Summary
MSTU
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -97.86% Volatility 143.72% Sharpe -0.68
Official loaded data — not a live quote.

T-REX 2X LONG MSTR DAILY TARGET ETF

Symbol: MSTU

Exchange: BATS

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 17/09/2024

Latest date: 20/07/2026

Current price: $1.98

Expense ratio: 1.05%

Assets under management
$291.0M
4.76% 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

-26.67%

Ann. -97.54% (Sharpe / Sortino numerator)

Volatility

123.47%

Sharpe ratio

-0.819

VaR 95%

-10.96%

CVaR 95%: -12.41%
Max drawdown: -38.19%
Sortino ratio: -1.547
Calmar ratio: -2.55

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

-74.05%

Ann. -96.46% (Sharpe / Sortino numerator)

Volatility

180.02%

Sharpe ratio

-0.556

VaR 95%

-14.46%

CVaR 95%: -23.66%
Max drawdown: -67.67%
Sortino ratio: -0.853
Calmar ratio: -1.43

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

-77.73%

Ann. -99.52% (Sharpe / Sortino numerator)

Volatility

154.99%

Sharpe ratio

-0.666

VaR 95%

-16.17%

CVaR 95%: -22.04%
Max drawdown: -93.63%
Sortino ratio: -1.019
Calmar ratio: -1.06

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

-97.86%

Ann. -93.97% (Sharpe / Sortino numerator)

Volatility

143.72%

Sharpe ratio

-0.679

VaR 95%

-16.17%

CVaR 95%: -21.04%
Max drawdown: -96.58%
Sortino ratio: -0.983
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

-92.24%

Ann. -48.04% (Sharpe / Sortino numerator)

Volatility

167.42%

Sharpe ratio

-0.308

VaR 95%

-17.17%

CVaR 95%: -23.47%
Max drawdown: -98.58%
Sortino ratio: -0.467
Calmar ratio: -0.49

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-1.104%

Best day

51.233%

06/02/2026
Worst day

-33.877%

05/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $1.89 $2.09 $1.86 $1.98 118,130,200
17/07/2026 $1.71 $1.91 $1.68 $1.86 78,489,800
16/07/2026 $1.91 $1.94 $1.81 $1.83 79,087,900
15/07/2026 $2.08 $2.16 $1.93 $1.98 83,637,500
14/07/2026 $1.88 $2.00 $1.83 $1.98 76,308,500
13/07/2026 $1.75 $1.84 $1.70 $1.78 63,353,100
10/07/2026 $2.04 $2.09 $1.82 $1.88 73,956,300
09/07/2026 $1.86 $1.97 $1.81 $1.85 60,325,600
08/07/2026 $1.84 $1.90 $1.77 $1.86 68,962,100
07/07/2026 $2.15 $2.26 $1.98 $2.00 86,089,500