Summary
CSHP
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 3.58% Volatility 0.51% Sharpe -0.00
Official loaded data — not a live quote.

Enhanced Short-Term Bond ETF

Symbol: CSHP

Exchange: NYSE

Sector: Technology

Category: Ultrashort Bond

Inception date: 17/07/2024

Latest date: 17/07/2026

Current price: $99.05

Expense ratio: 0.20%

Assets under management
$105.8M
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

-0.02%

Ann. 2.63% (Sharpe / Sortino numerator)

Volatility

0.97%

Sharpe ratio

-1.031

VaR 95%

-0.06%

CVaR 95%: -0.14%
Max drawdown: -0.06%
Sortino ratio: -0.794
Calmar ratio: N/A

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

0.62%

Ann. 2.13% (Sharpe / Sortino numerator)

Volatility

0.79%

Sharpe ratio

-1.900

VaR 95%

-0.03%

CVaR 95%: -0.14%
Max drawdown: -0.43%
Sortino ratio: -1.168
Calmar ratio: 5.00

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

1.61%

Ann. 3.13% (Sharpe / Sortino numerator)

Volatility

0.62%

Sharpe ratio

-0.806

VaR 95%

-0.03%

CVaR 95%: -0.09%
Max drawdown: -0.43%
Sortino ratio: -0.521
Calmar ratio: 7.35

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

3.58%

Ann. 3.63% (Sharpe / Sortino numerator)

Volatility

0.51%

Sharpe ratio

-0.002

VaR 95%

-0.03%

CVaR 95%: -0.07%
Max drawdown: -0.43%
Sortino ratio: -0.002
Calmar ratio: 8.52

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

8.09%

Ann. 3.86% (Sharpe / Sortino numerator)

Volatility

0.49%

Sharpe ratio

0.558

VaR 95%

-0.03%

CVaR 95%: -0.06%
Max drawdown: -0.43%
Sortino ratio: 0.461
Calmar ratio: 9.06

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.

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

0.014%

Best day

0.218%

08/07/2026
Worst day

-0.323%

16/07/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $99.05 $99.05 $99.05 $99.05 300
16/07/2026 $99.23 $99.26 $99.10 $99.10 21,200
15/07/2026 $99.33 $99.42 $99.29 $99.42 51,300
14/07/2026 $99.30 $99.38 $99.17 $99.29 1,400
13/07/2026 $99.16 $99.23 $99.13 $99.13 500
10/07/2026 $99.55 $99.55 $99.34 $99.34 200
09/07/2026 $99.39 $99.49 $99.36 $99.36 1,900
08/07/2026 $99.33 $99.33 $99.33 $99.33 600
07/07/2026 $99.11 $99.14 $99.11 $99.12 1,100
06/07/2026 $99.22 $99.32 $99.19 $99.32 600