APPLIED FINANCE VALUATION LARGE CAP ETF
Symbol: VSLU
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 29/04/2021
Latest date: 15/10/2026
Current price: $49.86
Expense ratio: 0.49%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.20%
Ann. -41.20% (Sharpe / Sortino numerator)
Volatility
19.70%
Sharpe ratio
-2.276
VaR 95%
-1.77%
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
4.92%
Ann. -15.13% (Sharpe / Sortino numerator)
Volatility
15.31%
Sharpe ratio
-1.225
VaR 95%
-1.71%
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
11.24%
Ann. -3.73% (Sharpe / Sortino numerator)
Volatility
14.56%
Sharpe ratio
-0.505
VaR 95%
-1.56%
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
17.75%
Ann. 19.95% (Sharpe / Sortino numerator)
Volatility
18.01%
Sharpe ratio
0.906
VaR 95%
-1.54%
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.
Period total return
38.43%
Ann. 14.64% (Sharpe / Sortino numerator)
Volatility
15.80%
Sharpe ratio
0.697
VaR 95%
-1.49%
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
85.20%
Ann. 19.20% (Sharpe / Sortino numerator)
Volatility
14.34%
Sharpe ratio
1.086
VaR 95%
-1.35%
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.
Average daily return
0.068%
Best day
2.778%
Worst day
-2.913%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $49.53 | $49.91 | $49.53 | $49.86 | 23,400 |
| 14/10/2026 | $49.80 | $49.80 | $49.37 | $49.53 | 15,900 |
| 13/10/2026 | $49.91 | $49.93 | $49.81 | $49.90 | 12,800 |
| 12/10/2026 | $49.67 | $49.84 | $49.67 | $49.81 | 14,200 |
| 09/10/2026 | $49.45 | $49.69 | $49.45 | $49.63 | 16,100 |
| 08/10/2026 | $49.33 | $49.53 | $49.27 | $49.43 | 16,500 |
| 07/10/2026 | $49.46 | $49.52 | $49.29 | $49.49 | 22,700 |
| 06/10/2026 | $49.48 | $49.69 | $49.48 | $49.57 | 36,700 |
| 05/10/2026 | $48.85 | $49.37 | $48.85 | $49.27 | 15,700 |
| 02/10/2026 | $48.91 | $49.00 | $48.70 | $48.86 | 18,800 |