MCELHENNY SHEFFIELD MANAGED RISK ETF
Symbol: MSMR
Exchange: BATS
Sector: Healthcare
Category: Moderate Allocation
Inception Date: 16/11/2021
Latest Date: 17/04/2026
Current Price: $35.06
Expense Ratio: 1.06%
Assets Under Management
$159.0M
-0.56% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
2.10%
Volatility
18.10%
Sharpe Ratio
-2.286
VaR 95%
-1.84%
CVaR 95%:
-2.36%
Max Drawdown:
-5.88%
Sortino Ratio:
-3.397
Calmar Ratio:
-6.42
Return
0.11%
Volatility
16.04%
Sharpe Ratio
-0.013
VaR 95%
-1.86%
CVaR 95%:
-2.36%
Max Drawdown:
-7.76%
Sortino Ratio:
-0.018
Calmar Ratio:
0.44
Return
1.83%
Volatility
14.87%
Sharpe Ratio
0.050
VaR 95%
-1.54%
CVaR 95%:
-2.21%
Max Drawdown:
-7.76%
Sortino Ratio:
0.067
Calmar Ratio:
0.56
Return
21.97%
Volatility
12.48%
Sharpe Ratio
1.171
VaR 95%
-1.28%
CVaR 95%:
-1.93%
Max Drawdown:
-7.76%
Sortino Ratio:
1.521
Calmar Ratio:
2.35
Return
37.08%
Volatility
11.41%
Sharpe Ratio
0.960
VaR 95%
-1.15%
CVaR 95%:
-1.80%
Max Drawdown:
-8.84%
Sortino Ratio:
1.220
Calmar Ratio:
1.65
Return
66.01%
Volatility
11.52%
Sharpe Ratio
1.249
VaR 95%
-1.15%
CVaR 95%:
-1.72%
Max Drawdown:
-8.84%
Sortino Ratio:
1.708
Calmar Ratio:
2.04
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.084%
Best Day
2.877%
06/02/2026
Worst Day
-2.799%
03/03/2026
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $35.26 | $35.26 | $34.80 | $35.06 | 4,100 |
| 16/04/2026 | $35.23 | $35.23 | $34.84 | $34.95 | 2,100 |
| 15/04/2026 | $34.59 | $34.82 | $34.56 | $34.77 | 16,500 |
| 14/04/2026 | $34.35 | $34.58 | $34.35 | $34.58 | 2,400 |
| 13/04/2026 | $34.79 | $34.79 | $34.30 | $34.48 | 11,400 |
| 10/04/2026 | $34.44 | $34.45 | $34.36 | $34.36 | 10,700 |
| 02/04/2026 | $34.51 | $34.69 | $34.51 | $34.64 | 2,900 |
| 01/04/2026 | $34.90 | $34.98 | $34.75 | $34.75 | 23,800 |
| 31/03/2026 | $33.64 | $34.58 | $33.64 | $34.49 | 12,500 |
| 30/03/2026 | $33.57 | $33.76 | $33.57 | $33.68 | 800 |