Summary
ANEW
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.00% 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: 16/07/2026

Current price: $51.70

Expense ratio: 0.45%

Assets under management
$7.7M
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

2.38%

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

7.05%

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

1.35%

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

4.00%

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

21.07%

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

40.00%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.019%

Best day

2.554%

31/03/2026
Worst day

-2.984%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $51.70 $51.70 $51.70 $51.70 100
15/07/2026 $51.73 $51.73 $51.73 $51.73 100
14/07/2026 $51.45 $51.45 $51.45 $51.45 100
13/07/2026 $51.61 $51.61 $51.61 $51.61 100
10/07/2026 $52.14 $52.14 $52.14 $52.14 100
09/07/2026 $52.25 $52.25 $52.25 $52.25 100
08/07/2026 $51.63 $51.93 $51.63 $51.93 500
07/07/2026 $52.26 $52.26 $52.26 $52.26 100
06/07/2026 $52.27 $52.53 $52.16 $52.53 400
02/07/2026 $52.18 $52.18 $52.18 $52.18 100