Summary
RSBY
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.49% Volatility 13.35% Sharpe 0.61
Official loaded data — not a live quote.

RETURN STACKED(R) BONDS & FUTURES YIELD ETF

Symbol: RSBY

Exchange: BATS

Sector: Technology

Category: Multi-Asset Overlay

Inception date: 20/08/2024

Latest date: 03/06/2026

Current price: $18.31

Expense ratio: 1.01%

Assets under management
$77.9M
0.44% 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

-2.54%

Ann. 175.85% (Sharpe / Sortino numerator)

Volatility

18.10%

Sharpe ratio

9.515

VaR 95%

-1.43%

CVaR 95%: -1.98%
Max drawdown: -2.80%
Sortino ratio: 13.511
Calmar ratio: 62.74

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

6.21%

Ann. 127.98% (Sharpe / Sortino numerator)

Volatility

13.74%

Sharpe ratio

9.048

VaR 95%

-1.38%

CVaR 95%: -1.81%
Max drawdown: -2.80%
Sortino ratio: 11.502
Calmar ratio: 45.66

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

14.30%

Ann. 36.27% (Sharpe / Sortino numerator)

Volatility

13.27%

Sharpe ratio

2.459

VaR 95%

-1.28%

CVaR 95%: -1.64%
Max drawdown: -7.95%
Sortino ratio: 3.925
Calmar ratio: 4.56

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

20.49%

Ann. 11.83% (Sharpe / Sortino numerator)

Volatility

13.35%

Sharpe ratio

0.614

VaR 95%

-1.41%

CVaR 95%: -1.91%
Max drawdown: -10.16%
Sortino ratio: 0.896
Calmar ratio: 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

-4.65%

Ann. -1.99% (Sharpe / Sortino numerator)

Volatility

13.86%

Sharpe ratio

-0.402

VaR 95%

-1.41%

CVaR 95%: -2.09%
Max drawdown: -23.32%
Sortino ratio: -0.542
Calmar ratio: -0.09

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

0.077%

Best day

2.701%

17/06/2025
Worst day

-2.485%

23/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $18.23 $18.31 $18.21 $18.31 8,000
02/06/2026 $18.20 $18.20 $18.16 $18.20 2,300
01/06/2026 $18.19 $18.19 $18.15 $18.15 1,500
29/05/2026 $18.14 $18.20 $18.10 $18.12 22,400
28/05/2026 $18.14 $18.16 $18.11 $18.11 27,200
27/05/2026 $18.01 $18.11 $18.01 $18.09 34,700
26/05/2026 $18.13 $18.26 $18.13 $18.17 25,100
22/05/2026 $18.05 $18.10 $18.04 $18.10 2,100
21/05/2026 $18.10 $18.10 $18.04 $18.04 1,100
20/05/2026 $18.18 $18.18 $18.12 $18.17 4,200