Summary
DWAW
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.71% Volatility 21.02% Sharpe 0.55
Official loaded data — not a live quote.

ADVISORSHARES DORSEY WRIGHT FSM ALL CAP WORLD ETF

Symbol: DWAW

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 26/12/2019

Latest date: 20/07/2026

Current price: $49.32

Expense ratio: 1.23%

Assets under management
$94.3M
-0.18% 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

-5.00%

Ann. -51.22% (Sharpe / Sortino numerator)

Volatility

26.92%

Sharpe ratio

-2.038

VaR 95%

-2.71%

CVaR 95%: -2.90%
Max drawdown: -8.31%
Sortino ratio: -3.623
Calmar ratio: -6.16

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

5.50%

Ann. -10.59% (Sharpe / Sortino numerator)

Volatility

20.15%

Sharpe ratio

-0.706

VaR 95%

-2.24%

CVaR 95%: -2.62%
Max drawdown: -11.59%
Sortino ratio: -1.050
Calmar ratio: -0.91

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

11.21%

Ann. -1.62% (Sharpe / Sortino numerator)

Volatility

17.55%

Sharpe ratio

-0.299

VaR 95%

-1.90%

CVaR 95%: -2.46%
Max drawdown: -11.59%
Sortino ratio: -0.415
Calmar ratio: -0.14

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

19.71%

Ann. 15.14% (Sharpe / Sortino numerator)

Volatility

21.02%

Sharpe ratio

0.547

VaR 95%

-1.75%

CVaR 95%: -3.11%
Max drawdown: -11.59%
Sortino ratio: 0.664
Calmar ratio: 1.31

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

27.01%

Ann. 8.76% (Sharpe / Sortino numerator)

Volatility

19.50%

Sharpe ratio

0.263

VaR 95%

-1.91%

CVaR 95%: -3.01%
Max drawdown: -22.91%
Sortino ratio: 0.322
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.

Period total return

56.25%

Ann. 12.54% (Sharpe / Sortino numerator)

Volatility

18.22%

Sharpe ratio

0.489

VaR 95%

-1.77%

CVaR 95%: -2.67%
Max drawdown: -22.91%
Sortino ratio: 0.636
Calmar ratio: 0.55

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

0.078%

Best day

4.092%

08/04/2026
Worst day

-3.692%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $49.41 $49.43 $49.32 $49.32 700
17/07/2026 $49.50 $49.50 $49.50 $49.50 100
16/07/2026 $50.01 $50.01 $49.88 $49.88 700
15/07/2026 $50.34 $50.34 $50.34 $50.34 100
14/07/2026 $50.45 $50.45 $50.45 $50.45 100
13/07/2026 $50.03 $50.03 $50.03 $50.03 100
10/07/2026 $50.55 $50.71 $50.55 $50.71 900
09/07/2026 $50.51 $50.51 $50.51 $50.51 100
08/07/2026 $49.87 $50.01 $49.87 $50.01 200
07/07/2026 $50.13 $50.18 $49.97 $50.09 2,200