Summary
MPRO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 12.81% Volatility 9.15% Sharpe 0.70
Official loaded data — not a live quote.

MONARCH PROCAP INDEX ETF

Symbol: MPRO

Exchange: BATS

Sector: Healthcare

Category: Moderate Allocation

Inception date: 23/03/2021

Latest date: 16/07/2026

Current price: $32.74

Expense ratio: 1.03%

Assets under management
$260.2M
0.06% 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

0.25%

Ann. -34.15% (Sharpe / Sortino numerator)

Volatility

9.68%

Sharpe ratio

-3.902

VaR 95%

-0.95%

CVaR 95%: -0.98%
Max drawdown: -5.00%
Sortino ratio: -8.556
Calmar ratio: -6.83

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

2.21%

Ann. 8.16% (Sharpe / Sortino numerator)

Volatility

7.84%

Sharpe ratio

0.578

VaR 95%

-0.84%

CVaR 95%: -0.93%
Max drawdown: -5.95%
Sortino ratio: 0.939
Calmar ratio: 1.37

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.

Period total return

5.01%

Ann. 6.33% (Sharpe / Sortino numerator)

Volatility

7.11%

Sharpe ratio

0.379

VaR 95%

-0.75%

CVaR 95%: -0.93%
Max drawdown: -5.95%
Sortino ratio: 0.581
Calmar ratio: 1.06

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

12.81%

Ann. 10.06% (Sharpe / Sortino numerator)

Volatility

9.15%

Sharpe ratio

0.703

VaR 95%

-0.77%

CVaR 95%: -1.32%
Max drawdown: -5.95%
Sortino ratio: 0.931
Calmar ratio: 1.69

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

18.34%

Ann. 8.84% (Sharpe / Sortino numerator)

Volatility

8.17%

Sharpe ratio

0.638

VaR 95%

-0.75%

CVaR 95%: -1.17%
Max drawdown: -9.64%
Sortino ratio: 0.864
Calmar ratio: 0.92

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

32.37%

Ann. 9.01% (Sharpe / Sortino numerator)

Volatility

8.02%

Sharpe ratio

0.670

VaR 95%

-0.78%

CVaR 95%: -1.14%
Max drawdown: -9.64%
Sortino ratio: 0.930
Calmar ratio: 0.93

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.049%

Best day

1.304%

08/04/2026
Worst day

-1.169%

29/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $32.72 $32.74 $32.64 $32.74 31,500
15/07/2026 $32.63 $32.70 $32.55 $32.57 30,800
14/07/2026 $32.70 $32.70 $32.57 $32.59 34,900
13/07/2026 $32.60 $32.60 $32.55 $32.59 209,400
10/07/2026 $32.79 $32.79 $32.57 $32.65 25,600
09/07/2026 $32.59 $32.63 $32.57 $32.57 11,000
08/07/2026 $32.57 $32.59 $32.57 $32.59 17,900
07/07/2026 $32.86 $32.89 $32.75 $32.78 29,400
06/07/2026 $32.80 $32.86 $32.77 $32.86 23,900
02/07/2026 $32.89 $32.89 $32.70 $32.83 39,600