Summary
WBIL
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 26.54% Volatility 15.68% Sharpe 0.17
Official loaded data — not a live quote.

WBI BULLBEAR QUALITY 3000 ETF

Symbol: WBIL

Exchange: NYSE

Sector: Technology

Category: Tactical Allocation

Inception date: 25/08/2014

Latest date: 11/06/2026

Current price: $39.68

Expense ratio: 1.55%

Assets under management
$30.8M
1.48% 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

8.65%

Ann. -50.05% (Sharpe / Sortino numerator)

Volatility

17.93%

Sharpe ratio

-2.994

VaR 95%

-2.07%

CVaR 95%: -2.28%
Max drawdown: -8.33%
Sortino ratio: -4.838
Calmar ratio: -6.01

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

13.77%

Ann. -9.57% (Sharpe / Sortino numerator)

Volatility

15.40%

Sharpe ratio

-0.857

VaR 95%

-1.57%

CVaR 95%: -1.99%
Max drawdown: -9.86%
Sortino ratio: -1.310
Calmar ratio: -0.97

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

11.38%

Ann. -5.07% (Sharpe / Sortino numerator)

Volatility

15.39%

Sharpe ratio

-0.565

VaR 95%

-1.57%

CVaR 95%: -2.10%
Max drawdown: -9.86%
Sortino ratio: -0.819
Calmar ratio: -0.51

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

26.54%

Ann. 6.37% (Sharpe / Sortino numerator)

Volatility

15.68%

Sharpe ratio

0.174

VaR 95%

-1.54%

CVaR 95%: -2.41%
Max drawdown: -9.86%
Sortino ratio: 0.195
Calmar ratio: 0.65

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

19.25%

Ann. -0.29% (Sharpe / Sortino numerator)

Volatility

14.69%

Sharpe ratio

-0.267

VaR 95%

-1.58%

CVaR 95%: -2.33%
Max drawdown: -25.30%
Sortino ratio: -0.315
Calmar ratio: -0.01

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

38.92%

Ann. 7.18% (Sharpe / Sortino numerator)

Volatility

13.95%

Sharpe ratio

0.254

VaR 95%

-1.44%

CVaR 95%: -2.10%
Max drawdown: -25.30%
Sortino ratio: 0.324
Calmar ratio: 0.28

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

0.098%

Best day

3.148%

11/06/2026
Worst day

-3.938%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $39.10 $39.68 $39.10 $39.68 300
10/06/2026 $38.95 $38.95 $38.47 $38.47 4,800
09/06/2026 $39.44 $39.44 $38.13 $39.12 1,400
08/06/2026 $39.67 $39.71 $39.27 $39.30 9,200
05/06/2026 $39.38 $39.38 $38.94 $38.94 300
04/06/2026 $40.23 $40.62 $40.23 $40.53 13,200
03/06/2026 $40.62 $40.62 $40.59 $40.62 900
02/06/2026 $40.65 $40.81 $40.61 $40.81 2,000
01/06/2026 $40.45 $40.45 $40.38 $40.38 200
29/05/2026 $39.28 $39.58 $39.28 $39.58 11,000