HULL TACTICAL US ETF
Symbol: HTUS
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 24/06/2015
Latest date: 20/07/2026
Current price: $43.64
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
-0.32%
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
5.23%
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
10.87%
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
20.20%
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
37.25%
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
69.72%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.077%
Best day
3.723%
Worst day
-2.017%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $43.78 | $43.84 | $43.60 | $43.64 | 13,100 |
| 17/07/2026 | $43.64 | $43.95 | $43.64 | $43.77 | 42,100 |
| 16/07/2026 | $44.38 | $44.38 | $44.10 | $44.11 | 6,500 |
| 15/07/2026 | $44.48 | $44.48 | $44.11 | $44.27 | 5,900 |
| 14/07/2026 | $44.10 | $44.22 | $44.03 | $44.17 | 21,800 |
| 13/07/2026 | $44.24 | $44.27 | $44.01 | $44.03 | 4,700 |
| 10/07/2026 | $44.23 | $44.40 | $44.12 | $44.37 | 8,400 |
| 09/07/2026 | $43.94 | $44.20 | $43.94 | $44.14 | 8,000 |
| 08/07/2026 | $43.65 | $43.82 | $43.60 | $43.82 | 6,100 |
| 07/07/2026 | $43.91 | $44.04 | $43.90 | $43.94 | 5,200 |