Summary
RSSY
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 35.99% Volatility 21.60% Sharpe 1.11
Official loaded data — not a live quote.

RETURN STACKED(R) U.S. STOCKS & FUTURES YIELD ETF

Symbol: RSSY

Exchange: BATS

Sector: Technology

Category: Multi-Asset Overlay

Inception date: 28/05/2024

Latest date: 20/07/2026

Current price: $25.30

Expense ratio: 0.99%

Assets under management
$96.1M
-0.20% 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

0.92%

Ann. 98.87% (Sharpe / Sortino numerator)

Volatility

14.88%

Sharpe ratio

6.400

VaR 95%

-0.99%

CVaR 95%: -1.35%
Max drawdown: -3.46%
Sortino ratio: 12.551
Calmar ratio: 28.60

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

5.78%

Ann. 93.44% (Sharpe / Sortino numerator)

Volatility

15.94%

Sharpe ratio

5.634

VaR 95%

-1.04%

CVaR 95%: -1.91%
Max drawdown: -4.46%
Sortino ratio: 7.134
Calmar ratio: 20.95

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

33.93%

Ann. 32.42% (Sharpe / Sortino numerator)

Volatility

15.72%

Sharpe ratio

1.832

VaR 95%

-1.60%

CVaR 95%: -2.15%
Max drawdown: -7.36%
Sortino ratio: 2.624
Calmar ratio: 4.41

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

35.99%

Ann. 27.65% (Sharpe / Sortino numerator)

Volatility

21.60%

Sharpe ratio

1.112

VaR 95%

-1.86%

CVaR 95%: -3.42%
Max drawdown: -10.29%
Sortino ratio: 1.299
Calmar ratio: 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

24.68%

Ann. 13.52% (Sharpe / Sortino numerator)

Volatility

18.66%

Sharpe ratio

0.532

VaR 95%

-1.68%

CVaR 95%: -2.89%
Max drawdown: -29.57%
Sortino ratio: 0.651
Calmar ratio: 0.46

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

0.127%

Best day

2.566%

29/06/2026
Worst day

-3.721%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $25.35 $25.43 $25.23 $25.30 43,400
17/07/2026 $25.33 $25.50 $25.32 $25.37 5,400
16/07/2026 $25.48 $25.58 $25.42 $25.56 42,200
15/07/2026 $25.65 $25.71 $25.51 $25.71 8,900
14/07/2026 $25.48 $25.56 $25.40 $25.56 23,500
13/07/2026 $25.34 $25.37 $25.25 $25.33 51,800
10/07/2026 $25.41 $25.51 $25.15 $25.51 14,100
09/07/2026 $25.40 $25.51 $25.30 $25.50 21,200
08/07/2026 $25.08 $25.38 $25.04 $25.38 14,900
07/07/2026 $25.29 $25.30 $25.16 $25.16 17,700