Summary
THNR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 14.17% Volatility 22.09% Sharpe 0.72
Official loaded data — not a live quote.

Amplify Weight Loss Drug & Treatment ETF

Symbol: THNR

Exchange: NYSE

Sector: Healthcare

Category: Health

Inception date: 20/05/2024

Latest date: 16/07/2026

Current price: $25.83

Expense ratio: 0.59%

Assets under management
$4.4M
0.19% 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

6.45%

Ann. -26.54% (Sharpe / Sortino numerator)

Volatility

24.51%

Sharpe ratio

-1.231

VaR 95%

-2.54%

CVaR 95%: -2.72%
Max drawdown: -7.62%
Sortino ratio: -1.793
Calmar ratio: -3.49

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

3.84%

Ann. -8.07% (Sharpe / Sortino numerator)

Volatility

20.38%

Sharpe ratio

-0.574

VaR 95%

-2.48%

CVaR 95%: -2.67%
Max drawdown: -12.06%
Sortino ratio: -0.805
Calmar ratio: -0.67

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

-0.60%

Ann. 6.64% (Sharpe / Sortino numerator)

Volatility

18.53%

Sharpe ratio

0.162

VaR 95%

-2.20%

CVaR 95%: -2.50%
Max drawdown: -12.06%
Sortino ratio: 0.246
Calmar ratio: 0.55

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

14.17%

Ann. 19.63% (Sharpe / Sortino numerator)

Volatility

22.09%

Sharpe ratio

0.724

VaR 95%

-2.27%

CVaR 95%: -2.91%
Max drawdown: -12.06%
Sortino ratio: 1.059
Calmar ratio: 1.63

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

-1.64%

Ann. 0.76% (Sharpe / Sortino numerator)

Volatility

19.42%

Sharpe ratio

-0.146

VaR 95%

-2.15%

CVaR 95%: -2.70%
Max drawdown: -32.51%
Sortino ratio: -0.211
Calmar ratio: 0.02

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

Best day

5.152%

01/10/2025
Worst day

-2.844%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $25.78 $25.83 $25.78 $25.83 600
15/07/2026 $25.68 $25.90 $25.68 $25.90 400
14/07/2026 $25.45 $25.45 $25.45 $25.45 100
13/07/2026 $26.78 $26.78 $25.61 $25.64 800
10/07/2026 $25.90 $25.99 $25.89 $25.93 3,000
09/07/2026 $26.18 $26.24 $26.18 $26.24 200
08/07/2026 $26.62 $26.62 $26.20 $26.32 2,800
07/07/2026 $26.70 $26.77 $26.70 $26.75 1,500
06/07/2026 $26.92 $26.92 $26.30 $26.55 11,300
02/07/2026 $26.70 $26.70 $26.23 $26.41 2,400