Summary
LIMI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 36.60% Volatility 45.29% Sharpe 2.57
Official loaded data — not a live quote.

THEMES LITHIUM & BATTERY METAL MINERS ETF

Symbol: LIMI

Exchange: BATS

Sector: Basic_Materials

Category: Natural Resources

Inception date: 23/09/2024

Latest date: 20/07/2026

Current price: $38.29

Expense ratio: 0.35%

Assets under management
$2.4M
0.00% 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

-28.32%

Ann. -63.22% (Sharpe / Sortino numerator)

Volatility

48.60%

Sharpe ratio

-1.375

VaR 95%

-4.43%

CVaR 95%: -6.69%
Max drawdown: -14.53%
Sortino ratio: -1.799
Calmar ratio: -4.35

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

-33.84%

Ann. 1.42% (Sharpe / Sortino numerator)

Volatility

45.35%

Sharpe ratio

-0.049

VaR 95%

-4.65%

CVaR 95%: -6.78%
Max drawdown: -23.00%
Sortino ratio: -0.062
Calmar ratio: 0.06

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

-26.51%

Ann. 65.79% (Sharpe / Sortino numerator)

Volatility

43.89%

Sharpe ratio

1.416

VaR 95%

-4.61%

CVaR 95%: -6.24%
Max drawdown: -23.00%
Sortino ratio: 2.024
Calmar ratio: 2.86

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

36.60%

Ann. 119.81% (Sharpe / Sortino numerator)

Volatility

45.29%

Sharpe ratio

2.566

VaR 95%

-4.66%

CVaR 95%: -6.41%
Max drawdown: -23.00%
Sortino ratio: 3.768
Calmar ratio: 5.21

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

55.01%

Ann. 79.36% (Sharpe / Sortino numerator)

Volatility

41.84%

Sharpe ratio

1.811

VaR 95%

-3.92%

CVaR 95%: -5.68%
Max drawdown: -43.77%
Sortino ratio: 2.806
Calmar ratio: 1.81

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.166%

Best day

9.914%

11/08/2025
Worst day

-8.558%

03/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $38.29 $38.29 $38.29 $38.29 100
17/07/2026 $40.06 $40.06 $40.06 $40.06 100
16/07/2026 $40.82 $40.82 $40.82 $40.82 100
15/07/2026 $42.24 $42.24 $42.24 $42.24 200
14/07/2026 $42.55 $42.55 $42.55 $42.55 200
13/07/2026 $41.30 $41.30 $41.30 $41.30 100
10/07/2026 $43.19 $43.19 $43.19 $43.19 100
09/07/2026 $43.01 $43.69 $43.01 $43.66 400
08/07/2026 $43.88 $44.24 $43.88 $44.24 2,000
07/07/2026 $46.76 $46.76 $46.45 $46.45 300