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: 15/10/2026
Current price: $35.31
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
1.85%
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
6.42%
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
14.42%
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
30.89%
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
51.32%
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
82.01%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.116%
Best day
4.171%
Worst day
-6.562%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $34.79 | $35.40 | $34.48 | $35.31 | 228,100 |
| 14/10/2026 | $36.68 | $36.68 | $35.62 | $35.82 | 104,000 |
| 13/10/2026 | $36.00 | $36.33 | $36.00 | $36.24 | 149,100 |
| 12/10/2026 | $36.50 | $36.54 | $36.30 | $36.41 | 110,100 |
| 09/10/2026 | $36.20 | $36.61 | $36.17 | $36.18 | 99,300 |
| 08/10/2026 | $36.32 | $36.42 | $35.70 | $35.83 | 118,700 |
| 07/10/2026 | $36.62 | $36.62 | $36.09 | $36.23 | 96,900 |
| 06/10/2026 | $36.09 | $36.33 | $36.07 | $36.31 | 197,800 |
| 05/10/2026 | $35.81 | $36.27 | $35.81 | $36.11 | 148,400 |
| 02/10/2026 | $35.29 | $35.80 | $35.27 | $35.80 | 132,100 |