Summary
FMCE
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 28/05/2026
Return 9.82% Volatility 12.35% Sharpe 0.71
Official loaded data — not a live quote.

FM COMPOUNDERS EQUITY ETF

Symbol: FMCE

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 08/11/2024

Latest date: 20/07/2026

Current price: $28.09

Expense ratio: 0.71%

Assets under management
$69.4M
0.00% 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

-0.95%

Ann. 44.49% (Sharpe / Sortino numerator)

Volatility

10.37%

Sharpe ratio

3.941

VaR 95%

-0.70%

CVaR 95%: -0.89%
Max drawdown: -2.19%
Sortino ratio: 8.226
Calmar ratio: 20.35

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.

Period total return

5.24%

Ann. 30.66% (Sharpe / Sortino numerator)

Volatility

14.68%

Sharpe ratio

1.841

VaR 95%

-1.44%

CVaR 95%: -1.67%
Max drawdown: -7.12%
Sortino ratio: 3.078
Calmar ratio: 4.30

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

5.48%

Ann. 14.78% (Sharpe / Sortino numerator)

Volatility

13.79%

Sharpe ratio

0.809

VaR 95%

-1.44%

CVaR 95%: -1.68%
Max drawdown: -10.77%
Sortino ratio: 1.316
Calmar ratio: 1.37

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

9.82%

Ann. 12.43% (Sharpe / Sortino numerator)

Volatility

12.35%

Sharpe ratio

0.712

VaR 95%

-1.23%

CVaR 95%: -1.59%
Max drawdown: -10.77%
Sortino ratio: 1.173
Calmar ratio: 1.15

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

16.36%

Ann. 10.43% (Sharpe / Sortino numerator)

Volatility

14.30%

Sharpe ratio

0.472

VaR 95%

-1.39%

CVaR 95%: -1.98%
Max drawdown: -11.69%
Sortino ratio: 0.669
Calmar ratio: 0.89

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.

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

0.041%

Best day

2.578%

08/04/2026
Worst day

-2.08%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $28.09 $28.09 $28.09 $28.09 100
17/07/2026 $28.21 $28.21 $28.21 $28.21 100
16/07/2026 $28.42 $28.42 $28.42 $28.42 100
15/07/2026 $28.41 $28.41 $28.41 $28.41 100
14/07/2026 $28.40 $28.40 $28.40 $28.40 100
13/07/2026 $28.39 $28.39 $28.39 $28.39 100
10/07/2026 $28.57 $28.57 $28.55 $28.55 400
09/07/2026 $28.46 $28.46 $28.46 $28.46 100
08/07/2026 $28.25 $28.25 $28.25 $28.25 100
07/07/2026 $28.63 $28.63 $28.63 $28.63 100