Summary
CNAV
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 43.45% Volatility 26.07% Sharpe 1.34
Official loaded data — not a live quote.

MOHR COMPANY NAV ETF

Symbol: CNAV

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 30/09/2024

Latest date: 17/07/2026

Current price: $39.35

Expense ratio: 1.31%

Assets under management
$62.2M
2.46% 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

-12.43%

Ann. -43.33% (Sharpe / Sortino numerator)

Volatility

39.20%

Sharpe ratio

-1.198

VaR 95%

-3.81%

CVaR 95%: -4.23%
Max drawdown: -10.24%
Sortino ratio: -1.946
Calmar ratio: -4.23

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.

Period total return

11.26%

Ann. 13.80% (Sharpe / Sortino numerator)

Volatility

28.90%

Sharpe ratio

0.352

VaR 95%

-3.26%

CVaR 95%: -3.76%
Max drawdown: -12.97%
Sortino ratio: 0.485
Calmar ratio: 1.06

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

22.90%

Ann. 11.97% (Sharpe / Sortino numerator)

Volatility

25.04%

Sharpe ratio

0.333

VaR 95%

-3.15%

CVaR 95%: -3.58%
Max drawdown: -12.97%
Sortino ratio: 0.454
Calmar ratio: 0.92

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

43.45%

Ann. 38.45% (Sharpe / Sortino numerator)

Volatility

26.07%

Sharpe ratio

1.336

VaR 95%

-2.84%

CVaR 95%: -3.97%
Max drawdown: -12.97%
Sortino ratio: 1.732
Calmar ratio: 2.96

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

58.22%

Ann. 35.91% (Sharpe / Sortino numerator)

Volatility

27.23%

Sharpe ratio

1.187

VaR 95%

-3.15%

CVaR 95%: -4.06%
Max drawdown: -30.06%
Sortino ratio: 1.589
Calmar ratio: 1.19

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.165%

Best day

6.407%

11/06/2026
Worst day

-7.706%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $38.41 $40.01 $38.41 $39.35 4,800
16/07/2026 $40.09 $40.09 $39.23 $39.43 14,300
15/07/2026 $41.00 $41.40 $40.31 $41.33 9,300
14/07/2026 $43.33 $43.40 $42.80 $43.40 9,500
13/07/2026 $42.69 $42.79 $41.84 $41.98 9,500
10/07/2026 $43.53 $43.78 $43.49 $43.62 6,900
09/07/2026 $44.07 $44.41 $43.87 $43.91 1,200
08/07/2026 $42.07 $42.55 $41.49 $42.45 3,000
07/07/2026 $41.60 $42.56 $41.22 $41.79 10,300
06/07/2026 $43.59 $44.84 $43.59 $43.78 3,600