Summary
CNAV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 72.64% 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: 03/06/2026

Current price: $45.49

Expense ratio: 1.31%

Assets under management
$40.5M
-1.02% 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

21.60%

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

38.13%

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

48.02%

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

72.64%

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

82.89%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.23%

Best day

5.523%

08/04/2026
Worst day

-4.481%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $45.96 $45.96 $44.88 $45.49 3,400
02/06/2026 $44.72 $44.99 $44.65 $44.99 2,300
01/06/2026 $43.18 $43.30 $43.02 $43.02 1,600
29/05/2026 $42.98 $43.05 $42.48 $42.95 8,000
28/05/2026 $42.36 $43.11 $42.36 $42.57 20,400
27/05/2026 $42.76 $42.76 $41.78 $42.54 13,400
26/05/2026 $42.40 $42.81 $42.40 $42.78 1,400
22/05/2026 $40.83 $41.14 $40.83 $40.93 5,000
21/05/2026 $40.09 $40.58 $39.79 $40.58 3,100
20/05/2026 $39.23 $39.47 $39.23 $39.42 2,000