Summary
DSMC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 27.29% Volatility 23.21% Sharpe 0.60
Official loaded data — not a live quote.

DISTILLATE SMALL/MID CASH FLOW ETF

Symbol: DSMC

Exchange: NYSE

Sector: Technology

Category: Small Value

Inception date: 05/10/2022

Latest date: 03/06/2026

Current price: $39.91

Expense ratio: 0.55%

Assets under management
$127.1M
-0.26% 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

1.55%

Ann. -11.55% (Sharpe / Sortino numerator)

Volatility

13.54%

Sharpe ratio

-1.121

VaR 95%

-1.45%

CVaR 95%: -1.55%
Max drawdown: -4.87%
Sortino ratio: -1.928
Calmar ratio: -2.37

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

5.30%

Ann. 22.21% (Sharpe / Sortino numerator)

Volatility

16.92%

Sharpe ratio

1.098

VaR 95%

-1.60%

CVaR 95%: -1.99%
Max drawdown: -6.57%
Sortino ratio: 1.908
Calmar ratio: 3.38

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

12.14%

Ann. 9.43% (Sharpe / Sortino numerator)

Volatility

17.12%

Sharpe ratio

0.339

VaR 95%

-1.58%

CVaR 95%: -2.23%
Max drawdown: -9.19%
Sortino ratio: 0.541
Calmar ratio: 1.03

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

27.29%

Ann. 17.48% (Sharpe / Sortino numerator)

Volatility

23.21%

Sharpe ratio

0.597

VaR 95%

-1.77%

CVaR 95%: -3.12%
Max drawdown: -10.33%
Sortino ratio: 0.864
Calmar ratio: 1.69

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

13.89%

Ann. 2.82% (Sharpe / Sortino numerator)

Volatility

20.76%

Sharpe ratio

-0.039

VaR 95%

-1.83%

CVaR 95%: -2.85%
Max drawdown: -28.62%
Sortino ratio: -0.058
Calmar ratio: 0.10

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

47.31%

Ann. 10.83% (Sharpe / Sortino numerator)

Volatility

19.81%

Sharpe ratio

0.364

VaR 95%

-1.74%

CVaR 95%: -2.60%
Max drawdown: -28.62%
Sortino ratio: 0.569
Calmar ratio: 0.38

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.

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

0.102%

Best day

4.267%

22/08/2025
Worst day

-3.554%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $40.02 $40.02 $39.84 $39.91 2,700
02/06/2026 $40.40 $40.44 $40.35 $40.36 11,300
01/06/2026 $40.13 $40.59 $40.13 $40.59 7,800
29/05/2026 $40.08 $40.21 $39.96 $39.96 3,400
28/05/2026 $40.45 $40.45 $40.10 $40.27 4,100
27/05/2026 $39.64 $40.16 $39.64 $39.89 3,800
26/05/2026 $39.74 $39.83 $39.71 $39.77 6,600
22/05/2026 $39.30 $39.48 $39.15 $39.48 7,600
21/05/2026 $38.53 $38.98 $38.53 $38.85 2,000
20/05/2026 $38.26 $38.79 $38.19 $38.79 29,500