Summary
MFUS
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 28.04% Volatility 15.85% Sharpe 0.89
Official loaded data — not a live quote.

PIMCO RAFI DYNAMIC MULTI-FACTOR U.S. EQUITY ETF

Symbol: MFUS

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 31/08/2017

Latest date: 03/06/2026

Current price: $65.60

Expense ratio: 0.29%

Assets under management
$251.2M
-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

5.72%

Ann. -34.58% (Sharpe / Sortino numerator)

Volatility

15.23%

Sharpe ratio

-2.509

VaR 95%

-1.26%

CVaR 95%: -1.44%
Max drawdown: -5.68%
Sortino ratio: -4.577
Calmar ratio: -6.09

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. 11.60% (Sharpe / Sortino numerator)

Volatility

12.85%

Sharpe ratio

0.621

VaR 95%

-1.25%

CVaR 95%: -1.41%
Max drawdown: -6.79%
Sortino ratio: 0.999
Calmar ratio: 1.71

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

16.58%

Ann. 10.11% (Sharpe / Sortino numerator)

Volatility

11.89%

Sharpe ratio

0.545

VaR 95%

-1.24%

CVaR 95%: -1.48%
Max drawdown: -6.79%
Sortino ratio: 0.850
Calmar ratio: 1.49

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

28.04%

Ann. 17.69% (Sharpe / Sortino numerator)

Volatility

15.85%

Sharpe ratio

0.887

VaR 95%

-1.26%

CVaR 95%: -2.23%
Max drawdown: -7.88%
Sortino ratio: 1.106
Calmar ratio: 2.25

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

45.88%

Ann. 13.90% (Sharpe / Sortino numerator)

Volatility

14.20%

Sharpe ratio

0.723

VaR 95%

-1.29%

CVaR 95%: -1.99%
Max drawdown: -15.39%
Sortino ratio: 0.956
Calmar ratio: 0.90

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

82.77%

Ann. 17.35% (Sharpe / Sortino numerator)

Volatility

13.36%

Sharpe ratio

1.027

VaR 95%

-1.25%

CVaR 95%: -1.82%
Max drawdown: -15.39%
Sortino ratio: 1.424
Calmar ratio: 1.13

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

0.101%

Best day

2.468%

08/04/2026
Worst day

-2.03%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $65.60 $65.77 $65.60 $65.60 4,300
02/06/2026 $65.25 $65.62 $65.21 $65.58 7,100
01/06/2026 $64.59 $65.07 $64.59 $64.94 6,900
29/05/2026 $65.30 $65.30 $64.96 $64.99 9,200
28/05/2026 $64.67 $65.14 $64.67 $65.08 6,800
27/05/2026 $65.00 $65.00 $64.81 $64.83 6,900
26/05/2026 $64.93 $64.97 $64.81 $64.89 5,000
22/05/2026 $64.30 $64.58 $64.30 $64.45 2,800
21/05/2026 $63.37 $63.90 $63.37 $63.89 13,700
20/05/2026 $63.31 $63.55 $63.31 $63.54 7,200