Summary
MST
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return -97.11% Volatility 124.32% Sharpe -0.75
Official loaded data — not a live quote.

DEFIANCE LEVERAGED LONG + INCOME MSTR ETF

Symbol: MST

Exchange: NASDAQ

Sector: N/A

Category: Trading--Miscellaneous

Inception date: 01/05/2025

Latest date: 16/07/2026

Current price: $7.97

Expense ratio: 1.31%

Assets under management
$11.7M
-1.58% 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

-44.36%

Ann. -90.81% (Sharpe / Sortino numerator)

Volatility

108.61%

Sharpe ratio

-0.870

VaR 95%

-10.40%

CVaR 95%: -11.00%
Max drawdown: -37.35%
Sortino ratio: -1.630
Calmar ratio: -2.43

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

-66.00%

Ann. 13.05% (Sharpe / Sortino numerator)

Volatility

112.17%

Sharpe ratio

0.084

VaR 95%

-10.03%

CVaR 95%: -10.53%
Max drawdown: -37.35%
Sortino ratio: 0.183
Calmar ratio: 0.35

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

-78.22%

Ann. -65.74% (Sharpe / Sortino numerator)

Volatility

139.63%

Sharpe ratio

-0.497

VaR 95%

-10.40%

CVaR 95%: -18.19%
Max drawdown: -67.80%
Sortino ratio: -0.765
Calmar ratio: -0.97

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

-97.11%

Ann. -89.27% (Sharpe / Sortino numerator)

Volatility

124.32%

Sharpe ratio

-0.747

VaR 95%

-14.14%

CVaR 95%: -18.36%
Max drawdown: -94.99%
Sortino ratio: -1.090
Calmar ratio: -0.94

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

-1.047%

Best day

49.607%

06/02/2026
Worst day

-32.447%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $8.10 $8.18 $7.86 $7.97 47,400
15/07/2026 $8.76 $9.00 $8.27 $8.42 78,200
14/07/2026 $8.10 $8.53 $7.96 $8.51 63,600
13/07/2026 $7.65 $7.91 $7.45 $7.72 87,100
10/07/2026 $8.70 $8.79 $7.94 $8.09 71,900
09/07/2026 $7.89 $8.39 $7.84 $7.98 67,300
08/07/2026 $7.92 $8.10 $7.61 $7.94 90,400
07/07/2026 $8.94 $9.46 $8.53 $8.58 73,200
06/07/2026 $8.36 $9.70 $8.13 $9.16 75,200
02/07/2026 $8.81 $9.63 $8.64 $9.12 197,300