Summary
MNRS
Prices · period metrics · 12M
NAV as of 25/09/2026
30/05/2025 → 28/05/2026
Return -2.71% Volatility 70.42% Sharpe 2.12
Official loaded data — not a live quote.

GRAYSCALE BITCOIN MINERS ETF

Symbol: MNRS

Exchange: NYSE

Sector: Financial_Services

Category: Equity Digital Assets

Inception date: 29/01/2025

Latest date: 25/09/2026

Current price: $36.95

Expense ratio: 0.59%

Assets under management
$10.8M
-0.24% 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

4.86%

Ann. 9660.30% (Sharpe / Sortino numerator)

Volatility

72.66%

Sharpe ratio

132.894

VaR 95%

-4.84%

CVaR 95%: -5.93%
Max drawdown: -11.61%
Sortino ratio: 253.921
Calmar ratio: 832.22

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

-15.56%

Ann. 717.39% (Sharpe / Sortino numerator)

Volatility

70.47%

Sharpe ratio

10.128

VaR 95%

-7.02%

CVaR 95%: -7.71%
Max drawdown: -23.09%
Sortino ratio: 17.771
Calmar ratio: 31.07

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.

Period total return

25.82%

Ann. 81.74% (Sharpe / Sortino numerator)

Volatility

75.16%

Sharpe ratio

1.039

VaR 95%

-7.16%

CVaR 95%: -9.36%
Max drawdown: -39.53%
Sortino ratio: 1.723
Calmar ratio: 2.07

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.

Period total return

-2.71%

Ann. 153.22% (Sharpe / Sortino numerator)

Volatility

70.42%

Sharpe ratio

2.124

VaR 95%

-7.02%

CVaR 95%: -9.10%
Max drawdown: -56.70%
Sortino ratio: 3.390
Calmar ratio: 2.70

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

38.62%

Ann. 20.91% (Sharpe / Sortino numerator)

Volatility

71.99%

Sharpe ratio

0.240

VaR 95%

-7.31%

CVaR 95%: -9.41%
Max drawdown: -56.70%
Sortino ratio: 0.388
Calmar ratio: 0.37

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: 25/09/2025 - 25/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.106%

Best day

18.3%

30/07/2026
Worst day

-12.161%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
25/09/2026 $37.04 $37.05 $36.72 $36.95 4,154
24/09/2026 $37.36 $38.35 $37.36 $38.07 2,973
23/09/2026 $39.02 $39.02 $38.00 $38.00 15,698
22/09/2026 $38.56 $38.56 $38.56 $38.56 0
21/09/2026 $38.50 $39.33 $38.48 $38.56 14,020
18/09/2026 $37.07 $37.63 $37.01 $37.63 3,700
17/09/2026 $34.90 $34.90 $34.90 $34.90 600
16/09/2026 $34.05 $34.11 $33.48 $33.70 3,000
15/09/2026 $34.14 $34.14 $33.00 $33.04 3,300
14/09/2026 $33.90 $34.75 $33.90 $34.45 4,500