Summary
MSFX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -48.84% 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: 20/07/2026

Current price: $16.89

Expense ratio: 1.05%

Assets under management
$32.0M
6.39% 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

17.98%

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

-11.96%

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

-29.40%

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

-48.84%

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

-42.52%

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.

Period total return

-29.56%

Ann. -14.91% (Sharpe / Sortino numerator)

Volatility

49.69%

Sharpe ratio

-0.373

VaR 95%

-5.16%

CVaR 95%: -7.62%
Max drawdown: -60.86%
Sortino ratio: -0.474
Calmar ratio: -0.24

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.206%

Best day

10.596%

26/06/2026
Worst day

-19.82%

29/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $15.88 $16.91 $15.86 $16.89 222,100
17/07/2026 $16.24 $16.54 $15.81 $16.15 277,500
16/07/2026 $16.60 $17.20 $16.07 $16.86 289,400
15/07/2026 $15.81 $16.61 $15.64 $16.37 343,200
14/07/2026 $15.33 $15.76 $15.01 $15.51 353,600
13/07/2026 $15.81 $16.21 $15.46 $16.02 204,300
10/07/2026 $15.71 $16.07 $15.27 $15.55 190,500
09/07/2026 $14.73 $15.50 $14.60 $15.46 259,000
08/07/2026 $15.46 $15.54 $15.27 $15.41 209,700
07/07/2026 $16.18 $16.37 $15.82 $15.86 348,900