GADSDEN DYNAMIC MULTI-ASSET ETF
Symbol: GDMA
Exchange: BATS
Sector: Technology
Category: Global Moderately Conservative Allocation
Inception date: 14/11/2018
Latest date: 20/07/2026
Current price: $41.65
Expense ratio: 0.75%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-5.43%
Ann. -38.68% (Sharpe / Sortino numerator)
Volatility
13.49%
Sharpe ratio
-3.136
VaR 95%
-1.31%
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.
Period total return
-0.43%
Ann. 19.29% (Sharpe / Sortino numerator)
Volatility
13.70%
Sharpe ratio
1.143
VaR 95%
-1.27%
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
0.87%
Ann. 14.59% (Sharpe / Sortino numerator)
Volatility
13.95%
Sharpe ratio
0.785
VaR 95%
-1.26%
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
20.69%
Ann. 30.47% (Sharpe / Sortino numerator)
Volatility
12.17%
Sharpe ratio
2.204
VaR 95%
-1.10%
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
38.62%
Ann. 17.78% (Sharpe / Sortino numerator)
Volatility
10.72%
Sharpe ratio
1.319
VaR 95%
-1.01%
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
53.84%
Ann. 14.93% (Sharpe / Sortino numerator)
Volatility
9.09%
Sharpe ratio
1.242
VaR 95%
-0.84%
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.
Average daily return
0.08%
Best day
2.855%
Worst day
-4.495%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $42.05 | $42.05 | $41.56 | $41.65 | 7,000 |
| 17/07/2026 | $41.25 | $41.51 | $41.25 | $41.45 | 10,700 |
| 16/07/2026 | $41.87 | $41.87 | $41.66 | $41.66 | 7,500 |
| 15/07/2026 | $41.99 | $42.01 | $41.73 | $41.83 | 9,800 |
| 14/07/2026 | $41.71 | $41.75 | $41.30 | $41.73 | 10,900 |
| 13/07/2026 | $41.63 | $41.71 | $41.56 | $41.60 | 9,600 |
| 10/07/2026 | $42.40 | $42.40 | $41.75 | $41.82 | 14,600 |
| 09/07/2026 | $41.85 | $42.03 | $41.85 | $41.89 | 12,800 |
| 08/07/2026 | $41.43 | $41.50 | $41.32 | $41.50 | 2,200 |
| 07/07/2026 | $41.41 | $41.54 | $41.33 | $41.41 | 3,100 |