Summary
TEMX
Prices · period metrics · 12M
NAV as of 02/06/2026
30/05/2025 → 28/05/2026
Return 44.52% Volatility 21.82% Sharpe 1.81
Official loaded data — not a live quote.

TOUCHSTONE SANDS CAPITAL EMERGING MARKETS EX-CHINA GROWTH ETF

Symbol: TEMX

Exchange: BATS

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 24/02/2025

Latest date: 02/06/2026

Current price: $38.25

Expense ratio: 0.80%

Assets under management
$11.7M
0.00% 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

11.13%

Ann. 257.15% (Sharpe / Sortino numerator)

Volatility

32.94%

Sharpe ratio

7.696

VaR 95%

-3.39%

CVaR 95%: -3.79%
Max drawdown: -6.49%
Sortino ratio: 11.615
Calmar ratio: 39.62

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

17.36%

Ann. 75.71% (Sharpe / Sortino numerator)

Volatility

35.53%

Sharpe ratio

2.028

VaR 95%

-3.64%

CVaR 95%: -4.61%
Max drawdown: -13.09%
Sortino ratio: 3.079
Calmar ratio: 5.78

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

30.99%

Ann. 65.69% (Sharpe / Sortino numerator)

Volatility

27.46%

Sharpe ratio

2.260

VaR 95%

-2.28%

CVaR 95%: -3.93%
Max drawdown: -14.95%
Sortino ratio: 3.124
Calmar ratio: 4.39

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

44.52%

Ann. 43.01% (Sharpe / Sortino numerator)

Volatility

21.82%

Sharpe ratio

1.805

VaR 95%

-1.82%

CVaR 95%: -3.10%
Max drawdown: -14.95%
Sortino ratio: 2.473
Calmar ratio: 2.88

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.156%

Best day

5.949%

08/04/2026
Worst day

-5.557%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $38.25 $38.25 $38.25 $38.25 100
01/06/2026 $38.32 $38.32 $38.32 $38.32 100
29/05/2026 $37.20 $37.34 $37.20 $37.34 6,800
28/05/2026 $37.42 $37.44 $37.42 $37.44 300
27/05/2026 $37.21 $37.32 $37.21 $37.32 1,000
26/05/2026 $37.01 $37.01 $37.01 $37.01 0
22/05/2026 $35.56 $35.56 $35.56 $35.56 100
21/05/2026 $35.87 $35.87 $35.87 $35.87 100
20/05/2026 $34.90 $35.16 $34.90 $35.16 300
19/05/2026 $33.89 $34.33 $33.89 $34.33 300