healthcare

Category: Large Growth

Inception date: 14/10/2020

Latest date: 13/10/2026

Current price: $54.69

Expense ratio: 0.45%

Assets under management
$8.1M
0.00% 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

2.07%

Ann. -54.95% (Sharpe / Sortino numerator)

Volatility

18.70%

Sharpe ratio

-3.133

VaR 95%

-1.79%

CVaR 95%: -1.92%
Max drawdown: -8.85%
Sortino ratio: -6.149
Calmar ratio: -6.21

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

6.03%

Ann. -33.08% (Sharpe / Sortino numerator)

Volatility

15.43%

Sharpe ratio

-2.379

VaR 95%

-1.79%

CVaR 95%: -1.87%
Max drawdown: -14.11%
Sortino ratio: -3.726
Calmar ratio: -2.34

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

16.11%

Ann. -23.51% (Sharpe / Sortino numerator)

Volatility

14.57%

Sharpe ratio

-1.862

VaR 95%

-1.74%

CVaR 95%: -2.03%
Max drawdown: -16.20%
Sortino ratio: -2.697
Calmar ratio: -1.45

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

6.30%

Ann. 1.30% (Sharpe / Sortino numerator)

Volatility

18.46%

Sharpe ratio

-0.126

VaR 95%

-1.65%

CVaR 95%: -2.55%
Max drawdown: -16.20%
Sortino ratio: -0.173
Calmar ratio: 0.08

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

21.19%

Ann. 6.28% (Sharpe / Sortino numerator)

Volatility

16.49%

Sharpe ratio

0.161

VaR 95%

-1.64%

CVaR 95%: -2.35%
Max drawdown: -20.26%
Sortino ratio: 0.218
Calmar ratio: 0.31

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

65.33%

Ann. 10.34% (Sharpe / Sortino numerator)

Volatility

15.53%

Sharpe ratio

0.432

VaR 95%

-1.56%

CVaR 95%: -2.16%
Max drawdown: -20.26%
Sortino ratio: 0.615
Calmar ratio: 0.51

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: 13/10/2025 - 13/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.028%

Best day

2.839%

19/08/2026
Worst day

-2.796%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
13/10/2026 $54.69 $54.69 $54.69 $54.69 0
12/10/2026 $54.69 $54.69 $54.69 $54.69 0
09/10/2026 $54.68 $54.68 $54.68 $54.68 100
08/10/2026 $54.02 $54.02 $54.02 $54.02 100
07/10/2026 $54.31 $54.31 $54.31 $54.31 100
06/10/2026 $54.51 $54.51 $54.51 $54.51 100
05/10/2026 $54.58 $54.69 $54.58 $54.69 1,100
02/10/2026 $53.98 $53.98 $53.98 $53.98 100
01/10/2026 $53.58 $53.58 $53.58 $53.58 100
30/09/2026 $54.22 $54.22 $53.97 $53.97 400