Summary
OVM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 11.81% Volatility 5.69% Sharpe 0.69
Official loaded data — not a live quote.

OVERLAY SHARES MUNICIPAL BOND ETF

Symbol: OVM

Exchange: BATS

Sector: Technology

Category: Muni National Long

Inception date: 30/09/2019

Latest date: 03/06/2026

Current price: $21.83

Expense ratio: 0.81%

Assets under management
$35.9M
-0.17% 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

1.10%

Ann. -14.56% (Sharpe / Sortino numerator)

Volatility

6.76%

Sharpe ratio

-2.690

VaR 95%

-0.80%

CVaR 95%: -0.87%
Max drawdown: -2.11%
Sortino ratio: -4.298
Calmar ratio: -6.89

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

1.59%

Ann. 4.30% (Sharpe / Sortino numerator)

Volatility

5.53%

Sharpe ratio

0.120

VaR 95%

-0.47%

CVaR 95%: -0.83%
Max drawdown: -2.86%
Sortino ratio: 0.155
Calmar ratio: 1.50

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

4.16%

Ann. 6.74% (Sharpe / Sortino numerator)

Volatility

4.80%

Sharpe ratio

0.647

VaR 95%

-0.37%

CVaR 95%: -0.65%
Max drawdown: -2.86%
Sortino ratio: 0.930
Calmar ratio: 2.35

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.

Period total return

11.81%

Ann. 7.55% (Sharpe / Sortino numerator)

Volatility

5.69%

Sharpe ratio

0.688

VaR 95%

-0.42%

CVaR 95%: -0.88%
Max drawdown: -3.79%
Sortino ratio: 0.816
Calmar ratio: 1.99

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

9.80%

Ann. 3.97% (Sharpe / Sortino numerator)

Volatility

5.35%

Sharpe ratio

0.064

VaR 95%

-0.47%

CVaR 95%: -0.79%
Max drawdown: -8.20%
Sortino ratio: 0.085
Calmar ratio: 0.48

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

15.20%

Ann. 4.36% (Sharpe / Sortino numerator)

Volatility

5.48%

Sharpe ratio

0.133

VaR 95%

-0.53%

CVaR 95%: -0.79%
Max drawdown: -8.20%
Sortino ratio: 0.189
Calmar ratio: 0.53

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

0.045%

Best day

0.874%

24/11/2025
Worst day

-1.082%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $21.87 $21.90 $21.83 $21.83 6,500
02/06/2026 $21.87 $21.90 $21.83 $21.87 27,900
01/06/2026 $21.78 $21.84 $21.73 $21.81 19,600
29/05/2026 $21.91 $21.91 $21.78 $21.78 6,300
28/05/2026 $21.73 $21.79 $21.73 $21.77 13,200
27/05/2026 $21.75 $21.75 $21.67 $21.74 22,500
26/05/2026 $21.93 $21.93 $21.72 $21.77 10,500
22/05/2026 $21.65 $21.67 $21.60 $21.64 3,700
21/05/2026 $21.59 $21.61 $21.53 $21.60 5,600
20/05/2026 $21.61 $21.61 $21.51 $21.59 27,000