Summary
MARU
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 19.61% Volatility 9.85% Sharpe 1.72
Official loaded data — not a live quote.

T-REX 2X LONG MARA DAILY TARGET ETF

Symbol: MARU

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/02/2025

Latest date: 03/06/2026

Current price: $29.95

Expense ratio: 0.74%

Assets under management
$31.6M
-0.19% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

4.24%

Ann. 71.54% (Sharpe / Sortino numerator)

Volatility

8.80%

Sharpe ratio

7.715

VaR 95%

-0.57%

CVaR 95%: -0.81%
Max drawdown: -1.77%
Sortino ratio: 13.477
Calmar ratio: 40.40

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

8.55%

Ann. 35.17% (Sharpe / Sortino numerator)

Volatility

10.07%

Sharpe ratio

3.132

VaR 95%

-0.99%

CVaR 95%: -1.01%
Max drawdown: -5.00%
Sortino ratio: 5.672
Calmar ratio: 7.04

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

7.09%

Ann. 16.30% (Sharpe / Sortino numerator)

Volatility

10.64%

Sharpe ratio

1.191

VaR 95%

-1.05%

CVaR 95%: -1.37%
Max drawdown: -6.56%
Sortino ratio: 1.751
Calmar ratio: 2.48

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

19.61%

Ann. 20.57% (Sharpe / Sortino numerator)

Volatility

9.85%

Sharpe ratio

1.719

VaR 95%

-1.02%

CVaR 95%: -1.37%
Max drawdown: -6.56%
Sortino ratio: 2.403
Calmar ratio: 3.13

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

0.073%

Best day

1.948%

06/02/2026
Worst day

-2.145%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $30.01 $30.01 $29.95 $29.95 1,300
02/06/2026 $30.11 $30.11 $30.11 $30.11 100
01/06/2026 $30.01 $30.06 $30.01 $30.06 200
29/05/2026 $30.00 $30.00 $30.00 $30.00 0
28/05/2026 $29.94 $29.94 $29.94 $29.94 0
27/05/2026 $29.89 $29.89 $29.81 $29.81 300
26/05/2026 $29.80 $29.80 $29.80 $29.80 0
22/05/2026 $29.65 $29.71 $29.64 $29.64 800
21/05/2026 $29.37 $29.52 $29.37 $29.52 400
20/05/2026 $29.50 $29.50 $29.50 $29.50 0