CAMBRIA CHESAPEAKE PURE TREND ETF
Symbol: MFUT
Exchange: BATS
Sector: Technology
Category: Systematic Trend
Inception date: 28/05/2024
Latest date: 20/07/2026
Current price: $19.02
Expense ratio: 1.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.40%
Ann. -12.46% (Sharpe / Sortino numerator)
Volatility
17.18%
Sharpe ratio
-0.936
VaR 95%
-2.06%
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
3.09%
Ann. 40.12% (Sharpe / Sortino numerator)
Volatility
22.93%
Sharpe ratio
1.591
VaR 95%
-2.53%
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
8.79%
Ann. 35.52% (Sharpe / Sortino numerator)
Volatility
18.59%
Sharpe ratio
1.715
VaR 95%
-1.44%
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
28.18%
Ann. 15.39% (Sharpe / Sortino numerator)
Volatility
15.40%
Sharpe ratio
0.763
VaR 95%
-1.30%
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
-0.23%
Ann. -2.13% (Sharpe / Sortino numerator)
Volatility
13.51%
Sharpe ratio
-0.424
VaR 95%
-1.35%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.104%
Best day
2.865%
Worst day
-5.977%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $19.04 | $19.09 | $18.90 | $19.02 | 4,100 |
| 17/07/2026 | $18.80 | $19.05 | $18.80 | $18.99 | 6,100 |
| 16/07/2026 | $18.79 | $18.83 | $18.77 | $18.83 | 1,900 |
| 15/07/2026 | $19.02 | $19.02 | $18.90 | $18.98 | 2,800 |
| 14/07/2026 | $19.20 | $19.23 | $19.07 | $19.11 | 5,200 |
| 13/07/2026 | $18.77 | $18.97 | $18.77 | $18.97 | 4,400 |
| 10/07/2026 | $18.75 | $18.80 | $18.69 | $18.80 | 1,300 |
| 09/07/2026 | $18.91 | $18.91 | $18.82 | $18.82 | 500 |
| 08/07/2026 | $18.60 | $18.77 | $18.60 | $18.77 | 1,400 |
| 07/07/2026 | $18.54 | $18.66 | $18.48 | $18.61 | 6,900 |