Summary
FRDM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 61.22% Volatility 23.69% Sharpe 2.38
Official loaded data — not a live quote.

FREEDOM 100 EMERGING MARKETS ETF

Symbol: FRDM

Exchange: BATS

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 22/05/2019

Latest date: 20/07/2026

Current price: $64.47

Expense ratio: 0.49%

Assets under management
$3.6B
-1.04% 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

-14.99%

Ann. -67.53% (Sharpe / Sortino numerator)

Volatility

44.33%

Sharpe ratio

-1.605

VaR 95%

-4.20%

CVaR 95%: -5.39%
Max drawdown: -9.80%
Sortino ratio: -2.442
Calmar ratio: -6.89

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.

Period total return

3.36%

Ann. 20.95% (Sharpe / Sortino numerator)

Volatility

32.25%

Sharpe ratio

0.537

VaR 95%

-3.82%

CVaR 95%: -4.62%
Max drawdown: -17.22%
Sortino ratio: 0.712
Calmar ratio: 1.22

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

18.24%

Ann. 52.87% (Sharpe / Sortino numerator)

Volatility

26.16%

Sharpe ratio

1.882

VaR 95%

-2.86%

CVaR 95%: -4.05%
Max drawdown: -17.22%
Sortino ratio: 2.336
Calmar ratio: 3.07

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

61.22%

Ann. 60.04% (Sharpe / Sortino numerator)

Volatility

23.69%

Sharpe ratio

2.381

VaR 95%

-2.16%

CVaR 95%: -3.61%
Max drawdown: -17.22%
Sortino ratio: 2.957
Calmar ratio: 3.49

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

91.72%

Ann. 31.06% (Sharpe / Sortino numerator)

Volatility

21.49%

Sharpe ratio

1.276

VaR 95%

-2.11%

CVaR 95%: -3.19%
Max drawdown: -17.22%
Sortino ratio: 1.687
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

114.36%

Ann. 26.63% (Sharpe / Sortino numerator)

Volatility

19.87%

Sharpe ratio

1.157

VaR 95%

-1.86%

CVaR 95%: -2.84%
Max drawdown: -17.22%
Sortino ratio: 1.597
Calmar ratio: 1.55

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

0.209%

Best day

6.556%

08/04/2026
Worst day

-8.173%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $65.15 $65.57 $64.21 $64.47 401,700
17/07/2026 $64.18 $65.67 $63.03 $64.78 447,000
16/07/2026 $65.84 $66.15 $65.02 $65.31 259,600
15/07/2026 $68.38 $68.44 $66.25 $67.32 294,500
14/07/2026 $67.44 $68.22 $67.16 $68.05 200,200
13/07/2026 $68.25 $68.25 $66.08 $66.20 311,800
10/07/2026 $69.61 $70.22 $68.53 $69.76 185,100
09/07/2026 $69.70 $70.16 $69.19 $69.77 312,700
08/07/2026 $67.58 $68.76 $67.20 $68.54 274,000
07/07/2026 $69.54 $69.54 $68.00 $68.64 173,300