CASTLEARK LARGE GROWTH ETF
Symbol: CARK
Exchange: NYSE
Sector: Technology
Category: Large Growth
Inception date: 06/12/2023
Latest date: 17/07/2026
Current price: $46.73
Expense ratio: 0.54%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.04%
Ann. -40.58% (Sharpe / Sortino numerator)
Volatility
24.76%
Sharpe ratio
-1.785
VaR 95%
-2.29%
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
3.78%
Ann. -30.31% (Sharpe / Sortino numerator)
Volatility
20.59%
Sharpe ratio
-1.648
VaR 95%
-2.31%
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
8.57%
Ann. -15.92% (Sharpe / Sortino numerator)
Volatility
19.42%
Sharpe ratio
-1.007
VaR 95%
-2.27%
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
12.03%
Ann. 13.29% (Sharpe / Sortino numerator)
Volatility
22.81%
Sharpe ratio
0.423
VaR 95%
-2.13%
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
20.65%
Ann. 5.87% (Sharpe / Sortino numerator)
Volatility
21.54%
Sharpe ratio
0.104
VaR 95%
-2.35%
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
53.99%
Ann. 18.98% (Sharpe / Sortino numerator)
Volatility
21.06%
Sharpe ratio
0.731
VaR 95%
-2.23%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.052%
Best day
3.765%
Worst day
-3.519%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $46.73 | $46.73 | $46.73 | $46.73 | 100 |
| 16/07/2026 | $47.26 | $47.26 | $47.26 | $47.26 | 100 |
| 15/07/2026 | $47.68 | $47.92 | $47.48 | $47.92 | 1,100 |
| 14/07/2026 | $47.69 | $47.69 | $47.69 | $47.69 | 100 |
| 13/07/2026 | $47.26 | $47.26 | $47.26 | $47.26 | 100 |
| 10/07/2026 | $47.76 | $47.91 | $47.76 | $47.91 | 1,100 |
| 09/07/2026 | $47.69 | $47.69 | $47.69 | $47.69 | 100 |
| 08/07/2026 | $47.27 | $47.27 | $47.27 | $47.27 | 100 |
| 07/07/2026 | $47.00 | $47.00 | $47.00 | $47.00 | 100 |
| 06/07/2026 | $46.91 | $47.27 | $46.91 | $47.23 | 400 |