MOTLEY FOOL NEXT INDEX ETF
Symbol: TMFX
Exchange: BATS
Sector: Technology
Category: Mid-Cap Growth
Inception date: 30/12/2021
Latest date: 21/07/2026
Current price: $22.84
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
3.76%
Ann. -54.55% (Sharpe / Sortino numerator)
Volatility
21.76%
Sharpe ratio
-2.674
VaR 95%
-2.14%
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
6.50%
Ann. -26.53% (Sharpe / Sortino numerator)
Volatility
19.24%
Sharpe ratio
-1.568
VaR 95%
-2.14%
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
2.59%
Ann. -14.88% (Sharpe / Sortino numerator)
Volatility
18.48%
Sharpe ratio
-1.001
VaR 95%
-2.08%
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
9.63%
Ann. 7.82% (Sharpe / Sortino numerator)
Volatility
22.96%
Sharpe ratio
0.183
VaR 95%
-2.06%
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
29.17%
Ann. 8.30% (Sharpe / Sortino numerator)
Volatility
20.67%
Sharpe ratio
0.226
VaR 95%
-1.99%
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
39.93%
Ann. 9.95% (Sharpe / Sortino numerator)
Volatility
19.50%
Sharpe ratio
0.324
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.
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
0.042%
Best day
3.341%
Worst day
-3.053%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $22.99 | $22.99 | $22.81 | $22.84 | 4,900 |
| 20/07/2026 | $23.15 | $23.15 | $22.94 | $22.98 | 3,700 |
| 17/07/2026 | $23.11 | $23.11 | $23.05 | $23.08 | 3,800 |
| 16/07/2026 | $23.07 | $23.25 | $23.07 | $23.23 | 900 |
| 15/07/2026 | $23.27 | $23.27 | $23.08 | $23.08 | 1,100 |
| 14/07/2026 | $23.28 | $23.30 | $23.08 | $23.10 | 3,200 |
| 13/07/2026 | $23.23 | $23.23 | $23.10 | $23.15 | 8,100 |
| 10/07/2026 | $23.19 | $23.19 | $23.14 | $23.14 | 1,700 |
| 09/07/2026 | $23.25 | $23.32 | $23.24 | $23.31 | 3,200 |
| 08/07/2026 | $23.30 | $23.54 | $22.87 | $23.03 | 13,800 |