Summary
ESN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 23.12% Volatility 14.55% Sharpe 0.87
Official loaded data — not a live quote.

ESSENTIAL 40 STOCK ETF

Symbol: ESN

Exchange: NASDAQ

Sector: Technology

Category: Large Value

Inception date: 11/06/2014

Latest date: 20/07/2026

Current price: $19.75

Expense ratio: 0.70%

Assets under management
$296.8M
-0.95% 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

0.92%

Ann. -32.57% (Sharpe / Sortino numerator)

Volatility

12.51%

Sharpe ratio

-2.895

VaR 95%

-1.28%

CVaR 95%: -1.34%
Max drawdown: -5.98%
Sortino ratio: -5.047
Calmar ratio: -5.44

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

7.69%

Ann. 12.28% (Sharpe / Sortino numerator)

Volatility

11.20%

Sharpe ratio

0.773

VaR 95%

-1.11%

CVaR 95%: -1.24%
Max drawdown: -6.42%
Sortino ratio: 1.340
Calmar ratio: 1.91

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

11.83%

Ann. 8.02% (Sharpe / Sortino numerator)

Volatility

10.63%

Sharpe ratio

0.413

VaR 95%

-1.13%

CVaR 95%: -1.31%
Max drawdown: -6.42%
Sortino ratio: 0.662
Calmar ratio: 1.25

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

23.12%

Ann. 16.23% (Sharpe / Sortino numerator)

Volatility

14.55%

Sharpe ratio

0.866

VaR 95%

-1.15%

CVaR 95%: -1.97%
Max drawdown: -7.66%
Sortino ratio: 1.089
Calmar ratio: 2.12

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

30.10%

Ann. 17.60% (Sharpe / Sortino numerator)

Volatility

13.30%

Sharpe ratio

1.050

VaR 95%

-1.11%

CVaR 95%: -1.79%
Max drawdown: -13.60%
Sortino ratio: 1.388
Calmar ratio: 1.29

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

0.085%

Best day

1.897%

31/03/2026
Worst day

-1.718%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $19.94 $19.94 $19.74 $19.75 28,500
17/07/2026 $19.65 $19.97 $19.65 $19.82 53,400
16/07/2026 $19.93 $19.97 $19.83 $19.88 49,000
15/07/2026 $19.88 $19.98 $19.81 $19.82 47,000
14/07/2026 $19.87 $19.91 $19.81 $19.87 76,100
13/07/2026 $19.93 $19.93 $19.86 $19.87 78,500
10/07/2026 $19.84 $19.86 $19.77 $19.85 19,900
09/07/2026 $19.79 $19.85 $19.78 $19.82 59,300
08/07/2026 $19.83 $19.86 $19.72 $19.78 75,500
07/07/2026 $20.15 $20.15 $19.97 $19.99 60,600