Summary
MSOX
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 6.99% Volatility 199.18% Sharpe -0.19
Official loaded data — not a live quote.

ADVISORSHARES MSOS DAILY LEVERAGED ETF

Symbol: MSOX

Exchange: NYSE

Sector: N/A

Category: Trading--Leveraged Equity

Inception date: 23/08/2022

Latest date: 03/06/2026

Current price: $3.06

Expense ratio: 0.97%

Assets under management
$81.6M
-10.53% 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

-8.66%

Ann. -4.33% (Sharpe / Sortino numerator)

Volatility

149.64%

Sharpe ratio

-0.053

VaR 95%

-12.57%

CVaR 95%: -13.63%
Max drawdown: -40.69%
Sortino ratio: -0.107
Calmar ratio: -0.11

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

18.15%

Ann. -91.94% (Sharpe / Sortino numerator)

Volatility

134.91%

Sharpe ratio

-0.708

VaR 95%

-12.66%

CVaR 95%: -15.82%
Max drawdown: -65.39%
Sortino ratio: -1.290
Calmar ratio: -1.41

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

-19.05%

Ann. -92.77% (Sharpe / Sortino numerator)

Volatility

217.62%

Sharpe ratio

-0.443

VaR 95%

-16.44%

CVaR 95%: -29.32%
Max drawdown: -83.20%
Sortino ratio: -0.623
Calmar ratio: -1.11

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

6.99%

Ann. -34.59% (Sharpe / Sortino numerator)

Volatility

199.18%

Sharpe ratio

-0.192

VaR 95%

-17.34%

CVaR 95%: -24.74%
Max drawdown: -84.89%
Sortino ratio: -0.292
Calmar ratio: -0.41

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

-95.38%

Ann. -86.20% (Sharpe / Sortino numerator)

Volatility

181.09%

Sharpe ratio

-0.496

VaR 95%

-16.52%

CVaR 95%: -26.24%
Max drawdown: -98.81%
Sortino ratio: -0.650
Calmar ratio: -0.87

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

-94.93%

Ann. -68.15% (Sharpe / Sortino numerator)

Volatility

166.47%

Sharpe ratio

-0.431

VaR 95%

-14.59%

CVaR 95%: -23.64%
Max drawdown: -98.83%
Sortino ratio: -0.584
Calmar ratio: -0.69

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

0.886%

Best day

107.853%

12/12/2025
Worst day

-50.586%

18/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $3.42 $3.42 $2.96 $3.06 3,019,500
02/06/2026 $3.58 $3.63 $3.33 $3.47 1,854,100
01/06/2026 $3.38 $3.67 $3.29 $3.62 2,002,000
29/05/2026 $3.58 $3.63 $3.32 $3.35 2,369,900
28/05/2026 $3.01 $3.64 $2.99 $3.58 3,681,100
27/05/2026 $3.07 $3.10 $2.84 $3.05 2,362,300
26/05/2026 $2.83 $3.12 $2.73 $3.09 2,540,500
22/05/2026 $2.90 $2.94 $2.70 $2.75 1,960,100
21/05/2026 $2.87 $2.97 $2.73 $2.91 1,953,800
20/05/2026 $2.75 $2.93 $2.66 $2.89 1,942,600