Summary
MSSS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 22.77% Volatility 18.73% Sharpe 0.40
Official loaded data — not a live quote.

MONARCH SELECT SUBSECTOR INDEX ETF

Symbol: MSSS

Exchange: BATS

Sector: Healthcare

Category: Mid-Cap Blend

Inception date: 06/03/2024

Latest date: 16/07/2026

Current price: $35.74

Expense ratio: 1.42%

Assets under management
$143.7M
-0.33% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

2.67%

Ann. -51.88% (Sharpe / Sortino numerator)

Volatility

19.80%

Sharpe ratio

-2.804

VaR 95%

-2.00%

CVaR 95%: -2.27%
Max drawdown: -9.48%
Sortino ratio: -4.829
Calmar ratio: -5.47

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

11.56%

Ann. -1.33% (Sharpe / Sortino numerator)

Volatility

15.67%

Sharpe ratio

-0.317

VaR 95%

-1.55%

CVaR 95%: -1.93%
Max drawdown: -10.34%
Sortino ratio: -0.500
Calmar ratio: -0.13

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

13.13%

Ann. -3.44% (Sharpe / Sortino numerator)

Volatility

13.95%

Sharpe ratio

-0.507

VaR 95%

-1.40%

CVaR 95%: -1.72%
Max drawdown: -10.34%
Sortino ratio: -0.833
Calmar ratio: -0.33

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

22.77%

Ann. 11.04% (Sharpe / Sortino numerator)

Volatility

18.73%

Sharpe ratio

0.395

VaR 95%

-1.39%

CVaR 95%: -2.58%
Max drawdown: -10.34%
Sortino ratio: 0.531
Calmar ratio: 1.07

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

34.44%

Ann. 10.24% (Sharpe / Sortino numerator)

Volatility

16.35%

Sharpe ratio

0.404

VaR 95%

-1.40%

CVaR 95%: -2.28%
Max drawdown: -19.14%
Sortino ratio: 0.555
Calmar ratio: 0.54

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

2.923%

31/03/2026
Worst day

-2.469%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $35.86 $35.86 $35.63 $35.74 12,800
15/07/2026 $36.03 $36.03 $35.62 $35.76 39,200
14/07/2026 $35.73 $35.80 $35.68 $35.75 15,100
13/07/2026 $35.97 $35.97 $35.74 $35.84 26,500
10/07/2026 $36.49 $36.49 $36.00 $36.19 15,700
09/07/2026 $36.33 $36.41 $36.33 $36.35 4,600
08/07/2026 $36.23 $36.23 $35.83 $36.09 8,900
07/07/2026 $36.50 $36.60 $36.38 $36.43 11,900
06/07/2026 $36.41 $36.55 $36.41 $36.48 8,600
02/07/2026 $36.33 $36.37 $36.12 $36.37 16,400