Summary
OASC
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 30.11% Volatility 22.23% Sharpe 0.78
Official loaded data — not a live quote.

ONEASCENT SMALL CAP CORE ETF

Symbol: OASC

Exchange: NYSE

Sector: Technology

Category: Small Blend

Inception date: 12/06/2024

Latest date: 20/07/2026

Current price: $34.26

Expense ratio: 0.69%

Assets under management
$91.6M
-1.27% 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

-2.78%

Ann. -23.47% (Sharpe / Sortino numerator)

Volatility

23.33%

Sharpe ratio

-1.162

VaR 95%

-1.91%

CVaR 95%: -2.09%
Max drawdown: -6.32%
Sortino ratio: -2.366
Calmar ratio: -3.72

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.

Period total return

4.64%

Ann. 10.94% (Sharpe / Sortino numerator)

Volatility

19.35%

Sharpe ratio

0.378

VaR 95%

-1.90%

CVaR 95%: -2.05%
Max drawdown: -7.67%
Sortino ratio: 0.619
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

13.03%

Ann. 13.03% (Sharpe / Sortino numerator)

Volatility

18.45%

Sharpe ratio

0.510

VaR 95%

-1.89%

CVaR 95%: -2.19%
Max drawdown: -7.67%
Sortino ratio: 0.813
Calmar ratio: 1.70

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

30.11%

Ann. 21.03% (Sharpe / Sortino numerator)

Volatility

22.23%

Sharpe ratio

0.783

VaR 95%

-1.91%

CVaR 95%: -2.98%
Max drawdown: -7.67%
Sortino ratio: 1.103
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

28.31%

Ann. 20.23% (Sharpe / Sortino numerator)

Volatility

21.13%

Sharpe ratio

0.787

VaR 95%

-1.87%

CVaR 95%: -2.83%
Max drawdown: -26.99%
Sortino ratio: 1.183
Calmar ratio: 0.75

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.

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

0.112%

Best day

3.878%

22/08/2025
Worst day

-2.833%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.70 $34.70 $34.26 $34.26 83,800
17/07/2026 $34.52 $34.52 $34.23 $34.31 4,100
16/07/2026 $34.42 $34.70 $34.33 $34.53 21,500
15/07/2026 $34.67 $34.68 $34.34 $34.58 24,700
14/07/2026 $34.73 $34.73 $34.69 $34.70 19,300
13/07/2026 $34.76 $34.76 $34.44 $34.61 9,400
10/07/2026 $34.73 $35.01 $34.73 $34.92 16,300
09/07/2026 $34.67 $35.15 $34.67 $34.95 22,800
08/07/2026 $34.55 $34.55 $34.35 $34.42 11,100
07/07/2026 $34.68 $34.80 $34.59 $34.64 13,900