Summary
TSEL
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -2.34% Volatility 26.66% Sharpe 0.21
Official loaded data — not a live quote.

TOUCHSTONE SANDS CAPITAL US SELECT GROWTH ETF

Symbol: TSEL

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 31/12/2024

Latest date: 15/10/2026

Current price: $28.81

Expense ratio: 0.67%

Assets under management
$82.3M
2.20% 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

1.63%

Ann. -32.32% (Sharpe / Sortino numerator)

Volatility

26.71%

Sharpe ratio

-1.346

VaR 95%

-2.53%

CVaR 95%: -2.60%
Max drawdown: -10.61%
Sortino ratio: -2.828
Calmar ratio: -3.05

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

-0.25%

Ann. -37.53% (Sharpe / Sortino numerator)

Volatility

25.51%

Sharpe ratio

-1.614

VaR 95%

-2.88%

CVaR 95%: -3.00%
Max drawdown: -17.80%
Sortino ratio: -2.489
Calmar ratio: -2.11

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

4.97%

Ann. -31.90% (Sharpe / Sortino numerator)

Volatility

23.42%

Sharpe ratio

-1.517

VaR 95%

-2.87%

CVaR 95%: -3.13%
Max drawdown: -23.47%
Sortino ratio: -2.187
Calmar ratio: -1.36

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

-2.34%

Ann. 9.32% (Sharpe / Sortino numerator)

Volatility

26.66%

Sharpe ratio

0.213

VaR 95%

-2.75%

CVaR 95%: -3.75%
Max drawdown: -23.47%
Sortino ratio: 0.283
Calmar ratio: 0.40

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

12.91%

Ann. 10.22% (Sharpe / Sortino numerator)

Volatility

27.02%

Sharpe ratio

0.244

VaR 95%

-2.87%

CVaR 95%: -3.82%
Max drawdown: -28.95%
Sortino ratio: 0.331
Calmar ratio: 0.35

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.001%

Best day

4.339%

31/03/2026
Worst day

-3.866%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $28.19 $28.81 $28.19 $28.81 10,900
14/10/2026 $29.14 $29.14 $28.62 $28.70 700
13/10/2026 $29.41 $29.60 $29.40 $29.59 9,900
12/10/2026 $29.70 $29.70 $29.62 $29.64 1,100
09/10/2026 $29.91 $29.98 $29.91 $29.98 10,300
08/10/2026 $29.89 $29.89 $29.55 $29.65 4,200
07/10/2026 $30.18 $30.18 $30.08 $30.17 2,100
06/10/2026 $30.27 $30.34 $30.22 $30.22 7,100
05/10/2026 $30.15 $30.28 $30.15 $30.20 2,100
02/10/2026 $30.01 $30.03 $29.86 $29.87 2,000