Summary
HFSP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -23.99% Volatility 27.48% Sharpe -0.75
Official loaded data — not a live quote.

TRADERSAI LARGE CAP EQUITY & CASH ETF

Symbol: HFSP

Exchange: NASDAQ

Sector: Technology

Category: Long-Short Equity

Inception date: 22/10/2024

Latest date: 20/07/2026

Current price: $13.59

Expense ratio: 1.25%

Assets under management
$704,822
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

-2.65%

Ann. 9.51% (Sharpe / Sortino numerator)

Volatility

17.25%

Sharpe ratio

0.341

VaR 95%

-1.16%

CVaR 95%: -2.34%
Max drawdown: -6.66%
Sortino ratio: 0.357
Calmar ratio: 1.43

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

-6.76%

Ann. -6.69% (Sharpe / Sortino numerator)

Volatility

19.19%

Sharpe ratio

-0.538

VaR 95%

-2.28%

CVaR 95%: -3.02%
Max drawdown: -6.67%
Sortino ratio: -0.661
Calmar ratio: -1.00

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

-12.44%

Ann. -27.31% (Sharpe / Sortino numerator)

Volatility

19.85%

Sharpe ratio

-1.559

VaR 95%

-2.84%

CVaR 95%: -3.37%
Max drawdown: -16.13%
Sortino ratio: -1.873
Calmar ratio: -1.69

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

-23.99%

Ann. -16.99% (Sharpe / Sortino numerator)

Volatility

27.48%

Sharpe ratio

-0.751

VaR 95%

-3.17%

CVaR 95%: -4.25%
Max drawdown: -21.88%
Sortino ratio: -0.906
Calmar ratio: -0.78

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

-31.44%

Ann. -18.27% (Sharpe / Sortino numerator)

Volatility

24.52%

Sharpe ratio

-0.893

VaR 95%

-2.87%

CVaR 95%: -4.07%
Max drawdown: -33.58%
Sortino ratio: -1.018
Calmar ratio: -0.54

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

-0.104%

Best day

3.324%

22/01/2026
Worst day

-4.137%

20/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $13.59 $13.59 $13.59 $13.59 100
17/07/2026 $13.90 $13.90 $13.90 $13.90 100
16/07/2026 $13.85 $13.85 $13.85 $13.85 100
15/07/2026 $13.84 $13.84 $13.84 $13.84 100
14/07/2026 $13.79 $13.79 $13.79 $13.79 100
13/07/2026 $13.72 $13.72 $13.72 $13.72 100
10/07/2026 $13.69 $13.69 $13.69 $13.69 300
09/07/2026 $13.77 $13.77 $13.77 $13.77 100
08/07/2026 $13.87 $13.87 $13.87 $13.87 100
07/07/2026 $13.89 $13.89 $13.89 $13.89 100