Summary
MRSK
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 19.20% Volatility 12.16% Sharpe 0.69
Official loaded data — not a live quote.

TOEWS AGILITY SHARES MANAGED RISK ETF

Symbol: MRSK

Exchange: NYSE

Sector: Technology

Category: Equity Hedged

Inception date: 24/06/2020

Latest date: 03/06/2026

Current price: $38.73

Expense ratio: 0.98%

Assets under management
$293.3M
0.12% 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

4.38%

Ann. -39.38% (Sharpe / Sortino numerator)

Volatility

16.45%

Sharpe ratio

-2.615

VaR 95%

-1.56%

CVaR 95%: -1.74%
Max drawdown: -6.43%
Sortino ratio: -4.648
Calmar ratio: -6.13

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

5.46%

Ann. -14.17% (Sharpe / Sortino numerator)

Volatility

12.97%

Sharpe ratio

-1.372

VaR 95%

-1.45%

CVaR 95%: -1.65%
Max drawdown: -7.82%
Sortino ratio: -2.077
Calmar ratio: -1.81

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

5.74%

Ann. -1.11% (Sharpe / Sortino numerator)

Volatility

12.65%

Sharpe ratio

-0.374

VaR 95%

-1.44%

CVaR 95%: -1.76%
Max drawdown: -7.82%
Sortino ratio: -0.524
Calmar ratio: -0.14

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

19.20%

Ann. 12.06% (Sharpe / Sortino numerator)

Volatility

12.16%

Sharpe ratio

0.694

VaR 95%

-1.27%

CVaR 95%: -1.75%
Max drawdown: -7.82%
Sortino ratio: 0.944
Calmar ratio: 1.54

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

25.02%

Ann. 8.09% (Sharpe / Sortino numerator)

Volatility

12.29%

Sharpe ratio

0.363

VaR 95%

-1.29%

CVaR 95%: -1.88%
Max drawdown: -11.72%
Sortino ratio: 0.450
Calmar ratio: 0.69

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

38.64%

Ann. 9.78% (Sharpe / Sortino numerator)

Volatility

11.82%

Sharpe ratio

0.520

VaR 95%

-1.22%

CVaR 95%: -1.81%
Max drawdown: -12.22%
Sortino ratio: 0.667
Calmar ratio: 0.80

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.072%

Best day

2.207%

08/04/2026
Worst day

-2.296%

15/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $38.68 $38.79 $38.68 $38.73 8,500
02/06/2026 $38.76 $38.86 $38.76 $38.81 11,200
01/06/2026 $38.66 $38.84 $38.65 $38.76 31,000
29/05/2026 $38.75 $38.75 $38.61 $38.70 27,000
28/05/2026 $38.52 $38.52 $38.39 $38.52 5,100
27/05/2026 $38.37 $38.44 $38.31 $38.36 10,400
26/05/2026 $38.35 $38.44 $38.22 $38.30 30,300
22/05/2026 $38.16 $38.30 $38.14 $38.14 10,300
21/05/2026 $37.75 $38.15 $37.75 $38.06 10,900
20/05/2026 $37.77 $38.06 $37.77 $38.04 14,500