Summary
NRSH
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 45.95% Volatility 24.77% Sharpe 0.81
Official loaded data — not a live quote.

AZTLAN NORTH AMERICA NEARSHORING STOCK SELECTION ETF

Symbol: NRSH

Exchange: NYSE

Sector: Technology

Category: Industrials

Inception date: 29/11/2023

Latest date: 20/07/2026

Current price: $31.61

Expense ratio: 0.76%

Assets under management
$33.5M
-0.37% 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

-7.62%

Ann. -17.47% (Sharpe / Sortino numerator)

Volatility

36.67%

Sharpe ratio

-0.575

VaR 95%

-3.42%

CVaR 95%: -3.91%
Max drawdown: -7.75%
Sortino ratio: -0.987
Calmar ratio: -2.26

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

10.25%

Ann. 27.44% (Sharpe / Sortino numerator)

Volatility

30.88%

Sharpe ratio

0.771

VaR 95%

-3.12%

CVaR 95%: -3.97%
Max drawdown: -9.98%
Sortino ratio: 1.117
Calmar ratio: 2.75

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

25.65%

Ann. 16.61% (Sharpe / Sortino numerator)

Volatility

26.68%

Sharpe ratio

0.487

VaR 95%

-2.83%

CVaR 95%: -3.51%
Max drawdown: -10.94%
Sortino ratio: 0.709
Calmar ratio: 1.52

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

45.95%

Ann. 23.81% (Sharpe / Sortino numerator)

Volatility

24.77%

Sharpe ratio

0.815

VaR 95%

-2.66%

CVaR 95%: -3.32%
Max drawdown: -10.94%
Sortino ratio: 1.206
Calmar ratio: 2.18

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

47.35%

Ann. 9.19% (Sharpe / Sortino numerator)

Volatility

21.40%

Sharpe ratio

0.260

VaR 95%

-2.22%

CVaR 95%: -2.91%
Max drawdown: -24.01%
Sortino ratio: 0.395
Calmar ratio: 0.38

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

57.77%

Ann. 21.74% (Sharpe / Sortino numerator)

Volatility

21.83%

Sharpe ratio

0.831

VaR 95%

-2.11%

CVaR 95%: -2.80%
Max drawdown: -24.01%
Sortino ratio: 1.345
Calmar ratio: 0.91

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

0.166%

Best day

5.456%

11/06/2026
Worst day

-4.974%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.73 $31.73 $31.61 $31.61 30,000
17/07/2026 $31.64 $31.64 $31.64 $31.64 100
16/07/2026 $31.88 $31.88 $31.88 $31.88 100
15/07/2026 $32.47 $32.47 $32.47 $32.47 100
14/07/2026 $33.11 $33.11 $33.11 $33.11 100
13/07/2026 $32.35 $32.35 $32.35 $32.35 100
10/07/2026 $32.98 $32.98 $32.98 $32.98 100
09/07/2026 $33.33 $33.33 $33.33 $33.33 100
08/07/2026 $32.21 $32.62 $32.21 $32.62 4,600
07/07/2026 $32.42 $32.42 $32.28 $32.28 1,200