Summary
CTEF
Prices · period metrics · 12M
NAV as of 03/06/2026
18/06/2025 → 28/05/2026
Return 72.32% Volatility 21.87% Sharpe 3.24
Official loaded data — not a live quote.

CASTELLAN TARGETED EQUITY ETF

Symbol: CTEF

Exchange: BATS

Sector: Technology

Category: Mid-Cap Blend

Inception date: 17/06/2025

Latest date: 03/06/2026

Current price: $86.36

Expense ratio: 0.45%

Assets under management
$559.0M
0.32% 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

10.65%

Ann. 215.75% (Sharpe / Sortino numerator)

Volatility

26.87%

Sharpe ratio

7.894

VaR 95%

-1.84%

CVaR 95%: -2.07%
Max drawdown: -4.97%
Sortino ratio: 15.844
Calmar ratio: 43.38

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

18.60%

Ann. 63.41% (Sharpe / Sortino numerator)

Volatility

28.84%

Sharpe ratio

2.073

VaR 95%

-2.71%

CVaR 95%: -3.28%
Max drawdown: -12.75%
Sortino ratio: 3.360
Calmar ratio: 4.98

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

31.78%

Ann. 63.31% (Sharpe / Sortino numerator)

Volatility

25.52%

Sharpe ratio

2.339

VaR 95%

-2.57%

CVaR 95%: -3.04%
Max drawdown: -15.00%
Sortino ratio: 3.850
Calmar ratio: 4.22

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

72.32%

Ann. 74.51% (Sharpe / Sortino numerator)

Volatility

21.87%

Sharpe ratio

3.241

VaR 95%

-2.30%

CVaR 95%: -2.85%
Max drawdown: -15.00%
Sortino ratio: 5.118
Calmar ratio: 4.97

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: 18/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.236%

Best day

5.239%

08/04/2026
Worst day

-4.213%

26/03/2026
Days with data

240

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $86.09 $86.36 $86.09 $86.36 1,500
02/06/2026 $86.72 $86.72 $86.72 $86.72 100
01/06/2026 $85.50 $85.82 $85.10 $85.61 6,900
29/05/2026 $85.03 $85.03 $85.03 $85.03 200
28/05/2026 $84.42 $84.42 $84.42 $84.42 100
27/05/2026 $85.00 $85.00 $84.48 $84.48 400
26/05/2026 $84.38 $84.51 $84.21 $84.51 500
22/05/2026 $80.52 $80.52 $80.52 $80.52 100
21/05/2026 $79.63 $80.60 $79.63 $80.60 100
20/05/2026 $79.65 $80.24 $79.62 $80.18 2,900