MCELHENNY SHEFFIELD MANAGED RISK ETF
Symbol: MSMR
Exchange: BATS
Sector: Technology
Category: Moderate Allocation
Inception date: 16/11/2021
Latest date: 03/06/2026
Current price: $37.50
Expense ratio: 1.06%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
4.65%
Ann. -37.74% (Sharpe / Sortino numerator)
Volatility
18.10%
Sharpe ratio
-2.286
VaR 95%
-1.84%
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
6.66%
Ann. 3.42% (Sharpe / Sortino numerator)
Volatility
16.04%
Sharpe ratio
-0.013
VaR 95%
-1.86%
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
8.41%
Ann. 4.37% (Sharpe / Sortino numerator)
Volatility
14.87%
Sharpe ratio
0.050
VaR 95%
-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
25.41%
Ann. 18.25% (Sharpe / Sortino numerator)
Volatility
12.48%
Sharpe ratio
1.171
VaR 95%
-1.28%
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
43.02%
Ann. 14.59% (Sharpe / Sortino numerator)
Volatility
11.41%
Sharpe ratio
0.960
VaR 95%
-1.15%
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
65.51%
Ann. 18.02% (Sharpe / Sortino numerator)
Volatility
11.52%
Sharpe ratio
1.249
VaR 95%
-1.15%
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.
Average daily return
0.093%
Best day
2.877%
Worst day
-2.773%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $37.44 | $37.56 | $37.44 | $37.50 | 11,200 |
| 02/06/2026 | $37.41 | $37.52 | $37.36 | $37.52 | 48,300 |
| 01/06/2026 | $37.06 | $37.32 | $37.06 | $37.23 | 19,900 |
| 29/05/2026 | $37.25 | $37.26 | $37.14 | $37.17 | 36,400 |
| 28/05/2026 | $37.01 | $37.23 | $37.01 | $37.15 | 19,800 |
| 27/05/2026 | $37.36 | $37.36 | $36.89 | $37.00 | 20,400 |
| 26/05/2026 | $37.20 | $37.35 | $37.12 | $37.12 | 5,100 |
| 22/05/2026 | $37.09 | $37.25 | $37.09 | $37.13 | 48,800 |
| 21/05/2026 | $36.96 | $36.99 | $36.81 | $36.92 | 8,200 |
| 20/05/2026 | $36.91 | $37.06 | $36.89 | $36.99 | 4,900 |