HULL TACTICAL US ETF
Symbol: HTUS
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 24/06/2015
Latest date: 15/10/2026
Current price: $46.03
Expense ratio: 0.96%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.09%
Ann. -36.29% (Sharpe / Sortino numerator)
Volatility
21.10%
Sharpe ratio
-1.892
VaR 95%
-1.90%
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
3.97%
Ann. -13.31% (Sharpe / Sortino numerator)
Volatility
14.93%
Sharpe ratio
-1.135
VaR 95%
-1.65%
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
12.05%
Ann. 0.98% (Sharpe / Sortino numerator)
Volatility
13.12%
Sharpe ratio
-0.202
VaR 95%
-1.60%
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
20.87%
Ann. 17.06% (Sharpe / Sortino numerator)
Volatility
21.53%
Sharpe ratio
0.624
VaR 95%
-1.64%
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
36.17%
Ann. 12.81% (Sharpe / Sortino numerator)
Volatility
18.01%
Sharpe ratio
0.510
VaR 95%
-1.52%
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
90.31%
Ann. 19.07% (Sharpe / Sortino numerator)
Volatility
17.22%
Sharpe ratio
0.897
VaR 95%
-1.51%
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
0.079%
Best day
3.723%
Worst day
-2.017%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $46.14 | $46.14 | $45.81 | $46.03 | 34,000 |
| 14/10/2026 | $46.14 | $46.14 | $45.88 | $45.93 | 7,500 |
| 13/10/2026 | $46.29 | $46.37 | $46.26 | $46.36 | 11,200 |
| 12/10/2026 | $46.44 | $46.44 | $46.29 | $46.33 | 6,600 |
| 09/10/2026 | $46.22 | $46.40 | $46.22 | $46.35 | 8,600 |
| 08/10/2026 | $46.14 | $46.26 | $45.96 | $46.09 | 14,200 |
| 07/10/2026 | $46.18 | $46.35 | $46.13 | $46.32 | 5,600 |
| 06/10/2026 | $46.38 | $46.56 | $46.36 | $46.40 | 10,300 |
| 05/10/2026 | $46.04 | $46.25 | $46.01 | $46.15 | 11,900 |
| 02/10/2026 | $45.91 | $45.99 | $45.74 | $45.85 | 10,100 |