Summary
MSFX
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return -29.20% Volatility 53.28% Sharpe -0.47
Official loaded data — not a live quote.

T-REX 2X LONG MICROSOFT DAILY TARGET ETF

Symbol: MSFX

Exchange: BATS

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 10/01/2024

Latest date: 03/06/2026

Current price: $19.60

Expense ratio: 1.05%

Assets under management
$33.9M
-5.31% 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

5.21%

Ann. -79.43% (Sharpe / Sortino numerator)

Volatility

44.50%

Sharpe ratio

-1.866

VaR 95%

-5.23%

CVaR 95%: -5.36%
Max drawdown: -25.34%
Sortino ratio: -2.901
Calmar ratio: -3.13

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

7.05%

Ann. -88.08% (Sharpe / Sortino numerator)

Volatility

68.54%

Sharpe ratio

-1.338

VaR 95%

-5.92%

CVaR 95%: -11.31%
Max drawdown: -48.15%
Sortino ratio: -1.453
Calmar ratio: -1.83

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

-29.12%

Ann. -78.17% (Sharpe / Sortino numerator)

Volatility

55.76%

Sharpe ratio

-1.467

VaR 95%

-5.39%

CVaR 95%: -8.95%
Max drawdown: -60.81%
Sortino ratio: -1.611
Calmar ratio: -1.29

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

-29.20%

Ann. -21.27% (Sharpe / Sortino numerator)

Volatility

53.28%

Sharpe ratio

-0.467

VaR 95%

-5.13%

CVaR 95%: -7.65%
Max drawdown: -60.86%
Sortino ratio: -0.585
Calmar ratio: -0.35

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

-25.17%

Ann. -25.66% (Sharpe / Sortino numerator)

Volatility

48.99%

Sharpe ratio

-0.598

VaR 95%

-5.05%

CVaR 95%: -7.57%
Max drawdown: -60.86%
Sortino ratio: -0.735
Calmar ratio: -0.42

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

-0.086%

Best day

9.975%

29/05/2026
Worst day

-19.82%

29/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $20.70 $20.81 $19.34 $19.60 277,400
02/06/2026 $21.54 $22.01 $20.88 $21.00 313,200
01/06/2026 $23.32 $23.43 $22.67 $22.86 537,100
29/05/2026 $20.28 $21.86 $20.27 $21.72 482,300
28/05/2026 $18.51 $19.94 $18.48 $19.75 335,300
27/05/2026 $18.31 $18.75 $18.16 $18.46 362,500
26/05/2026 $18.92 $19.09 $18.52 $18.77 259,200
22/05/2026 $19.09 $19.50 $18.82 $18.97 171,500
21/05/2026 $19.59 $19.64 $18.81 $19.09 287,100
20/05/2026 $18.59 $19.26 $18.37 $19.11 238,300