Summary
NSI
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 42.48% Volatility 19.48% Sharpe 1.74
Official loaded data — not a live quote.

NATIONAL SECURITY EMERGING MARKETS INDEX ETF

Symbol: NSI

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 06/12/2023

Latest date: 03/06/2026

Current price: $39.21

Expense ratio: 0.75%

Assets under management
$41.2M
-0.40% 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

3.72%

Ann. -51.75% (Sharpe / Sortino numerator)

Volatility

31.04%

Sharpe ratio

-1.784

VaR 95%

-2.93%

CVaR 95%: -3.60%
Max drawdown: -7.30%
Sortino ratio: -2.678
Calmar ratio: -7.09

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

8.76%

Ann. 12.05% (Sharpe / Sortino numerator)

Volatility

24.14%

Sharpe ratio

0.349

VaR 95%

-2.84%

CVaR 95%: -3.23%
Max drawdown: -13.66%
Sortino ratio: 0.505
Calmar ratio: 0.88

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

19.18%

Ann. 20.73% (Sharpe / Sortino numerator)

Volatility

20.59%

Sharpe ratio

0.830

VaR 95%

-2.12%

CVaR 95%: -3.01%
Max drawdown: -13.66%
Sortino ratio: 1.154
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

42.48%

Ann. 37.50% (Sharpe / Sortino numerator)

Volatility

19.48%

Sharpe ratio

1.739

VaR 95%

-1.80%

CVaR 95%: -2.92%
Max drawdown: -13.66%
Sortino ratio: 2.242
Calmar ratio: 2.74

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

53.07%

Ann. 18.04% (Sharpe / Sortino numerator)

Volatility

18.35%

Sharpe ratio

0.786

VaR 95%

-1.94%

CVaR 95%: -2.59%
Max drawdown: -18.77%
Sortino ratio: 1.092
Calmar ratio: 0.96

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

64.90%

Ann. 23.09% (Sharpe / Sortino numerator)

Volatility

18.38%

Sharpe ratio

1.061

VaR 95%

-1.88%

CVaR 95%: -2.50%
Max drawdown: -18.77%
Sortino ratio: 1.542
Calmar ratio: 1.23

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

0.148%

Best day

4.496%

08/04/2026
Worst day

-4.18%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $39.37 $39.37 $39.21 $39.21 300
02/06/2026 $39.58 $39.85 $39.58 $39.85 1,100
01/06/2026 $39.04 $39.31 $39.03 $39.31 1,300
29/05/2026 $38.64 $38.64 $38.48 $38.48 1,200
28/05/2026 $38.01 $38.50 $38.01 $38.50 300
27/05/2026 $38.63 $38.63 $38.36 $38.51 900
26/05/2026 $38.52 $38.71 $38.52 $38.71 1,500
22/05/2026 $37.91 $37.91 $37.72 $37.72 100
21/05/2026 $37.69 $38.28 $37.66 $38.16 1,700
20/05/2026 $37.40 $37.96 $37.40 $37.96 1,500