Regents Park Hedged Market Strategy ETF
Symbol: RPHS
Exchange: BATS
Sector: Technology
Category: Moderately Conservative Allocation
Inception date: 30/03/2022
Latest date: 15/07/2026
Current price: $8.79
Expense ratio: 0.75%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.99%
Ann. -33.87% (Sharpe / Sortino numerator)
Volatility
11.49%
Sharpe ratio
-3.263
VaR 95%
-0.92%
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
4.78%
Ann. -17.42% (Sharpe / Sortino numerator)
Volatility
10.80%
Sharpe ratio
-1.949
VaR 95%
-1.16%
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
4.42%
Ann. -5.30% (Sharpe / Sortino numerator)
Volatility
11.06%
Sharpe ratio
-0.808
VaR 95%
-1.13%
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
13.10%
Ann. 10.36% (Sharpe / Sortino numerator)
Volatility
11.31%
Sharpe ratio
0.595
VaR 95%
-1.15%
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
20.14%
Ann. 7.96% (Sharpe / Sortino numerator)
Volatility
11.80%
Sharpe ratio
0.367
VaR 95%
-1.18%
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
43.99%
Ann. 11.99% (Sharpe / Sortino numerator)
Volatility
11.06%
Sharpe ratio
0.756
VaR 95%
-1.08%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/07/2025 - 15/07/2026.
Average daily return
0.051%
Best day
2.042%
Worst day
-2.465%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/07/2026 | $8.79 | $8.79 | $8.79 | $8.79 | 0 |
| 14/07/2026 | $8.79 | $8.79 | $8.79 | $8.79 | 0 |
| 13/07/2026 | $8.79 | $8.79 | $8.79 | $8.79 | 0 |
| 10/07/2026 | $8.55 | $8.82 | $8.00 | $8.79 | 6,600 |
| 09/07/2026 | $8.68 | $8.82 | $8.68 | $8.82 | 1,400 |
| 08/07/2026 | $8.96 | $8.96 | $8.78 | $8.82 | 1,300 |
| 07/07/2026 | $8.87 | $8.97 | $8.82 | $8.82 | 17,100 |
| 06/07/2026 | $8.95 | $8.96 | $8.73 | $8.81 | 15,200 |
| 02/07/2026 | $8.94 | $8.94 | $8.74 | $8.80 | 5,900 |
| 01/07/2026 | $10.73 | $10.75 | $10.72 | $10.73 | 2,800 |