DISTILLATE SMALL/MID CASH FLOW ETF
Symbol: DSMC
Exchange: NYSE
Sector: Technology
Category: Small Value
Inception Date: 05/10/2022
Latest Date: 02/04/2026
Current Price: $37.55
Expense Ratio: 0.55%
Assets Under Management
$122.0M
0.82% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
-1.11%
Volatility
13.54%
Sharpe Ratio
-1.121
VaR 95%
-1.45%
CVaR 95%:
-1.55%
Max Drawdown:
-4.87%
Sortino Ratio:
-1.928
Calmar Ratio:
-2.37
Return
5.06%
Volatility
16.92%
Sharpe Ratio
1.098
VaR 95%
-1.60%
CVaR 95%:
-1.99%
Max Drawdown:
-6.57%
Sortino Ratio:
1.908
Calmar Ratio:
3.38
Return
4.57%
Volatility
17.12%
Sharpe Ratio
0.339
VaR 95%
-1.58%
CVaR 95%:
-2.23%
Max Drawdown:
-9.19%
Sortino Ratio:
0.541
Calmar Ratio:
1.03
Return
17.40%
Volatility
23.21%
Sharpe Ratio
0.597
VaR 95%
-1.77%
CVaR 95%:
-3.12%
Max Drawdown:
-10.33%
Sortino Ratio:
0.864
Calmar Ratio:
1.69
Return
5.69%
Volatility
20.76%
Sharpe Ratio
-0.039
VaR 95%
-1.83%
CVaR 95%:
-2.85%
Max Drawdown:
-28.62%
Sortino Ratio:
-0.058
Calmar Ratio:
0.10
Return
35.98%
Volatility
19.81%
Sharpe Ratio
0.364
VaR 95%
-1.74%
CVaR 95%:
-2.60%
Max Drawdown:
-28.62%
Sortino Ratio:
0.569
Calmar Ratio:
0.38
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.075%
Best Day
9.296%
09/04/2025
Worst Day
-7.399%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $37.24 | $37.55 | $37.09 | $37.55 | 1,400 |
| 01/04/2026 | $37.43 | $37.66 | $37.33 | $37.43 | 32,400 |
| 31/03/2026 | $37.37 | $37.73 | $37.26 | $37.42 | 1,400 |
| 30/03/2026 | $37.37 | $37.39 | $36.92 | $37.02 | 4,300 |
| 27/03/2026 | $37.15 | $37.37 | $37.13 | $37.13 | 5,700 |
| 26/03/2026 | $37.88 | $37.88 | $37.51 | $37.53 | 1,800 |
| 25/03/2026 | $37.28 | $37.61 | $37.21 | $37.61 | 3,700 |
| 24/03/2026 | $37.06 | $37.71 | $37.06 | $37.44 | 8,900 |
| 23/03/2026 | $37.14 | $37.38 | $37.05 | $37.17 | 5,400 |
| 20/03/2026 | $36.60 | $36.73 | $36.59 | $36.59 | 5,900 |