Summary
TEMX
Prices · period metrics · 12M
NAV as of 03/09/2026
30/05/2025 → 28/05/2026
Return 38.08% 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: 03/09/2026

Current price: $37.51

Expense ratio: 0.80%

Assets under management
$12.6M
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

5.49%

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

-0.94%

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

21.87%

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

38.08%

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.143%

Best day

5.949%

08/04/2026
Worst day

-7.415%

05/06/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $37.51 $37.51 $37.51 $37.51 100
02/09/2026 $37.34 $37.34 $37.34 $37.34 100
01/09/2026 $37.09 $37.09 $37.09 $37.09 100
31/08/2026 $37.13 $37.13 $37.13 $37.13 100
28/08/2026 $37.28 $37.28 $37.28 $37.28 100
27/08/2026 $37.58 $37.67 $37.58 $37.59 1,700
26/08/2026 $37.36 $37.36 $37.36 $37.36 100
25/08/2026 $37.43 $37.43 $37.43 $37.43 100
24/08/2026 $36.59 $36.59 $36.59 $36.59 100
21/08/2026 $37.36 $37.36 $37.20 $37.20 700