Summary
TRIO
Prices · period metrics · 12M
NAV as of 02/06/2026
30/05/2025 → 28/05/2026
Return 5.83% Volatility 10.60% Sharpe 0.22
Official loaded data — not a live quote.

MC TRIO EQUITY BUFFERED ETF

Symbol: TRIO

Exchange: BATS

Sector: Technology

Category: Equity Hedged

Inception date: 05/03/2025

Latest date: 02/06/2026

Current price: $64.54

Expense ratio: 0.70%

Assets under management
$116.7M
0.01% 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

1.90%

Ann. 26.70% (Sharpe / Sortino numerator)

Volatility

3.99%

Sharpe ratio

5.780

VaR 95%

-0.23%

CVaR 95%: -0.31%
Max drawdown: -0.54%
Sortino ratio: 11.742
Calmar ratio: 49.00

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.

Period total return

4.21%

Ann. 17.65% (Sharpe / Sortino numerator)

Volatility

8.24%

Sharpe ratio

1.701

VaR 95%

-0.85%

CVaR 95%: -0.98%
Max drawdown: -4.10%
Sortino ratio: 2.573
Calmar ratio: 4.30

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

-2.19%

Ann. -4.74% (Sharpe / Sortino numerator)

Volatility

13.97%

Sharpe ratio

-0.599

VaR 95%

-0.84%

CVaR 95%: -2.02%
Max drawdown: -11.07%
Sortino ratio: -0.453
Calmar ratio: -0.43

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

5.83%

Ann. 5.99% (Sharpe / Sortino numerator)

Volatility

10.60%

Sharpe ratio

0.222

VaR 95%

-0.70%

CVaR 95%: -1.47%
Max drawdown: -11.07%
Sortino ratio: 0.172
Calmar ratio: 0.54

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.

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

0.025%

Best day

1.719%

31/03/2026
Worst day

-8.161%

23/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $64.53 $64.54 $64.53 $64.54 200
01/06/2026 $64.44 $64.48 $64.44 $64.48 900
29/05/2026 $64.50 $64.50 $64.50 $64.50 200
28/05/2026 $64.46 $64.46 $64.46 $64.46 300
27/05/2026 $64.34 $64.34 $64.34 $64.34 400
26/05/2026 $64.30 $64.33 $64.30 $64.33 800
22/05/2026 $64.20 $64.20 $64.17 $64.17 400
21/05/2026 $64.14 $64.18 $64.10 $64.10 1,400
20/05/2026 $63.85 $63.99 $63.85 $63.99 400
19/05/2026 $63.74 $63.76 $63.70 $63.70 400