Summary
MVPL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 28.72% Volatility 25.48% Sharpe 0.99
Official loaded data — not a live quote.

MILLER VALUE PARTNERS LEVERAGE ETF

Symbol: MVPL

Exchange: NYSE

Sector: Technology

Category: Trading--Leveraged Equity

Inception date: 27/02/2024

Latest date: 20/07/2026

Current price: $41.72

Expense ratio: 1.72%

Assets under management
$24.6M
-1.64% 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

-1.15%

Ann. -49.54% (Sharpe / Sortino numerator)

Volatility

18.74%

Sharpe ratio

-2.837

VaR 95%

-1.72%

CVaR 95%: -1.89%
Max drawdown: -8.15%
Sortino ratio: -5.015
Calmar ratio: -6.08

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

8.30%

Ann. -21.91% (Sharpe / Sortino numerator)

Volatility

22.73%

Sharpe ratio

-1.124

VaR 95%

-2.24%

CVaR 95%: -3.10%
Max drawdown: -12.43%
Sortino ratio: -1.663
Calmar ratio: -1.76

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

17.11%

Ann. -12.07% (Sharpe / Sortino numerator)

Volatility

23.05%

Sharpe ratio

-0.681

VaR 95%

-2.39%

CVaR 95%: -3.42%
Max drawdown: -12.68%
Sortino ratio: -0.903
Calmar ratio: -0.95

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

28.72%

Ann. 28.89% (Sharpe / Sortino numerator)

Volatility

25.48%

Sharpe ratio

0.992

VaR 95%

-2.37%

CVaR 95%: -3.63%
Max drawdown: -12.68%
Sortino ratio: 1.373
Calmar ratio: 2.28

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

53.09%

Ann. 18.56% (Sharpe / Sortino numerator)

Volatility

25.57%

Sharpe ratio

0.584

VaR 95%

-2.85%

CVaR 95%: -3.81%
Max drawdown: -25.68%
Sortino ratio: 0.790
Calmar ratio: 0.72

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

0.111%

Best day

4.099%

06/02/2026
Worst day

-5.298%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $42.42 $42.42 $41.72 $41.72 800
17/07/2026 $42.01 $42.01 $41.96 $41.96 400
16/07/2026 $42.71 $42.71 $42.71 $42.71 100
15/07/2026 $42.79 $43.19 $42.74 $43.19 800
14/07/2026 $42.90 $42.93 $42.90 $42.93 300
13/07/2026 $42.78 $42.78 $42.60 $42.60 200
10/07/2026 $43.27 $43.27 $43.27 $43.27 100
09/07/2026 $42.88 $42.88 $42.88 $42.88 100
08/07/2026 $42.04 $42.26 $42.04 $42.26 500
07/07/2026 $42.23 $42.47 $42.23 $42.47 1,000