MOTLEY FOOL 100 INDEX ETF
Symbol: TMFC
Exchange: BATS
Sector: Technology
Category: Large Growth
Inception date: 29/01/2018
Latest date: 21/07/2026
Current price: $77.22
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.86%
Ann. -35.28% (Sharpe / Sortino numerator)
Volatility
19.36%
Sharpe ratio
-2.009
VaR 95%
-1.95%
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
6.16%
Ann. -24.62% (Sharpe / Sortino numerator)
Volatility
16.06%
Sharpe ratio
-1.759
VaR 95%
-1.82%
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
9.53%
Ann. -10.77% (Sharpe / Sortino numerator)
Volatility
14.97%
Sharpe ratio
-0.962
VaR 95%
-1.56%
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
17.94%
Ann. 18.25% (Sharpe / Sortino numerator)
Volatility
20.08%
Sharpe ratio
0.728
VaR 95%
-1.54%
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
42.16%
Ann. 16.75% (Sharpe / Sortino numerator)
Volatility
18.75%
Sharpe ratio
0.700
VaR 95%
-1.91%
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
88.12%
Ann. 23.89% (Sharpe / Sortino numerator)
Volatility
17.49%
Sharpe ratio
1.158
VaR 95%
-1.76%
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.
Average daily return
0.07%
Best day
2.966%
Worst day
-2.939%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $77.14 | $77.30 | $76.93 | $77.22 | 69,700 |
| 20/07/2026 | $77.14 | $77.58 | $76.85 | $76.87 | 93,100 |
| 17/07/2026 | $76.67 | $77.17 | $76.43 | $76.85 | 75,700 |
| 16/07/2026 | $78.40 | $78.49 | $77.50 | $77.84 | 66,700 |
| 15/07/2026 | $78.22 | $78.53 | $78.08 | $78.53 | 98,500 |
| 14/07/2026 | $77.64 | $77.87 | $77.18 | $77.80 | 85,700 |
| 13/07/2026 | $77.50 | $78.00 | $77.08 | $77.17 | 76,100 |
| 10/07/2026 | $77.54 | $77.79 | $77.01 | $77.77 | 45,500 |
| 09/07/2026 | $76.64 | $77.45 | $76.46 | $77.45 | 52,600 |
| 08/07/2026 | $76.42 | $76.86 | $76.04 | $76.78 | 70,600 |