Summary
RSBA
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return -0.04% Volatility 5.26% Sharpe 0.06
Official loaded data — not a live quote.

RETURN STACKED(R) BONDS & MERGER ARBITRAGE ETF

Symbol: RSBA

Exchange: BATS

Sector: Financial_Services

Category: Multi-Asset Overlay

Inception date: 17/12/2024

Latest date: 31/08/2026

Current price: $20.46

Expense ratio: 1.01%

Assets under management
$52.7M
0.10% 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

-1.11%

Ann. -12.29% (Sharpe / Sortino numerator)

Volatility

7.31%

Sharpe ratio

-2.179

VaR 95%

-0.70%

CVaR 95%: -0.78%
Max drawdown: -2.19%
Sortino ratio: -4.281
Calmar ratio: -5.61

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

-1.77%

Ann. -1.36% (Sharpe / Sortino numerator)

Volatility

5.28%

Sharpe ratio

-0.945

VaR 95%

-0.57%

CVaR 95%: -0.70%
Max drawdown: -2.74%
Sortino ratio: -1.463
Calmar ratio: -0.50

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

-2.66%

Ann. 0.28% (Sharpe / Sortino numerator)

Volatility

4.51%

Sharpe ratio

-0.744

VaR 95%

-0.46%

CVaR 95%: -0.63%
Max drawdown: -2.74%
Sortino ratio: -1.136
Calmar ratio: 0.10

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

-0.04%

Ann. 3.96% (Sharpe / Sortino numerator)

Volatility

5.26%

Sharpe ratio

0.063

VaR 95%

-0.47%

CVaR 95%: -0.70%
Max drawdown: -2.83%
Sortino ratio: 0.093
Calmar ratio: 1.40

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

5.63%

Ann. 4.13% (Sharpe / Sortino numerator)

Volatility

5.06%

Sharpe ratio

0.096

VaR 95%

-0.48%

CVaR 95%: -0.64%
Max drawdown: -2.83%
Sortino ratio: 0.151
Calmar ratio: 1.46

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.0%

Best day

0.793%

04/08/2026
Worst day

-0.848%

20/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $20.44 $20.48 $20.41 $20.46 5,700
28/08/2026 $20.57 $20.57 $20.46 $20.46 1,300
27/08/2026 $20.55 $20.59 $20.55 $20.59 4,400
26/08/2026 $20.58 $20.58 $20.49 $20.55 14,100
25/08/2026 $20.54 $20.58 $20.52 $20.58 13,500
24/08/2026 $20.45 $20.50 $20.44 $20.45 9,200
21/08/2026 $20.49 $20.51 $20.43 $20.43 12,900
20/08/2026 $20.50 $20.53 $20.46 $20.50 26,800
19/08/2026 $20.56 $20.59 $20.53 $20.56 4,700
18/08/2026 $20.49 $20.52 $20.46 $20.46 2,200