MOTLEY FOOL CAPITAL EFFICIENCY 100 INDEX ETF
Symbol: TMFE
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 30/12/2021
Latest date: 21/07/2026
Current price: $29.73
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
2.56%
Ann. -43.11% (Sharpe / Sortino numerator)
Volatility
17.06%
Sharpe ratio
-2.740
VaR 95%
-1.58%
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
2.25%
Ann. -20.68% (Sharpe / Sortino numerator)
Volatility
14.60%
Sharpe ratio
-1.665
VaR 95%
-1.58%
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
2.78%
Ann. -11.82% (Sharpe / Sortino numerator)
Volatility
13.18%
Sharpe ratio
-1.172
VaR 95%
-1.52%
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
6.75%
Ann. 5.97% (Sharpe / Sortino numerator)
Volatility
17.30%
Sharpe ratio
0.136
VaR 95%
-1.57%
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
19.62%
Ann. 9.62% (Sharpe / Sortino numerator)
Volatility
16.54%
Sharpe ratio
0.362
VaR 95%
-1.57%
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
58.31%
Ann. 19.02% (Sharpe / Sortino numerator)
Volatility
15.60%
Sharpe ratio
0.987
VaR 95%
-1.52%
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
0.029%
Best day
2.871%
Worst day
-2.212%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $29.78 | $29.78 | $29.70 | $29.73 | 7,000 |
| 20/07/2026 | $30.10 | $30.10 | $29.90 | $29.90 | 3,900 |
| 17/07/2026 | $30.14 | $30.20 | $30.00 | $30.03 | 4,100 |
| 16/07/2026 | $30.21 | $30.51 | $30.21 | $30.48 | 5,000 |
| 15/07/2026 | $30.16 | $30.39 | $30.16 | $30.27 | 10,500 |
| 14/07/2026 | $30.05 | $30.14 | $29.97 | $30.08 | 3,400 |
| 13/07/2026 | $30.05 | $30.18 | $30.05 | $30.08 | 11,300 |
| 10/07/2026 | $30.12 | $30.12 | $29.90 | $30.08 | 10,700 |
| 09/07/2026 | $29.80 | $30.02 | $29.73 | $30.02 | 33,500 |
| 08/07/2026 | $29.92 | $29.92 | $29.66 | $29.80 | 3,100 |