Summary
TOAK
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.66% Volatility 1.18% Sharpe 0.32
Official loaded data — not a live quote.

TWIN OAK SHORT HORIZON ABSOLUTE RETURN ETF

Symbol: TOAK

Exchange: NYSE

Sector: Technology

Category: Ultrashort Bond

Inception date: 19/08/2024

Latest date: 02/06/2026

Current price: $28.75

Expense ratio: 0.25%

Assets under management
$79.2M
0.02% 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

0.21%

Ann. 4.31% (Sharpe / Sortino numerator)

Volatility

0.61%

Sharpe ratio

1.110

VaR 95%

-0.03%

CVaR 95%: -0.04%
Max drawdown: -0.07%
Sortino ratio: 4.911
Calmar ratio: N/A

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

0.81%

Ann. 3.48% (Sharpe / Sortino numerator)

Volatility

0.89%

Sharpe ratio

-0.168

VaR 95%

-0.05%

CVaR 95%: -0.10%
Max drawdown: -0.12%
Sortino ratio: -0.248
Calmar ratio: 28.29

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

1.55%

Ann. 3.65% (Sharpe / Sortino numerator)

Volatility

1.57%

Sharpe ratio

0.014

VaR 95%

-0.05%

CVaR 95%: -0.18%
Max drawdown: -0.68%
Sortino ratio: 0.012
Calmar ratio: 5.34

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

3.66%

Ann. 4.01% (Sharpe / Sortino numerator)

Volatility

1.18%

Sharpe ratio

0.323

VaR 95%

-0.05%

CVaR 95%: -0.12%
Max drawdown: -0.68%
Sortino ratio: 0.277
Calmar ratio: 5.87

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

7.21%

Ann. 4.10% (Sharpe / Sortino numerator)

Volatility

0.98%

Sharpe ratio

0.522

VaR 95%

-0.04%

CVaR 95%: -0.10%
Max drawdown: -0.68%
Sortino ratio: 0.447
Calmar ratio: 6.00

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

Best day

1.965%

12/05/2026
Worst day

-1.79%

13/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $28.75 $28.75 $28.75 $28.75 200
01/06/2026 $28.75 $28.78 $28.74 $28.76 12,400
29/05/2026 $28.75 $28.77 $28.75 $28.76 13,800
28/05/2026 $28.74 $28.75 $28.74 $28.75 1,200
27/05/2026 $28.74 $28.75 $28.74 $28.75 22,100
26/05/2026 $28.76 $28.76 $28.75 $28.75 360,000
22/05/2026 $28.74 $28.75 $28.74 $28.75 2,200
21/05/2026 $28.76 $28.76 $28.75 $28.75 5,000
20/05/2026 $28.74 $28.74 $28.73 $28.74 500
19/05/2026 $28.76 $28.76 $28.75 $28.75 200