MCELHENNY SHEFFIELD MANAGED RISK ETF
Symbol: MSMR
Exchange: BATS
Sector: Technology
Category: Moderate Allocation
Inception date: 16/11/2021
Latest date: 15/10/2026
Current price: $34.72
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
3.13%
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
-0.23%
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
0.87%
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
3.96%
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
20.99%
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
52.35%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.018%
Best day
2.877%
Worst day
-3.045%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $34.63 | $34.84 | $34.52 | $34.72 | 11,500 |
| 14/10/2026 | $34.62 | $34.62 | $34.53 | $34.57 | 10,200 |
| 13/10/2026 | $34.66 | $34.66 | $34.58 | $34.63 | 3,700 |
| 12/10/2026 | $35.32 | $35.32 | $34.74 | $34.78 | 16,600 |
| 09/10/2026 | $34.68 | $34.91 | $34.68 | $34.88 | 9,600 |
| 08/10/2026 | $34.56 | $34.58 | $34.42 | $34.48 | 2,500 |
| 07/10/2026 | $34.67 | $34.78 | $34.66 | $34.69 | 24,500 |
| 06/10/2026 | $34.82 | $34.95 | $34.70 | $34.70 | 51,100 |
| 05/10/2026 | $34.53 | $34.86 | $34.53 | $34.79 | 5,500 |
| 02/10/2026 | $34.85 | $34.85 | $34.36 | $34.37 | 7,000 |