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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-2.30%
Ann. -51.33% (Sharpe / Sortino numerator)
Volatility
25.45%
Sharpe ratio
-2.159
VaR 95%
-2.58%
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%
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%
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%
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%
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%
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.
Average daily return
0.074%
Best day
3.001%
Worst day
-3.514%
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 |