Summary
OZEM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 27.40% Volatility 27.66% Sharpe 1.30
Official loaded data — not a live quote.

ROUNDHILL GLP-1 & WEIGHT LOSS ETF

Symbol: OZEM

Exchange: NASDAQ

Sector: Healthcare

Category: Health

Inception date: 20/05/2024

Latest date: 16/07/2026

Current price: $32.84

Expense ratio: 0.59%

Assets under management
$54.1M
-0.48% 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

7.73%

Ann. -39.40% (Sharpe / Sortino numerator)

Volatility

23.37%

Sharpe ratio

-1.841

VaR 95%

-2.51%

CVaR 95%: -2.67%
Max drawdown: -8.36%
Sortino ratio: -3.017
Calmar ratio: -4.71

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

2.71%

Ann. -25.86% (Sharpe / Sortino numerator)

Volatility

25.60%

Sharpe ratio

-1.152

VaR 95%

-2.54%

CVaR 95%: -3.58%
Max drawdown: -19.11%
Sortino ratio: -1.582
Calmar ratio: -1.35

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

-9.28%

Ann. 28.84% (Sharpe / Sortino numerator)

Volatility

24.31%

Sharpe ratio

1.037

VaR 95%

-2.24%

CVaR 95%: -3.02%
Max drawdown: -19.11%
Sortino ratio: 1.603
Calmar ratio: 1.51

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.

Period total return

27.40%

Ann. 39.68% (Sharpe / Sortino numerator)

Volatility

27.66%

Sharpe ratio

1.303

VaR 95%

-2.41%

CVaR 95%: -3.82%
Max drawdown: -19.11%
Sortino ratio: 1.947
Calmar ratio: 2.08

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

16.88%

Ann. 13.32% (Sharpe / Sortino numerator)

Volatility

25.20%

Sharpe ratio

0.386

VaR 95%

-2.36%

CVaR 95%: -3.55%
Max drawdown: -28.65%
Sortino ratio: 0.570
Calmar ratio: 0.46

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

0.108%

Best day

5.032%

08/12/2025
Worst day

-5.215%

29/07/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $33.00 $33.17 $32.67 $32.84 13,000
15/07/2026 $32.62 $32.95 $32.55 $32.90 5,600
14/07/2026 $32.50 $32.50 $32.22 $32.33 50,700
13/07/2026 $33.08 $33.08 $32.59 $32.75 31,700
10/07/2026 $33.45 $33.45 $33.01 $33.12 33,400
09/07/2026 $33.37 $33.45 $33.20 $33.40 13,400
08/07/2026 $33.80 $33.80 $33.39 $33.54 30,400
07/07/2026 $34.04 $34.08 $33.79 $34.06 31,000
06/07/2026 $33.66 $33.82 $33.24 $33.75 25,600
02/07/2026 $33.05 $33.75 $33.05 $33.55 52,200