Summary
OWNB
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return -23.82% Volatility 63.27% Sharpe -0.54
Official loaded data — not a live quote.

BITWISE BITCOIN STANDARD CORPORATIONS ETF

Symbol: OWNB

Exchange: NYSE

Sector: Financial_Services

Category: Equity Digital Assets

Inception date: 10/03/2025

Latest date: 03/09/2026

Current price: $21.96

Expense ratio: 0.85%

Assets under management
$14.0M
2.13% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

27.50%

Ann. -77.68% (Sharpe / Sortino numerator)

Volatility

63.17%

Sharpe ratio

-1.287

VaR 95%

-4.96%

CVaR 95%: -5.63%
Max drawdown: -20.82%
Sortino ratio: -2.853
Calmar ratio: -3.73

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

3.89%

Ann. -74.29% (Sharpe / Sortino numerator)

Volatility

68.99%

Sharpe ratio

-1.129

VaR 95%

-5.90%

CVaR 95%: -8.24%
Max drawdown: -40.40%
Sortino ratio: -1.996
Calmar ratio: -1.84

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

21.72%

Ann. -79.06% (Sharpe / Sortino numerator)

Volatility

66.05%

Sharpe ratio

-1.252

VaR 95%

-7.00%

CVaR 95%: -8.74%
Max drawdown: -59.47%
Sortino ratio: -2.142
Calmar ratio: -1.33

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

-23.82%

Ann. -30.54% (Sharpe / Sortino numerator)

Volatility

63.27%

Sharpe ratio

-0.540

VaR 95%

-6.61%

CVaR 95%: -8.20%
Max drawdown: -59.47%
Sortino ratio: -0.906
Calmar ratio: -0.51

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.035%

Best day

14.124%

06/02/2026
Worst day

-12.741%

05/02/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $21.50 $21.96 $21.50 $21.96 3,300
02/09/2026 $19.63 $20.00 $19.63 $19.97 4,400
01/09/2026 $20.15 $20.15 $20.15 $20.15 400
31/08/2026 $20.54 $20.78 $20.21 $20.78 2,800
28/08/2026 $21.50 $21.50 $20.54 $20.61 2,900
27/08/2026 $21.76 $21.79 $21.50 $21.50 2,000
26/08/2026 $20.49 $20.59 $20.25 $20.48 10,200
25/08/2026 $21.04 $21.10 $21.03 $21.07 1,900
24/08/2026 $20.17 $20.50 $20.17 $20.18 3,600
21/08/2026 $20.26 $20.52 $19.98 $20.09 5,800