Summary
MSTU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return -95.37% 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: 03/06/2026

Current price: $3.80

Expense ratio: 1.05%

Assets under management
$616.4M
-11.73% 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

-55.66%

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

-25.05%

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

-71.83%

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

-95.37%

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

-85.11%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.841%

Best day

51.233%

06/02/2026
Worst day

-33.877%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $4.30 $4.55 $3.78 $3.80 45,747,600
02/06/2026 $4.88 $4.91 $4.27 $4.42 64,289,900
01/06/2026 $5.28 $5.72 $5.00 $5.41 38,225,300
29/05/2026 $5.47 $6.34 $5.33 $6.13 36,530,600
28/05/2026 $5.38 $5.74 $5.04 $5.59 35,688,200
27/05/2026 $5.98 $6.04 $5.76 $5.79 27,447,000
26/05/2026 $6.31 $6.79 $6.18 $6.23 33,432,200
22/05/2026 $6.59 $6.71 $6.19 $6.24 33,633,600
21/05/2026 $6.62 $6.97 $6.46 $6.67 30,661,400
20/05/2026 $6.77 $7.02 $6.54 $6.74 33,766,000