Summary
MFUT
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 28.18% Volatility 15.40% Sharpe 0.76
Official loaded data — not a live quote.

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%

Assets under management
$39.2M
-0.11% 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

-0.40%

Ann. -12.46% (Sharpe / Sortino numerator)

Volatility

17.18%

Sharpe ratio

-0.936

VaR 95%

-2.06%

CVaR 95%: -2.34%
Max drawdown: -5.61%
Sortino ratio: -1.287
Calmar ratio: -2.22

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%

CVaR 95%: -3.90%
Max drawdown: -9.24%
Sortino ratio: 1.573
Calmar ratio: 4.34

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%

CVaR 95%: -3.00%
Max drawdown: -9.24%
Sortino ratio: 1.845
Calmar ratio: 3.85

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%

CVaR 95%: -2.60%
Max drawdown: -9.24%
Sortino ratio: 0.827
Calmar ratio: 1.67

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%

CVaR 95%: -2.24%
Max drawdown: -29.25%
Sortino ratio: -0.484
Calmar ratio: -0.07

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

0.104%

Best day

2.865%

10/11/2025
Worst day

-5.977%

30/01/2026
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