Summary
LFSC
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 78.19% 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: 16/07/2026

Current price: $44.91

Expense ratio: 0.54%

Assets under management
$121.9M
-2.26% 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

11.09%

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

19.81%

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

25.00%

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

78.19%

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

80.41%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.244%

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
16/07/2026 $45.95 $46.10 $44.77 $44.91 5,300
15/07/2026 $45.45 $46.45 $45.45 $46.21 1,700
14/07/2026 $45.32 $45.83 $45.32 $45.63 1,800
13/07/2026 $46.29 $46.38 $45.08 $45.19 27,000
10/07/2026 $47.68 $47.68 $45.71 $46.29 5,000
09/07/2026 $46.77 $47.42 $46.75 $47.38 18,800
08/07/2026 $46.86 $46.86 $45.70 $46.56 3,400
07/07/2026 $46.44 $47.21 $46.44 $46.91 14,500
06/07/2026 $46.46 $46.76 $46.13 $46.38 7,300
02/07/2026 $45.72 $46.19 $45.59 $46.14 11,100