Summary
DRSK
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 4.38% Volatility 8.13% Sharpe -0.12
Official loaded data — not a live quote.

APTUS DEFINED RISK ETF

Symbol: DRSK

Exchange: BATS

Sector: Technology

Category: Intermediate Core-Plus Bond

Inception date: 07/08/2018

Latest date: 20/07/2026

Current price: $28.50

Expense ratio: 0.78%

Assets under management
$1.5B
-0.16% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.72%

Ann. -27.27% (Sharpe / Sortino numerator)

Volatility

6.76%

Sharpe ratio

-4.571

VaR 95%

-0.81%

CVaR 95%: -0.92%
Max drawdown: -3.50%
Sortino ratio: -6.705
Calmar ratio: -7.79

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

0.49%

Ann. -12.91% (Sharpe / Sortino numerator)

Volatility

5.73%

Sharpe ratio

-2.888

VaR 95%

-0.57%

CVaR 95%: -0.76%
Max drawdown: -5.94%
Sortino ratio: -4.605
Calmar ratio: -2.17

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

2.52%

Ann. -10.45% (Sharpe / Sortino numerator)

Volatility

7.31%

Sharpe ratio

-1.925

VaR 95%

-0.78%

CVaR 95%: -1.02%
Max drawdown: -7.95%
Sortino ratio: -2.948
Calmar ratio: -1.32

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

4.38%

Ann. 2.65% (Sharpe / Sortino numerator)

Volatility

8.13%

Sharpe ratio

-0.120

VaR 95%

-0.71%

CVaR 95%: -1.08%
Max drawdown: -7.95%
Sortino ratio: -0.190
Calmar ratio: 0.33

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

12.40%

Ann. 4.94% (Sharpe / Sortino numerator)

Volatility

7.67%

Sharpe ratio

0.171

VaR 95%

-0.72%

CVaR 95%: -1.03%
Max drawdown: -7.95%
Sortino ratio: 0.273
Calmar ratio: 0.62

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

26.55%

Ann. 5.39% (Sharpe / Sortino numerator)

Volatility

7.84%

Sharpe ratio

0.225

VaR 95%

-0.74%

CVaR 95%: -1.03%
Max drawdown: -11.33%
Sortino ratio: 0.373
Calmar ratio: 0.48

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.018%

Best day

2.046%

01/10/2025
Worst day

-1.482%

04/11/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $28.55 $28.56 $28.47 $28.50 66,100
17/07/2026 $28.50 $28.63 $28.50 $28.54 165,400
16/07/2026 $28.77 $28.77 $28.57 $28.67 65,800
15/07/2026 $28.73 $28.82 $28.68 $28.80 160,800
14/07/2026 $28.65 $28.69 $28.58 $28.63 183,900
13/07/2026 $28.64 $28.67 $28.55 $28.55 136,600
10/07/2026 $28.64 $28.79 $28.64 $28.76 170,700
09/07/2026 $28.67 $28.73 $28.55 $28.73 121,400
08/07/2026 $28.52 $28.59 $28.50 $28.58 85,200
07/07/2026 $28.67 $28.72 $28.59 $28.61 195,500