Summary
MMKT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.82% Volatility 0.36% Sharpe -0.08
Official loaded data — not a live quote.

TEXAS CAPITAL GOVERNMENT MONEY MARKET ETF

Symbol: MMKT

Exchange: NYSE

Sector: N/A

Category: Money Market-Taxable

Inception date: 24/09/2024

Latest date: 02/06/2026

Current price: $100.22

Expense ratio: 0.20%

Assets under management
$70.2M
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

0.27%

Ann. 2.03% (Sharpe / Sortino numerator)

Volatility

0.38%

Sharpe ratio

-4.174

VaR 95%

-0.04%

CVaR 95%: -0.05%
Max drawdown: -0.06%
Sortino ratio: -5.092
Calmar ratio: N/A

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

0.88%

Ann. 2.00% (Sharpe / Sortino numerator)

Volatility

0.55%

Sharpe ratio

-2.986

VaR 95%

-0.02%

CVaR 95%: -0.09%
Max drawdown: -0.28%
Sortino ratio: -1.271
Calmar ratio: 7.11

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

1.76%

Ann. 2.99% (Sharpe / Sortino numerator)

Volatility

0.42%

Sharpe ratio

-1.524

VaR 95%

-0.01%

CVaR 95%: -0.06%
Max drawdown: -0.28%
Sortino ratio: -0.660
Calmar ratio: 10.63

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

3.82%

Ann. 3.60% (Sharpe / Sortino numerator)

Volatility

0.36%

Sharpe ratio

-0.078

VaR 95%

-0.01%

CVaR 95%: -0.04%
Max drawdown: -0.28%
Sortino ratio: -0.046
Calmar ratio: 12.82

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

5.95%

Ann. 3.69% (Sharpe / Sortino numerator)

Volatility

0.32%

Sharpe ratio

0.300

VaR 95%

-0.01%

CVaR 95%: -0.03%
Max drawdown: -0.28%
Sortino ratio: 0.171
Calmar ratio: 13.12

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

0.015%

Best day

0.055%

03/10/2025
Worst day

-0.024%

09/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $100.22 $100.24 $100.22 $100.22 16,800
01/06/2026 $100.20 $100.22 $100.20 $100.22 11,700
29/05/2026 $100.20 $100.22 $100.20 $100.21 8,200
28/05/2026 $100.24 $100.25 $100.24 $100.24 4,000
27/05/2026 $100.22 $100.24 $100.22 $100.22 16,400
26/05/2026 $100.22 $100.23 $100.22 $100.22 8,000
22/05/2026 $100.21 $100.23 $100.21 $100.22 7,600
21/05/2026 $100.24 $100.26 $100.24 $100.25 4,000
20/05/2026 $100.23 $100.25 $100.23 $100.23 6,900
19/05/2026 $100.22 $100.23 $100.22 $100.22 6,600