Summary
RSBT
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 28.84% 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: 03/06/2026

Current price: $19.80

Expense ratio: 1.01%

Assets under management
$127.0M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

3.56%

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

3.66%

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

12.19%

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

28.84%

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

12.73%

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

15.61%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.105%

Best day

2.728%

06/02/2026
Worst day

-4.368%

30/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $19.80 $19.86 $19.72 $19.80 19,900
02/06/2026 $19.73 $19.86 $19.73 $19.83 23,200
01/06/2026 $19.51 $19.75 $19.51 $19.72 24,200
29/05/2026 $19.73 $19.73 $19.34 $19.42 58,300
28/05/2026 $19.28 $19.45 $19.25 $19.40 45,900
27/05/2026 $19.35 $19.66 $19.26 $19.32 91,500
26/05/2026 $19.50 $19.63 $19.50 $19.55 31,800
22/05/2026 $19.48 $19.52 $19.42 $19.42 25,800
21/05/2026 $19.40 $19.45 $19.27 $19.39 46,900
20/05/2026 $19.43 $19.45 $19.27 $19.39 33,000