Summary
MJ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 45.84% Volatility 79.94% Sharpe 0.26
Official loaded data — not a live quote.

Amplify Alternative Harvest ETF

Symbol: MJ

Exchange: NYSE

Sector: Healthcare

Category: Miscellaneous Sector

Inception date: 03/12/2015

Latest date: 02/06/2026

Current price: $26.46

Expense ratio: 0.75%

Assets under management
$137.4M
-1.71% 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

-1.90%

Ann. -31.78% (Sharpe / Sortino numerator)

Volatility

62.07%

Sharpe ratio

-0.570

VaR 95%

-5.90%

CVaR 95%: -6.11%
Max drawdown: -18.73%
Sortino ratio: -1.006
Calmar ratio: -1.70

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

6.78%

Ann. -63.43% (Sharpe / Sortino numerator)

Volatility

51.15%

Sharpe ratio

-1.311

VaR 95%

-5.63%

CVaR 95%: -5.91%
Max drawdown: -32.64%
Sortino ratio: -2.420
Calmar ratio: -1.94

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

4.84%

Ann. -56.84% (Sharpe / Sortino numerator)

Volatility

83.94%

Sharpe ratio

-0.720

VaR 95%

-6.42%

CVaR 95%: -9.30%
Max drawdown: -48.66%
Sortino ratio: -1.366
Calmar ratio: -1.17

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

45.84%

Ann. 24.29% (Sharpe / Sortino numerator)

Volatility

79.94%

Sharpe ratio

0.258

VaR 95%

-6.38%

CVaR 95%: -8.54%
Max drawdown: -48.66%
Sortino ratio: 0.509
Calmar ratio: 0.50

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

-33.95%

Ann. -27.49% (Sharpe / Sortino numerator)

Volatility

68.28%

Sharpe ratio

-0.456

VaR 95%

-5.76%

CVaR 95%: -8.38%
Max drawdown: -69.73%
Sortino ratio: -0.765
Calmar ratio: -0.39

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

-16.30%

Ann. -13.16% (Sharpe / Sortino numerator)

Volatility

63.02%

Sharpe ratio

-0.266

VaR 95%

-5.59%

CVaR 95%: -7.78%
Max drawdown: -69.73%
Sortino ratio: -0.454
Calmar ratio: -0.19

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.287%

Best day

42.766%

12/12/2025
Worst day

-16.208%

18/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $26.92 $26.98 $26.23 $26.46 54,600
01/06/2026 $26.52 $27.01 $26.52 $26.86 25,500
29/05/2026 $27.22 $27.24 $26.23 $26.57 36,000
28/05/2026 $25.65 $27.30 $25.64 $27.23 36,900
27/05/2026 $25.61 $25.99 $25.46 $25.77 21,500
26/05/2026 $25.19 $25.77 $24.98 $25.64 22,100
22/05/2026 $25.59 $25.64 $24.90 $24.98 126,500
21/05/2026 $25.00 $25.76 $25.00 $25.70 14,400
20/05/2026 $24.74 $25.39 $24.74 $25.38 25,200
19/05/2026 $24.79 $24.82 $24.30 $24.56 58,000