Summary
EMSF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 44.30% Volatility 23.80% Sharpe 1.40
Official loaded data — not a live quote.

MATTHEWS EMERGING MARKETS SUSTAINABLE FUTURE ACTIVE ETF

Symbol: EMSF

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 21/09/2023

Latest date: 20/07/2026

Current price: $37.55

Expense ratio: 0.79%

Assets under management
$48.0M
-0.51% 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

-14.55%

Ann. -56.72% (Sharpe / Sortino numerator)

Volatility

42.13%

Sharpe ratio

-1.433

VaR 95%

-4.23%

CVaR 95%: -5.03%
Max drawdown: -8.55%
Sortino ratio: -2.256
Calmar ratio: -6.63

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

5.10%

Ann. 29.77% (Sharpe / Sortino numerator)

Volatility

30.53%

Sharpe ratio

0.856

VaR 95%

-3.58%

CVaR 95%: -4.39%
Max drawdown: -14.57%
Sortino ratio: 1.182
Calmar ratio: 2.04

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

25.85%

Ann. 25.99% (Sharpe / Sortino numerator)

Volatility

25.94%

Sharpe ratio

0.862

VaR 95%

-2.42%

CVaR 95%: -3.82%
Max drawdown: -14.57%
Sortino ratio: 1.189
Calmar ratio: 1.78

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

44.30%

Ann. 37.02% (Sharpe / Sortino numerator)

Volatility

23.80%

Sharpe ratio

1.403

VaR 95%

-2.09%

CVaR 95%: -3.47%
Max drawdown: -14.57%
Sortino ratio: 1.886
Calmar ratio: 2.54

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

58.07%

Ann. 14.39% (Sharpe / Sortino numerator)

Volatility

22.09%

Sharpe ratio

0.487

VaR 95%

-2.05%

CVaR 95%: -3.17%
Max drawdown: -24.75%
Sortino ratio: 0.702
Calmar ratio: 0.58

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

64.33%

Ann. 24.61% (Sharpe / Sortino numerator)

Volatility

22.58%

Sharpe ratio

0.931

VaR 95%

-2.01%

CVaR 95%: -3.02%
Max drawdown: -24.75%
Sortino ratio: 1.441
Calmar ratio: 0.99

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.

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

0.163%

Best day

6.913%

08/04/2026
Worst day

-7.073%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $37.74 $37.91 $37.55 $37.55 2,200
17/07/2026 $37.26 $37.84 $37.26 $37.61 5,100
16/07/2026 $38.32 $38.32 $38.13 $38.13 700
15/07/2026 $39.06 $39.58 $39.06 $39.38 4,400
14/07/2026 $39.39 $39.46 $39.34 $39.45 1,100
13/07/2026 $38.69 $38.75 $38.69 $38.75 900
10/07/2026 $40.75 $40.78 $40.66 $40.66 1,200
09/07/2026 $40.34 $40.59 $40.33 $40.33 5,200
08/07/2026 $39.11 $39.49 $38.92 $39.49 4,300
07/07/2026 $39.84 $39.84 $39.48 $39.48 1,100