Summary
TMFX
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 9.63% Volatility 22.96% Sharpe 0.18
Official loaded data — not a live quote.

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%

Assets under management
$34.3M
-0.64% 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

3.76%

Ann. -54.55% (Sharpe / Sortino numerator)

Volatility

21.76%

Sharpe ratio

-2.674

VaR 95%

-2.14%

CVaR 95%: -2.36%
Max drawdown: -9.80%
Sortino ratio: -5.182
Calmar ratio: -5.57

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

6.50%

Ann. -26.53% (Sharpe / Sortino numerator)

Volatility

19.24%

Sharpe ratio

-1.568

VaR 95%

-2.14%

CVaR 95%: -2.27%
Max drawdown: -13.96%
Sortino ratio: -2.657
Calmar ratio: -1.90

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%

CVaR 95%: -2.42%
Max drawdown: -13.96%
Sortino ratio: -1.577
Calmar ratio: -1.07

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%

CVaR 95%: -3.24%
Max drawdown: -13.96%
Sortino ratio: 0.249
Calmar ratio: 0.56

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

29.17%

Ann. 8.30% (Sharpe / Sortino numerator)

Volatility

20.67%

Sharpe ratio

0.226

VaR 95%

-1.99%

CVaR 95%: -2.95%
Max drawdown: -24.05%
Sortino ratio: 0.316
Calmar ratio: 0.34

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%

CVaR 95%: -2.73%
Max drawdown: -24.05%
Sortino ratio: 0.472
Calmar ratio: 0.41

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

0.042%

Best day

3.341%

06/02/2026
Worst day

-3.053%

10/10/2025
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