WBI BULLBEAR YIELD 3000 ETF
Symbol: WBIG
Exchange: NYSE
Sector: Technology
Category: Tactical Allocation
Inception date: 25/08/2014
Latest date: 11/06/2026
Current price: $25.46
Expense ratio: 1.59%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
5.11%
Ann. -28.27% (Sharpe / Sortino numerator)
Volatility
8.57%
Sharpe ratio
-3.721
VaR 95%
-0.91%
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
6.32%
Ann. 4.16% (Sharpe / Sortino numerator)
Volatility
9.22%
Sharpe ratio
0.057
VaR 95%
-1.00%
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
7.61%
Ann. 1.95% (Sharpe / Sortino numerator)
Volatility
10.43%
Sharpe ratio
-0.161
VaR 95%
-1.05%
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
18.68%
Ann. 4.97% (Sharpe / Sortino numerator)
Volatility
12.32%
Sharpe ratio
0.108
VaR 95%
-1.08%
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
9.59%
Ann. -0.88% (Sharpe / Sortino numerator)
Volatility
11.53%
Sharpe ratio
-0.391
VaR 95%
-1.12%
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
16.65%
Ann. 3.92% (Sharpe / Sortino numerator)
Volatility
11.06%
Sharpe ratio
0.026
VaR 95%
-1.10%
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.
Average daily return
0.07%
Best day
2.658%
Worst day
-2.343%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $25.26 | $25.47 | $25.24 | $25.46 | 4,400 |
| 10/06/2026 | $25.20 | $25.28 | $25.12 | $25.12 | 25,600 |
| 09/06/2026 | $25.29 | $25.29 | $24.87 | $25.21 | 2,100 |
| 08/06/2026 | $25.20 | $25.20 | $25.07 | $25.07 | 5,800 |
| 05/06/2026 | $25.13 | $25.13 | $25.07 | $25.08 | 1,300 |
| 04/06/2026 | $25.41 | $25.46 | $25.39 | $25.46 | 23,600 |
| 03/06/2026 | $25.37 | $25.38 | $25.36 | $25.37 | 800 |
| 02/06/2026 | $25.65 | $25.65 | $25.59 | $25.61 | 4,700 |
| 01/06/2026 | $25.42 | $25.63 | $25.42 | $25.59 | 1,600 |
| 29/05/2026 | $25.30 | $25.35 | $25.30 | $25.35 | 1,500 |