Summary
EZET
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -44.75% Volatility 75.63% Sharpe 0.05
Official loaded data — not a live quote.

Franklin Ethereum Trust

Symbol: EZET

Exchange: BATS

Sector: N/A

Category: Digital Assets

Inception date: N/A

Latest date: 16/07/2026

Current price: $14.21

Expense ratio: 0.19%

Assets under management
N/A
-0.42% 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

4.41%

Ann. 15.13% (Sharpe / Sortino numerator)

Volatility

65.21%

Sharpe ratio

0.176

VaR 95%

-5.90%

CVaR 95%: -6.02%
Max drawdown: -14.70%
Sortino ratio: 0.346
Calmar ratio: 1.03

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

-20.57%

Ann. -81.39% (Sharpe / Sortino numerator)

Volatility

78.81%

Sharpe ratio

-1.079

VaR 95%

-7.21%

CVaR 95%: -11.43%
Max drawdown: -45.15%
Sortino ratio: -1.537
Calmar ratio: -1.80

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

-43.10%

Ann. -79.27% (Sharpe / Sortino numerator)

Volatility

75.68%

Sharpe ratio

-1.095

VaR 95%

-7.99%

CVaR 95%: -10.76%
Max drawdown: -60.77%
Sortino ratio: -1.687
Calmar ratio: -1.30

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

-44.75%

Ann. 7.74% (Sharpe / Sortino numerator)

Volatility

75.63%

Sharpe ratio

0.054

VaR 95%

-7.07%

CVaR 95%: -10.02%
Max drawdown: -61.68%
Sortino ratio: 0.088
Calmar ratio: 0.13

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

-46.05%

Ann. -19.76% (Sharpe / Sortino numerator)

Volatility

74.12%

Sharpe ratio

-0.315

VaR 95%

-6.67%

CVaR 95%: -10.48%
Max drawdown: -64.05%
Sortino ratio: -0.461
Calmar ratio: -0.31

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.146%

Best day

14.562%

22/08/2025
Worst day

-13.855%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $14.27 $14.31 $14.13 $14.21 20,600
15/07/2026 $14.68 $14.69 $14.46 $14.57 46,800
14/07/2026 $14.21 $14.25 $14.10 $14.22 85,500
13/07/2026 $13.42 $13.52 $13.27 $13.45 30,800
10/07/2026 $13.61 $13.64 $13.45 $13.58 12,900
09/07/2026 $13.18 $13.28 $13.12 $13.25 37,800
08/07/2026 $13.16 $13.21 $12.97 $13.18 45,500
07/07/2026 $13.38 $13.71 $13.34 $13.57 51,800
06/07/2026 $13.14 $13.66 $13.13 $13.57 68,600
02/07/2026 $12.81 $12.96 $12.80 $12.89 21,900