Summary
EDGE
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 21.57% Volatility 11.33% Sharpe 2.34
Official loaded data — not a live quote.

MRBL ENHANCED EQUITY ETF

Symbol: EDGE

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 21/01/2025

Latest date: 15/10/2026

Current price: $52.54

Expense ratio: 0.74%

Assets under management
$12.4M
0.41% 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

2.64%

Ann. 54.39% (Sharpe / Sortino numerator)

Volatility

6.52%

Sharpe ratio

7.786

VaR 95%

-0.52%

CVaR 95%: -0.70%
Max drawdown: -1.31%
Sortino ratio: 9.821
Calmar ratio: 41.53

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

4.16%

Ann. 34.95% (Sharpe / Sortino numerator)

Volatility

14.81%

Sharpe ratio

2.115

VaR 95%

-1.65%

CVaR 95%: -1.85%
Max drawdown: -8.10%
Sortino ratio: 3.079
Calmar ratio: 4.31

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

11.91%

Ann. 23.52% (Sharpe / Sortino numerator)

Volatility

12.95%

Sharpe ratio

1.536

VaR 95%

-1.49%

CVaR 95%: -1.82%
Max drawdown: -9.01%
Sortino ratio: 2.089
Calmar ratio: 2.61

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

21.57%

Ann. 30.12% (Sharpe / Sortino numerator)

Volatility

11.33%

Sharpe ratio

2.338

VaR 95%

-1.18%

CVaR 95%: -1.70%
Max drawdown: -9.01%
Sortino ratio: 2.988
Calmar ratio: 3.34

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

30.96%

Ann. 17.51% (Sharpe / Sortino numerator)

Volatility

15.62%

Sharpe ratio

0.885

VaR 95%

-1.65%

CVaR 95%: -2.47%
Max drawdown: -20.66%
Sortino ratio: 0.940
Calmar ratio: 0.85

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

0.081%

Best day

3.432%

31/03/2026
Worst day

-2.042%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $52.33 $52.55 $52.33 $52.54 6,300
14/10/2026 $52.27 $52.27 $52.27 $52.27 100
13/10/2026 $52.99 $52.99 $52.88 $52.88 100
12/10/2026 $52.91 $52.91 $52.91 $52.91 9,500
09/10/2026 $52.85 $52.85 $52.82 $52.83 200
08/10/2026 $52.61 $52.61 $52.61 $52.61 100
07/10/2026 $52.71 $52.71 $52.71 $52.71 100
06/10/2026 $52.73 $52.73 $52.73 $52.73 100
05/10/2026 $52.53 $52.56 $52.53 $52.56 200
02/10/2026 $52.32 $52.32 $52.31 $52.31 200