Summary
BKEM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 57.21% Volatility 20.19% Sharpe 1.45
Official loaded data — not a live quote.

BNY MELLON EMERGING MARKETS EQUITY ETF

Symbol: BKEM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 22/04/2020

Latest date: 03/06/2026

Current price: $97.51

Expense ratio: 0.11%

Assets under management
$82.3M
-0.30% 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

8.75%

Ann. -60.26% (Sharpe / Sortino numerator)

Volatility

34.88%

Sharpe ratio

-1.832

VaR 95%

-3.21%

CVaR 95%: -4.23%
Max drawdown: -7.36%
Sortino ratio: -2.632
Calmar ratio: -8.19

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

19.64%

Ann. 11.79% (Sharpe / Sortino numerator)

Volatility

25.15%

Sharpe ratio

0.324

VaR 95%

-3.13%

CVaR 95%: -3.71%
Max drawdown: -13.11%
Sortino ratio: 0.430
Calmar ratio: 0.90

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

32.64%

Ann. 15.84% (Sharpe / Sortino numerator)

Volatility

20.88%

Sharpe ratio

0.585

VaR 95%

-1.84%

CVaR 95%: -3.26%
Max drawdown: -13.11%
Sortino ratio: 0.768
Calmar ratio: 1.21

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

57.21%

Ann. 32.83% (Sharpe / Sortino numerator)

Volatility

20.19%

Sharpe ratio

1.446

VaR 95%

-1.70%

CVaR 95%: -3.09%
Max drawdown: -13.11%
Sortino ratio: 1.822
Calmar ratio: 2.50

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

73.21%

Ann. 19.85% (Sharpe / Sortino numerator)

Volatility

18.16%

Sharpe ratio

0.893

VaR 95%

-1.71%

CVaR 95%: -2.63%
Max drawdown: -18.38%
Sortino ratio: 1.197
Calmar ratio: 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

91.55%

Ann. 15.83% (Sharpe / Sortino numerator)

Volatility

16.91%

Sharpe ratio

0.721

VaR 95%

-1.61%

CVaR 95%: -2.38%
Max drawdown: -18.38%
Sortino ratio: 1.016
Calmar ratio: 0.86

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.188%

Best day

5.032%

08/04/2026
Worst day

-5.119%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $97.80 $97.80 $97.43 $97.51 1,100
02/06/2026 $97.21 $98.80 $97.21 $98.45 1,900
01/06/2026 $100.54 $100.54 $96.83 $97.53 3,100
29/05/2026 $96.20 $96.20 $96.11 $96.11 800
28/05/2026 $96.04 $96.11 $95.81 $95.81 1,200
27/05/2026 $94.86 $94.86 $94.53 $94.56 2,500
26/05/2026 $95.94 $95.94 $93.26 $94.90 2,700
22/05/2026 $92.36 $92.36 $91.55 $91.55 1,600
21/05/2026 $90.92 $92.61 $90.92 $91.95 1,700
20/05/2026 $90.18 $91.18 $90.18 $91.18 1,400