Summary
SIO
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 4.72% Volatility 4.76% Sharpe 0.57
Official loaded data — not a live quote.

TOUCHSTONE STRATEGIC INCOME ETF

Symbol: SIO

Exchange: NYSE

Sector: Technology

Category: Multisector Bond

Inception date: 21/07/2022

Latest date: 20/07/2026

Current price: $25.47

Expense ratio: 0.50%

Assets under management
$267.4M
-0.11% 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

-0.40%

Ann. -15.53% (Sharpe / Sortino numerator)

Volatility

5.11%

Sharpe ratio

-3.753

VaR 95%

-0.37%

CVaR 95%: -0.63%
Max drawdown: -2.39%
Sortino ratio: -5.894
Calmar ratio: -6.51

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

-0.49%

Ann. 0.19% (Sharpe / Sortino numerator)

Volatility

4.12%

Sharpe ratio

-0.835

VaR 95%

-0.37%

CVaR 95%: -0.53%
Max drawdown: -3.02%
Sortino ratio: -1.151
Calmar ratio: 0.06

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

0.54%

Ann. 3.04% (Sharpe / Sortino numerator)

Volatility

4.24%

Sharpe ratio

-0.138

VaR 95%

-0.37%

CVaR 95%: -0.58%
Max drawdown: -3.02%
Sortino ratio: -0.190
Calmar ratio: 1.01

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

4.72%

Ann. 6.37% (Sharpe / Sortino numerator)

Volatility

4.76%

Sharpe ratio

0.575

VaR 95%

-0.46%

CVaR 95%: -0.68%
Max drawdown: -3.02%
Sortino ratio: 0.812
Calmar ratio: 2.11

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

12.19%

Ann. 7.07% (Sharpe / Sortino numerator)

Volatility

4.51%

Sharpe ratio

0.762

VaR 95%

-0.45%

CVaR 95%: -0.60%
Max drawdown: -3.18%
Sortino ratio: 1.156
Calmar ratio: 2.22

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

22.00%

Ann. 6.96% (Sharpe / Sortino numerator)

Volatility

4.68%

Sharpe ratio

0.712

VaR 95%

-0.46%

CVaR 95%: -0.62%
Max drawdown: -4.35%
Sortino ratio: 1.119
Calmar ratio: 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.

Methodology: adjusted prices + daily simple return
Average daily return

0.019%

Best day

0.997%

26/12/2025
Worst day

-0.949%

29/12/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $25.50 $25.52 $25.46 $25.47 20,800
17/07/2026 $25.56 $25.58 $25.55 $25.56 11,600
16/07/2026 $25.53 $25.57 $25.48 $25.55 30,900
15/07/2026 $25.50 $25.58 $25.50 $25.55 11,900
14/07/2026 $25.45 $25.51 $25.43 $25.48 11,600
13/07/2026 $25.46 $26.31 $25.45 $25.49 35,600
10/07/2026 $25.51 $25.57 $25.50 $25.52 491,400
09/07/2026 $25.50 $25.52 $25.49 $25.51 18,500
08/07/2026 $25.50 $25.50 $25.49 $25.50 800
07/07/2026 $25.67 $25.70 $25.57 $25.59 232,000