Summary
MRGR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 11.08% Volatility 4.31% Sharpe 1.73
Official loaded data — not a live quote.

PROSHARES MERGER ETF

Symbol: MRGR

Exchange: BATS

Sector: Healthcare

Category: Event Driven

Inception date: 11/12/2012

Latest date: 16/07/2026

Current price: $45.44

Expense ratio: 0.75%

Assets under management
$15.9M
-0.11% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.28%

Ann. 1.47% (Sharpe / Sortino numerator)

Volatility

4.87%

Sharpe ratio

-0.443

VaR 95%

-0.46%

CVaR 95%: -0.49%
Max drawdown: -0.89%
Sortino ratio: -0.965
Calmar ratio: 1.66

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. 4.46% (Sharpe / Sortino numerator)

Volatility

4.76%

Sharpe ratio

0.174

VaR 95%

-0.47%

CVaR 95%: -0.52%
Max drawdown: -1.48%
Sortino ratio: 0.321
Calmar ratio: 3.01

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

1.60%

Ann. 14.14% (Sharpe / Sortino numerator)

Volatility

4.79%

Sharpe ratio

2.193

VaR 95%

-0.40%

CVaR 95%: -0.49%
Max drawdown: -1.48%
Sortino ratio: 4.377
Calmar ratio: 9.55

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

11.08%

Ann. 11.11% (Sharpe / Sortino numerator)

Volatility

4.31%

Sharpe ratio

1.735

VaR 95%

-0.39%

CVaR 95%: -0.52%
Max drawdown: -1.51%
Sortino ratio: 2.782
Calmar ratio: 7.35

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

19.13%

Ann. 8.91% (Sharpe / Sortino numerator)

Volatility

3.80%

Sharpe ratio

1.390

VaR 95%

-0.32%

CVaR 95%: -0.48%
Max drawdown: -2.09%
Sortino ratio: 2.126
Calmar ratio: 4.26

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

28.40%

Ann. 8.33% (Sharpe / Sortino numerator)

Volatility

3.53%

Sharpe ratio

1.333

VaR 95%

-0.31%

CVaR 95%: -0.44%
Max drawdown: -2.09%
Sortino ratio: 2.062
Calmar ratio: 3.98

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

0.042%

Best day

1.237%

13/10/2025
Worst day

-0.567%

15/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $45.49 $45.49 $45.44 $45.44 600
15/07/2026 $45.40 $45.47 $45.40 $45.43 900
14/07/2026 $45.51 $45.51 $45.43 $45.43 1,100
13/07/2026 $45.51 $45.51 $45.50 $45.51 800
10/07/2026 $45.85 $45.85 $45.48 $45.57 1,400
09/07/2026 $45.48 $45.48 $45.48 $45.48 100
08/07/2026 $45.44 $45.44 $45.44 $45.44 100
07/07/2026 $45.46 $45.46 $45.46 $45.46 200
06/07/2026 $45.45 $45.45 $45.44 $45.44 400
02/07/2026 $45.51 $45.52 $45.51 $45.52 200