Summary
LFSC
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 34.70% Volatility 25.83% Sharpe 2.69
Official loaded data — not a live quote.

F/M EMERALD LIFE SCIENCES INNOVATION ETF

Symbol: LFSC

Exchange: NASDAQ

Sector: Healthcare

Category: Health

Inception date: 30/10/2024

Latest date: 15/10/2026

Current price: $41.51

Expense ratio: 0.54%

Assets under management
$123.3M
0.22% 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

-8.39%

Ann. 108.77% (Sharpe / Sortino numerator)

Volatility

24.53%

Sharpe ratio

4.286

VaR 95%

-1.79%

CVaR 95%: -2.58%
Max drawdown: -6.65%
Sortino ratio: 6.475
Calmar ratio: 16.36

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

-10.17%

Ann. 39.47% (Sharpe / Sortino numerator)

Volatility

28.91%

Sharpe ratio

1.240

VaR 95%

-2.49%

CVaR 95%: -3.04%
Max drawdown: -9.29%
Sortino ratio: 2.290
Calmar ratio: 4.25

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

9.41%

Ann. 8.31% (Sharpe / Sortino numerator)

Volatility

26.08%

Sharpe ratio

0.179

VaR 95%

-2.48%

CVaR 95%: -2.98%
Max drawdown: -16.24%
Sortino ratio: 0.326
Calmar ratio: 0.51

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.

Period total return

34.70%

Ann. 73.10% (Sharpe / Sortino numerator)

Volatility

25.83%

Sharpe ratio

2.690

VaR 95%

-2.18%

CVaR 95%: -2.95%
Max drawdown: -16.24%
Sortino ratio: 4.880
Calmar ratio: 4.50

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

66.77%

Ann. 41.89% (Sharpe / Sortino numerator)

Volatility

28.74%

Sharpe ratio

1.330

VaR 95%

-2.86%

CVaR 95%: -3.87%
Max drawdown: -29.74%
Sortino ratio: 2.034
Calmar ratio: 1.41

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.133%

Best day

6.505%

10/11/2025
Worst day

-4.348%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $41.42 $41.53 $41.40 $41.51 1,400
14/10/2026 $41.32 $41.32 $40.63 $40.75 1,600
13/10/2026 $41.51 $41.51 $40.95 $40.95 1,600
12/10/2026 $42.58 $42.58 $41.97 $42.03 1,100
09/10/2026 $42.52 $42.68 $42.52 $42.61 600
08/10/2026 $41.10 $41.67 $41.01 $41.67 1,900
07/10/2026 $42.06 $42.06 $41.84 $41.84 500
06/10/2026 $43.72 $43.72 $42.11 $42.11 2,400
05/10/2026 $43.38 $43.94 $43.38 $43.94 600
02/10/2026 $43.77 $43.93 $43.20 $43.40 2,400