Summary
MARU
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 11.00% 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: 15/10/2026

Current price: $30.28

Expense ratio: 0.74%

Assets under management
$35.2M
-0.07% 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

1.76%

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

1.38%

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

7.35%

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

11.00%

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.

Period total return

22.73%

Ann. 13.82% (Sharpe / Sortino numerator)

Volatility

11.63%

Sharpe ratio

0.855

VaR 95%

-1.13%

CVaR 95%: -1.62%
Max drawdown: -8.48%
Sortino ratio: 1.197
Calmar ratio: 1.63

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

0.044%

Best day

2.051%

29/06/2026
Worst day

-2.077%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $30.30 $30.30 $30.28 $30.28 1,300
14/10/2026 $30.16 $30.16 $30.16 $30.16 100
13/10/2026 $30.45 $30.49 $30.45 $30.49 300
12/10/2026 $30.48 $30.48 $30.48 $30.48 100
09/10/2026 $30.41 $30.52 $30.41 $30.52 800
08/10/2026 $30.46 $30.46 $30.35 $30.35 1,000
07/10/2026 $30.45 $30.47 $30.45 $30.47 100
06/10/2026 $30.54 $30.54 $30.54 $30.54 100
05/10/2026 $30.35 $30.35 $30.35 $30.35 100
02/10/2026 $30.27 $30.27 $30.18 $30.20 2,100