Summary
VSMV
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 24.58% Volatility 13.40% Sharpe 1.08
Official loaded data — not a live quote.

VICTORYSHARES US MULTI-FACTOR MINIMUM VOLATILITY ETF

Symbol: VSMV

Exchange: NASDAQ

Sector: Technology

Category: Large Value

Inception date: 21/06/2017

Latest date: 11/06/2026

Current price: $60.11

Expense ratio: 0.35%

Assets under management
$156.5M
0.49% 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

1.10%

Ann. -30.99% (Sharpe / Sortino numerator)

Volatility

9.46%

Sharpe ratio

-3.659

VaR 95%

-0.82%

CVaR 95%: -1.07%
Max drawdown: -4.45%
Sortino ratio: -6.029
Calmar ratio: -6.97

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

4.81%

Ann. 10.77% (Sharpe / Sortino numerator)

Volatility

9.51%

Sharpe ratio

0.751

VaR 95%

-0.77%

CVaR 95%: -1.08%
Max drawdown: -5.18%
Sortino ratio: 1.276
Calmar ratio: 2.08

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

8.72%

Ann. 12.79% (Sharpe / Sortino numerator)

Volatility

9.52%

Sharpe ratio

0.963

VaR 95%

-0.82%

CVaR 95%: -1.16%
Max drawdown: -5.18%
Sortino ratio: 1.580
Calmar ratio: 2.47

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

24.58%

Ann. 18.14% (Sharpe / Sortino numerator)

Volatility

13.40%

Sharpe ratio

1.083

VaR 95%

-0.98%

CVaR 95%: -1.83%
Max drawdown: -8.19%
Sortino ratio: 1.389
Calmar ratio: 2.21

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

36.79%

Ann. 14.03% (Sharpe / Sortino numerator)

Volatility

11.72%

Sharpe ratio

0.887

VaR 95%

-1.00%

CVaR 95%: -1.59%
Max drawdown: -13.22%
Sortino ratio: 1.172
Calmar ratio: 1.06

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

57.87%

Ann. 15.43% (Sharpe / Sortino numerator)

Volatility

10.79%

Sharpe ratio

1.094

VaR 95%

-0.92%

CVaR 95%: -1.42%
Max drawdown: -13.22%
Sortino ratio: 1.507
Calmar ratio: 1.17

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.089%

Best day

1.505%

06/02/2026
Worst day

-1.673%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $59.81 $60.27 $59.81 $60.11 6,500
10/06/2026 $59.23 $59.75 $59.23 $59.30 6,400
09/06/2026 $59.41 $59.81 $58.61 $59.31 2,500
08/06/2026 $59.75 $60.04 $59.51 $59.51 5,100
05/06/2026 $60.03 $60.03 $59.51 $59.51 1,400
04/06/2026 $60.45 $60.45 $60.23 $60.29 2,500
03/06/2026 $59.86 $60.29 $59.86 $60.14 3,300
02/06/2026 $59.72 $59.98 $59.61 $59.94 5,000
01/06/2026 $59.93 $59.93 $59.73 $59.73 3,900
29/05/2026 $60.40 $60.46 $60.15 $60.15 3,100