RETURN STACKED(R) U.S. STOCKS & MANAGED FUTURES ETF
Symbol: RSST
Exchange: BATS
Sector: Technology
Category: Multi-Asset Overlay
Inception date: 05/09/2023
Latest date: 20/07/2026
Current price: $32.72
Expense ratio: 0.99%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.70%
Ann. -48.53% (Sharpe / Sortino numerator)
Volatility
24.84%
Sharpe ratio
-2.100
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
4.67%
Ann. 3.31% (Sharpe / Sortino numerator)
Volatility
26.24%
Sharpe ratio
-0.012
VaR 95%
-3.19%
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
13.34%
Ann. 19.14% (Sharpe / Sortino numerator)
Volatility
26.21%
Sharpe ratio
0.592
VaR 95%
-2.75%
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
37.10%
Ann. 30.22% (Sharpe / Sortino numerator)
Volatility
28.32%
Sharpe ratio
0.939
VaR 95%
-2.69%
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
35.01%
Ann. 11.64% (Sharpe / Sortino numerator)
Volatility
26.25%
Sharpe ratio
0.305
VaR 95%
-2.75%
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
66.35%
Ann. 21.06% (Sharpe / Sortino numerator)
Volatility
24.55%
Sharpe ratio
0.711
VaR 95%
-2.50%
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
0.137%
Best day
4.252%
Worst day
-6.562%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $32.85 | $33.00 | $32.66 | $32.72 | 94,700 |
| 17/07/2026 | $32.49 | $32.85 | $32.37 | $32.68 | 47,600 |
| 16/07/2026 | $33.11 | $33.24 | $32.83 | $32.95 | 100,200 |
| 15/07/2026 | $33.34 | $33.34 | $32.92 | $33.18 | 85,500 |
| 14/07/2026 | $33.03 | $33.22 | $32.93 | $33.16 | 81,600 |
| 13/07/2026 | $32.94 | $33.16 | $32.94 | $33.08 | 191,600 |
| 10/07/2026 | $32.81 | $33.12 | $32.70 | $33.12 | 76,300 |
| 09/07/2026 | $32.67 | $32.85 | $32.57 | $32.85 | 224,500 |
| 08/07/2026 | $32.48 | $32.63 | $32.32 | $32.63 | 351,000 |
| 07/07/2026 | $32.79 | $32.79 | $32.39 | $32.65 | 152,500 |