FRANKLIN GENOMIC ADVANCEMENTS ETF
Symbol: HELX
Exchange: BATS
Sector: Healthcare
Category: Health
Inception date: 25/02/2020
Latest date: 15/10/2026
Current price: $42.59
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.82%
Ann. -19.25% (Sharpe / Sortino numerator)
Volatility
29.20%
Sharpe ratio
-0.784
VaR 95%
-3.23%
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
7.23%
Ann. -29.83% (Sharpe / Sortino numerator)
Volatility
24.06%
Sharpe ratio
-1.391
VaR 95%
-2.25%
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
23.57%
Ann. 9.78% (Sharpe / Sortino numerator)
Volatility
21.49%
Sharpe ratio
0.286
VaR 95%
-2.01%
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
29.05%
Ann. 24.26% (Sharpe / Sortino numerator)
Volatility
24.05%
Sharpe ratio
0.858
VaR 95%
-2.12%
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
32.57%
Ann. 2.35% (Sharpe / Sortino numerator)
Volatility
21.94%
Sharpe ratio
-0.058
VaR 95%
-2.12%
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
54.12%
Ann. 3.39% (Sharpe / Sortino numerator)
Volatility
20.41%
Sharpe ratio
-0.012
VaR 95%
-2.04%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.113%
Best day
4.575%
Worst day
-4.885%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $41.72 | $42.85 | $41.72 | $42.59 | 1,300 |
| 14/10/2026 | $42.17 | $42.17 | $41.95 | $41.95 | 1,500 |
| 13/10/2026 | $41.51 | $41.87 | $41.51 | $41.68 | 2,300 |
| 12/10/2026 | $42.53 | $42.53 | $41.91 | $42.30 | 2,600 |
| 09/10/2026 | $42.26 | $42.85 | $42.26 | $42.64 | 131,000 |
| 08/10/2026 | $41.85 | $41.85 | $41.85 | $41.85 | 200 |
| 07/10/2026 | $42.78 | $42.78 | $42.42 | $42.42 | 700 |
| 06/10/2026 | $45.58 | $45.58 | $42.95 | $42.99 | 3,000 |
| 05/10/2026 | $45.20 | $45.20 | $45.20 | $45.20 | 500 |
| 02/10/2026 | $43.69 | $43.87 | $43.60 | $43.79 | 3,800 |