Summary
THLV
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 15.73% Volatility 11.32% Sharpe 1.50
Official loaded data — not a live quote.

THOR EQUAL WEIGHT LOW VOLATILITY ETF

Symbol: THLV

Exchange: NYSE

Sector: Technology

Category: Tactical Allocation

Inception date: 12/09/2022

Latest date: 21/07/2026

Current price: $32.99

Expense ratio: 0.64%

Assets under management
$60.3M
0.09% 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

-0.60%

Ann. -35.95% (Sharpe / Sortino numerator)

Volatility

11.89%

Sharpe ratio

-3.328

VaR 95%

-1.39%

CVaR 95%: -1.45%
Max drawdown: -5.47%
Sortino ratio: -4.616
Calmar ratio: -6.58

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

3.98%

Ann. 28.49% (Sharpe / Sortino numerator)

Volatility

11.42%

Sharpe ratio

2.177

VaR 95%

-1.23%

CVaR 95%: -1.38%
Max drawdown: -6.66%
Sortino ratio: 3.243
Calmar ratio: 4.28

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

5.34%

Ann. 17.21% (Sharpe / Sortino numerator)

Volatility

10.80%

Sharpe ratio

1.257

VaR 95%

-1.10%

CVaR 95%: -1.39%
Max drawdown: -6.66%
Sortino ratio: 1.877
Calmar ratio: 2.59

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

15.73%

Ann. 20.64% (Sharpe / Sortino numerator)

Volatility

11.32%

Sharpe ratio

1.503

VaR 95%

-1.02%

CVaR 95%: -1.58%
Max drawdown: -6.66%
Sortino ratio: 2.092
Calmar ratio: 3.10

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

23.87%

Ann. 10.59% (Sharpe / Sortino numerator)

Volatility

10.50%

Sharpe ratio

0.663

VaR 95%

-1.02%

CVaR 95%: -1.49%
Max drawdown: -13.15%
Sortino ratio: 0.921
Calmar ratio: 0.81

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

34.65%

Ann. 11.35% (Sharpe / Sortino numerator)

Volatility

10.12%

Sharpe ratio

0.763

VaR 95%

-0.98%

CVaR 95%: -1.41%
Max drawdown: -13.15%
Sortino ratio: 1.098
Calmar ratio: 0.86

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 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

Best day

1.824%

06/02/2026
Worst day

-1.923%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $32.96 $33.07 $32.96 $32.99 9,600
20/07/2026 $32.92 $32.92 $32.79 $32.84 16,700
17/07/2026 $33.19 $33.19 $32.97 $33.00 5,500
16/07/2026 $33.24 $33.24 $33.07 $33.23 35,500
15/07/2026 $33.09 $33.19 $33.09 $33.17 15,400
14/07/2026 $33.38 $33.39 $33.21 $33.24 4,000
13/07/2026 $33.35 $33.38 $33.12 $33.16 9,200
10/07/2026 $33.27 $33.38 $33.09 $33.34 14,900
09/07/2026 $33.08 $33.25 $33.08 $33.14 9,300
08/07/2026 $32.99 $32.99 $32.81 $32.94 6,000