Summary
RPAR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.79% Volatility 11.79% Sharpe 1.01
Official loaded data — not a live quote.

RPAR RISK PARITY ETF

Symbol: RPAR

Exchange: NYSE

Sector: Technology

Category: Tactical Allocation

Inception date: 12/12/2019

Latest date: 20/07/2026

Current price: $21.78

Expense ratio: 0.52%

Assets under management
$586.0M
-0.56% 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

-2.68%

Ann. -45.14% (Sharpe / Sortino numerator)

Volatility

16.20%

Sharpe ratio

-3.010

VaR 95%

-1.76%

CVaR 95%: -2.18%
Max drawdown: -6.01%
Sortino ratio: -4.845
Calmar ratio: -7.51

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

-4.12%

Ann. 13.22% (Sharpe / Sortino numerator)

Volatility

13.68%

Sharpe ratio

0.701

VaR 95%

-1.26%

CVaR 95%: -1.98%
Max drawdown: -8.17%
Sortino ratio: 0.985
Calmar ratio: 1.62

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

0.40%

Ann. 12.02% (Sharpe / Sortino numerator)

Volatility

11.06%

Sharpe ratio

0.759

VaR 95%

-0.92%

CVaR 95%: -1.58%
Max drawdown: -8.17%
Sortino ratio: 1.072
Calmar ratio: 1.47

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

11.79%

Ann. 15.54% (Sharpe / Sortino numerator)

Volatility

11.79%

Sharpe ratio

1.010

VaR 95%

-1.01%

CVaR 95%: -1.83%
Max drawdown: -8.17%
Sortino ratio: 1.313
Calmar ratio: 1.90

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

18.30%

Ann. 10.82% (Sharpe / Sortino numerator)

Volatility

10.96%

Sharpe ratio

0.656

VaR 95%

-1.07%

CVaR 95%: -1.63%
Max drawdown: -11.26%
Sortino ratio: 0.896
Calmar ratio: 0.96

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

21.48%

Ann. 7.28% (Sharpe / Sortino numerator)

Volatility

11.46%

Sharpe ratio

0.318

VaR 95%

-1.13%

CVaR 95%: -1.69%
Max drawdown: -13.85%
Sortino ratio: 0.457
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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.047%

Best day

1.685%

11/06/2026
Worst day

-2.521%

20/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $21.90 $21.91 $21.75 $21.78 17,700
17/07/2026 $21.93 $21.93 $21.88 $21.88 2,300
16/07/2026 $21.76 $21.87 $21.76 $21.83 18,700
15/07/2026 $21.99 $22.00 $21.97 $21.99 8,600
14/07/2026 $22.01 $22.02 $21.95 $21.98 12,900
13/07/2026 $21.93 $21.95 $21.81 $21.84 18,600
10/07/2026 $21.98 $22.05 $21.95 $22.04 7,600
09/07/2026 $21.98 $22.05 $21.96 $21.99 4,700
08/07/2026 $21.87 $21.93 $21.77 $21.91 4,600
07/07/2026 $22.17 $22.17 $21.96 $21.96 13,200