Summary
EBI
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 24.04% Volatility 12.19% Sharpe 2.55
Official loaded data — not a live quote.

LONGVIEW ADVANTAGE ETF

Symbol: EBI

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 25/02/2025

Latest date: 15/10/2026

Current price: $66.73

Expense ratio: 0.24%

Assets under management
$675.9M
0.24% 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

0.06%

Ann. 59.69% (Sharpe / Sortino numerator)

Volatility

10.95%

Sharpe ratio

5.122

VaR 95%

-1.02%

CVaR 95%: -1.11%
Max drawdown: -1.69%
Sortino ratio: 9.356
Calmar ratio: 35.40

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

2.03%

Ann. 31.49% (Sharpe / Sortino numerator)

Volatility

13.02%

Sharpe ratio

2.139

VaR 95%

-1.22%

CVaR 95%: -1.39%
Max drawdown: -6.31%
Sortino ratio: 3.660
Calmar ratio: 4.99

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

10.39%

Ann. 32.38% (Sharpe / Sortino numerator)

Volatility

12.51%

Sharpe ratio

2.298

VaR 95%

-1.22%

CVaR 95%: -1.45%
Max drawdown: -7.09%
Sortino ratio: 3.678
Calmar ratio: 4.57

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

24.04%

Ann. 34.67% (Sharpe / Sortino numerator)

Volatility

12.19%

Sharpe ratio

2.546

VaR 95%

-1.22%

CVaR 95%: -1.57%
Max drawdown: -7.09%
Sortino ratio: 3.820
Calmar ratio: 4.89

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

35.67%

Ann. 20.70% (Sharpe / Sortino numerator)

Volatility

16.55%

Sharpe ratio

1.016

VaR 95%

-1.39%

CVaR 95%: -2.33%
Max drawdown: -15.33%
Sortino ratio: 1.298
Calmar ratio: 1.35

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.089%

Best day

2.571%

06/02/2026
Worst day

-2.066%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $66.57 $66.73 $66.53 $66.73 1,600
14/10/2026 $66.89 $66.89 $66.19 $66.29 20,000
13/10/2026 $66.68 $66.92 $66.68 $66.89 2,900
12/10/2026 $66.60 $66.66 $66.60 $66.65 3,200
09/10/2026 $66.60 $66.69 $66.53 $66.56 3,600
08/10/2026 $66.61 $66.61 $66.57 $66.58 4,100
07/10/2026 $66.20 $66.52 $66.20 $66.44 4,000
06/10/2026 $66.80 $66.80 $66.76 $66.77 1,600
05/10/2026 $66.15 $66.69 $66.15 $66.54 4,600
02/10/2026 $66.28 $66.28 $66.22 $66.23 1,100