Summary
OILT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 35.09% Volatility 35.07% Sharpe 0.89
Official loaded data — not a live quote.

Texas Capital Texas Oil Index ETF

Symbol: OILT

Exchange: NYSE

Sector: Energy

Category: Equity Energy

Inception date: 20/12/2023

Latest date: 16/07/2026

Current price: $28.73

Expense ratio: 0.35%

Assets under management
$12.0M
-0.19% 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

1.58%

Ann. 223.29% (Sharpe / Sortino numerator)

Volatility

26.08%

Sharpe ratio

8.423

VaR 95%

-2.41%

CVaR 95%: -3.14%
Max drawdown: -5.91%
Sortino ratio: 11.574
Calmar ratio: 37.79

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

-4.99%

Ann. 271.51% (Sharpe / Sortino numerator)

Volatility

28.26%

Sharpe ratio

9.478

VaR 95%

-2.46%

CVaR 95%: -2.89%
Max drawdown: -5.91%
Sortino ratio: 16.837
Calmar ratio: 45.96

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

23.35%

Ann. 107.81% (Sharpe / Sortino numerator)

Volatility

26.82%

Sharpe ratio

3.885

VaR 95%

-2.45%

CVaR 95%: -3.33%
Max drawdown: -7.72%
Sortino ratio: 6.229
Calmar ratio: 13.96

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

35.09%

Ann. 34.87% (Sharpe / Sortino numerator)

Volatility

35.07%

Sharpe ratio

0.891

VaR 95%

-2.80%

CVaR 95%: -5.28%
Max drawdown: -15.95%
Sortino ratio: 1.098
Calmar ratio: 2.19

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

9.04%

Ann. 9.08% (Sharpe / Sortino numerator)

Volatility

29.57%

Sharpe ratio

0.184

VaR 95%

-2.89%

CVaR 95%: -4.40%
Max drawdown: -35.21%
Sortino ratio: 0.233
Calmar ratio: 0.26

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

21.70%

Ann. 12.27% (Sharpe / Sortino numerator)

Volatility

29.07%

Sharpe ratio

0.300

VaR 95%

-2.89%

CVaR 95%: -4.42%
Max drawdown: -35.21%
Sortino ratio: 0.378
Calmar ratio: 0.35

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.135%

Best day

4.204%

08/01/2026
Worst day

-5.385%

06/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $28.78 $28.80 $28.73 $28.73 900
15/07/2026 $28.57 $28.57 $28.57 $28.57 300
14/07/2026 $28.67 $28.77 $28.36 $28.59 2,200
13/07/2026 $28.25 $28.65 $28.25 $28.65 3,000
10/07/2026 $27.53 $27.71 $27.50 $27.71 1,200
09/07/2026 $27.81 $27.81 $27.70 $27.70 1,600
08/07/2026 $28.50 $28.50 $27.93 $28.30 4,600
07/07/2026 $27.42 $27.88 $27.42 $27.88 1,200
06/07/2026 $27.00 $27.00 $26.86 $26.86 3,700
02/07/2026 $26.98 $26.98 $26.88 $26.95 500