Summary
FRDM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 97.45% 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: 03/06/2026

Current price: $73.83

Expense ratio: 0.49%

Assets under management
$3.0B
-1.30% 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

17.06%

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

29.58%

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

53.16%

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

97.45%

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

123.45%

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

157.15%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.283%

Best day

6.556%

08/04/2026
Worst day

-6.335%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $74.80 $74.80 $73.06 $73.83 347,900
02/06/2026 $74.63 $74.86 $73.73 $74.80 606,200
01/06/2026 $73.45 $74.50 $72.59 $74.17 396,800
29/05/2026 $73.12 $73.12 $72.25 $72.52 284,200
28/05/2026 $71.85 $72.97 $71.23 $72.80 755,200
27/05/2026 $73.10 $73.10 $71.48 $72.23 394,400
26/05/2026 $71.15 $71.64 $69.25 $71.48 397,500
22/05/2026 $68.00 $68.17 $67.52 $67.52 270,200
21/05/2026 $66.99 $68.24 $66.80 $67.98 215,800
20/05/2026 $65.15 $66.80 $65.07 $66.67 328,700