Summary
RSSB
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.64% Volatility 19.12% Sharpe 0.86
Official loaded data — not a live quote.

RETURN STACKED(R) GLOBAL STOCKS & BONDS ETF

Symbol: RSSB

Exchange: BATS

Sector: Technology

Category: Multi-Asset Overlay

Inception date: 04/12/2023

Latest date: 20/07/2026

Current price: $30.13

Expense ratio: 0.39%

Assets under management
$504.3M
-0.63% 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

-2.30%

Ann. -51.33% (Sharpe / Sortino numerator)

Volatility

25.45%

Sharpe ratio

-2.159

VaR 95%

-2.58%

CVaR 95%: -2.86%
Max drawdown: -9.35%
Sortino ratio: -4.149
Calmar ratio: -5.49

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

1.18%

Ann. -10.28% (Sharpe / Sortino numerator)

Volatility

18.40%

Sharpe ratio

-0.756

VaR 95%

-2.08%

CVaR 95%: -2.49%
Max drawdown: -11.63%
Sortino ratio: -1.118
Calmar ratio: -0.88

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

7.22%

Ann. -0.54% (Sharpe / Sortino numerator)

Volatility

16.91%

Sharpe ratio

-0.247

VaR 95%

-1.95%

CVaR 95%: -2.43%
Max drawdown: -11.63%
Sortino ratio: -0.360
Calmar ratio: -0.05

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

18.64%

Ann. 20.09% (Sharpe / Sortino numerator)

Volatility

19.12%

Sharpe ratio

0.861

VaR 95%

-1.77%

CVaR 95%: -2.77%
Max drawdown: -11.63%
Sortino ratio: 1.145
Calmar ratio: 1.73

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

35.21%

Ann. 14.52% (Sharpe / Sortino numerator)

Volatility

16.89%

Sharpe ratio

0.645

VaR 95%

-1.62%

CVaR 95%: -2.43%
Max drawdown: -16.09%
Sortino ratio: 0.869
Calmar ratio: 0.90

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

58.42%

Ann. 21.78% (Sharpe / Sortino numerator)

Volatility

16.75%

Sharpe ratio

1.086

VaR 95%

-1.51%

CVaR 95%: -2.34%
Max drawdown: -16.09%
Sortino ratio: 1.519
Calmar ratio: 1.35

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

Best day

3.001%

08/04/2026
Worst day

-3.514%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.32 $30.40 $30.09 $30.13 57,100
17/07/2026 $30.23 $30.41 $30.14 $30.21 45,800
16/07/2026 $30.46 $30.64 $30.40 $30.44 340,100
15/07/2026 $30.68 $30.81 $30.55 $30.72 44,400
14/07/2026 $30.63 $30.68 $30.54 $30.57 36,600
13/07/2026 $30.60 $30.62 $30.30 $30.34 62,900
10/07/2026 $30.67 $30.83 $30.67 $30.78 32,500
09/07/2026 $30.52 $30.76 $30.45 $30.68 77,700
08/07/2026 $30.35 $30.43 $30.15 $30.37 50,900
07/07/2026 $30.83 $30.83 $30.50 $30.57 110,400