Summary
KOOL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 31.09% Volatility 18.81% Sharpe 1.18
Official loaded data — not a live quote.

NORTH SHORE EQUITY ROTATION ETF

Symbol: KOOL

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 02/04/2024

Latest date: 03/06/2026

Current price: $14.68

Expense ratio: 0.94%

Assets under management
$58.9M
-0.52% 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

1.79%

Ann. -27.10% (Sharpe / Sortino numerator)

Volatility

21.33%

Sharpe ratio

-1.440

VaR 95%

-2.16%

CVaR 95%: -2.30%
Max drawdown: -6.77%
Sortino ratio: -2.963
Calmar ratio: -4.00

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

9.93%

Ann. 10.27% (Sharpe / Sortino numerator)

Volatility

16.49%

Sharpe ratio

0.403

VaR 95%

-1.56%

CVaR 95%: -1.98%
Max drawdown: -7.24%
Sortino ratio: 0.665
Calmar ratio: 1.42

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

14.65%

Ann. 7.08% (Sharpe / Sortino numerator)

Volatility

14.69%

Sharpe ratio

0.235

VaR 95%

-1.61%

CVaR 95%: -1.94%
Max drawdown: -7.24%
Sortino ratio: 0.362
Calmar ratio: 0.98

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

31.09%

Ann. 25.85% (Sharpe / Sortino numerator)

Volatility

18.81%

Sharpe ratio

1.181

VaR 95%

-1.62%

CVaR 95%: -2.80%
Max drawdown: -7.30%
Sortino ratio: 1.361
Calmar ratio: 3.54

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.

Period total return

47.62%

Ann. 15.13% (Sharpe / Sortino numerator)

Volatility

17.23%

Sharpe ratio

0.668

VaR 95%

-1.69%

CVaR 95%: -2.59%
Max drawdown: -20.46%
Sortino ratio: 0.815
Calmar ratio: 0.74

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.111%

Best day

2.938%

31/03/2026
Worst day

-2.344%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $14.76 $14.76 $14.68 $14.68 2,100
02/06/2026 $14.76 $14.76 $14.76 $14.76 100
01/06/2026 $14.51 $14.67 $14.51 $14.63 19,600
29/05/2026 $14.57 $14.59 $14.57 $14.59 500
28/05/2026 $14.43 $14.63 $14.43 $14.63 400
27/05/2026 $14.52 $14.65 $14.49 $14.58 5,100
26/05/2026 $14.61 $14.70 $14.61 $14.66 3,900
22/05/2026 $14.61 $14.62 $14.55 $14.55 19,800
21/05/2026 $14.48 $14.55 $14.48 $14.49 5,500
20/05/2026 $14.49 $14.49 $14.41 $14.43 13,200