Summary
RSBT
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 20.45% Volatility 15.06% Sharpe 0.88
Official loaded data — not a live quote.

RETURN STACKED(R) BONDS & MANAGED FUTURES ETF

Symbol: RSBT

Exchange: BATS

Sector: N/A

Category: Multi-Asset Overlay

Inception date: 07/02/2023

Latest date: 31/08/2026

Current price: $19.10

Expense ratio: 1.01%

Assets under management
$134.6M
0.24% 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

2.58%

Ann. -23.44% (Sharpe / Sortino numerator)

Volatility

13.89%

Sharpe ratio

-1.948

VaR 95%

-1.40%

CVaR 95%: -1.79%
Max drawdown: -3.98%
Sortino ratio: -2.667
Calmar ratio: -5.88

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

-3.14%

Ann. 23.11% (Sharpe / Sortino numerator)

Volatility

16.97%

Sharpe ratio

1.148

VaR 95%

-1.40%

CVaR 95%: -2.44%
Max drawdown: -6.03%
Sortino ratio: 1.274
Calmar ratio: 3.84

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

-2.15%

Ann. 26.14% (Sharpe / Sortino numerator)

Volatility

16.04%

Sharpe ratio

1.404

VaR 95%

-1.76%

CVaR 95%: -2.28%
Max drawdown: -6.03%
Sortino ratio: 1.773
Calmar ratio: 4.34

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

20.45%

Ann. 16.82% (Sharpe / Sortino numerator)

Volatility

15.06%

Sharpe ratio

0.876

VaR 95%

-1.65%

CVaR 95%: -2.29%
Max drawdown: -6.70%
Sortino ratio: 1.099
Calmar ratio: 2.51

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

10.83%

Ann. 4.66% (Sharpe / Sortino numerator)

Volatility

14.18%

Sharpe ratio

0.072

VaR 95%

-1.59%

CVaR 95%: -2.12%
Max drawdown: -18.98%
Sortino ratio: 0.097
Calmar ratio: 0.25

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

14.11%

Ann. 3.27% (Sharpe / Sortino numerator)

Volatility

13.23%

Sharpe ratio

-0.027

VaR 95%

-1.49%

CVaR 95%: -1.99%
Max drawdown: -18.98%
Sortino ratio: -0.037
Calmar ratio: 0.17

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

0.078%

Best day

2.728%

06/02/2026
Worst day

-4.368%

30/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $19.05 $19.10 $19.05 $19.10 18,400
28/08/2026 $19.05 $19.09 $19.03 $19.07 13,800
27/08/2026 $18.93 $19.03 $18.89 $18.98 8,500
26/08/2026 $18.91 $18.96 $18.91 $18.93 7,200
25/08/2026 $18.84 $18.88 $18.83 $18.84 25,400
24/08/2026 $18.98 $18.98 $18.79 $18.87 59,000
21/08/2026 $18.91 $18.98 $18.88 $18.95 74,300
20/08/2026 $18.81 $18.89 $18.80 $18.82 120,700
19/08/2026 $18.89 $18.89 $18.84 $18.88 58,000
18/08/2026 $18.90 $18.90 $18.80 $18.84 28,100