MAIN SECTOR ROTATION ETF
Symbol: SECT
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 05/09/2017
Latest date: 20/07/2026
Current price: $69.79
Expense ratio: 0.69%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.32%
Ann. -42.29% (Sharpe / Sortino numerator)
Volatility
18.85%
Sharpe ratio
-2.437
VaR 95%
-1.83%
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
5.41%
Ann. -20.78% (Sharpe / Sortino numerator)
Volatility
15.09%
Sharpe ratio
-1.617
VaR 95%
-1.74%
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
9.77%
Ann. -7.33% (Sharpe / Sortino numerator)
Volatility
14.64%
Sharpe ratio
-0.748
VaR 95%
-1.72%
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
19.58%
Ann. 18.54% (Sharpe / Sortino numerator)
Volatility
19.84%
Sharpe ratio
0.752
VaR 95%
-1.67%
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
34.94%
Ann. 11.02% (Sharpe / Sortino numerator)
Volatility
18.41%
Sharpe ratio
0.401
VaR 95%
-1.81%
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
61.68%
Ann. 15.20% (Sharpe / Sortino numerator)
Volatility
16.56%
Sharpe ratio
0.699
VaR 95%
-1.60%
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.
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
0.076%
Best day
3.002%
Worst day
-3.394%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $70.56 | $70.56 | $69.79 | $69.79 | 74,700 |
| 17/07/2026 | $70.23 | $70.53 | $69.90 | $70.02 | 95,800 |
| 16/07/2026 | $70.62 | $70.86 | $70.34 | $70.68 | 107,800 |
| 15/07/2026 | $71.94 | $71.94 | $70.57 | $71.17 | 100,100 |
| 14/07/2026 | $71.52 | $71.78 | $71.35 | $71.49 | 123,400 |
| 13/07/2026 | $71.53 | $71.53 | $70.87 | $70.98 | 105,700 |
| 10/07/2026 | $71.42 | $71.84 | $71.03 | $71.73 | 95,000 |
| 09/07/2026 | $71.37 | $71.73 | $71.22 | $71.47 | 62,900 |
| 08/07/2026 | $70.44 | $70.67 | $69.92 | $70.59 | 80,000 |
| 07/07/2026 | $71.07 | $71.25 | $70.47 | $70.84 | 80,700 |