Summary
MJ
Prices · period metrics · 12M
NAV as of 19/10/2026
02/04/2025 → 02/04/2026
Return -37.44% 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: 19/10/2026

Current price: $21.94

Expense ratio: 0.75%

Assets under management
$104.1M
-0.27% 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

-16.28%

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

-5.88%

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

-18.29%

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

-37.44%

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

-41.62%

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

-33.12%

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: 20/10/2025 - 19/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.094%

Best day

42.766%

12/12/2025
Worst day

-16.208%

18/12/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
19/10/2026 $22.00 $22.14 $21.76 $21.94 14,400
16/10/2026 $22.48 $22.78 $21.96 $21.96 14,800
15/10/2026 $22.17 $22.88 $22.17 $22.50 13,100
14/10/2026 $22.70 $22.99 $22.27 $22.27 9,700
13/10/2026 $23.02 $23.15 $22.66 $22.73 13,800
12/10/2026 $23.65 $23.65 $23.02 $23.04 13,300
09/10/2026 $23.64 $23.81 $23.50 $23.77 6,300
08/10/2026 $24.25 $24.31 $23.43 $23.75 14,600
07/10/2026 $24.38 $24.72 $24.21 $24.37 34,400
06/10/2026 $24.41 $24.61 $24.22 $24.50 6,400