Summary
RSST
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 37.10% Volatility 28.32% Sharpe 0.94
Official loaded data — not a live quote.

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%

Assets under management
$468.3M
-0.40% 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

-0.70%

Ann. -48.53% (Sharpe / Sortino numerator)

Volatility

24.84%

Sharpe ratio

-2.100

VaR 95%

-1.95%

CVaR 95%: -2.71%
Max drawdown: -9.26%
Sortino ratio: -4.748
Calmar ratio: -5.24

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%

CVaR 95%: -3.78%
Max drawdown: -11.71%
Sortino ratio: -0.017
Calmar ratio: 0.28

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%

CVaR 95%: -3.85%
Max drawdown: -11.71%
Sortino ratio: 0.811
Calmar ratio: 1.63

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%

CVaR 95%: -4.47%
Max drawdown: -12.59%
Sortino ratio: 1.078
Calmar ratio: 2.40

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%

CVaR 95%: -4.12%
Max drawdown: -30.80%
Sortino ratio: 0.375
Calmar ratio: 0.38

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%

CVaR 95%: -3.79%
Max drawdown: -30.80%
Sortino ratio: 0.897
Calmar ratio: 0.68

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

0.137%

Best day

4.252%

13/10/2025
Worst day

-6.562%

05/06/2026
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