MONARCH PROCAP INDEX ETF

Symbol: MPRO

Exchange: BATS

Sector: Healthcare

Category: Moderate Allocation

Inception Date: 23/03/2021

Latest Date: 02/04/2026

Current Price: $31.39

Expense Ratio: 1.07%

Assets Under Management
$250.5M
0.67% 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

-3.74%

Volatility

9.68%

Sharpe Ratio

-3.902

VaR 95%

-0.95%

CVaR 95%: -0.98%
Max Drawdown: -5.00%
Sortino Ratio: -8.556
Calmar Ratio: -6.83
Return

1.95%

Volatility

7.84%

Sharpe Ratio

0.578

VaR 95%

-0.84%

CVaR 95%: -0.93%
Max Drawdown: -5.95%
Sortino Ratio: 0.939
Calmar Ratio: 1.37
Return

3.09%

Volatility

7.11%

Sharpe Ratio

0.379

VaR 95%

-0.75%

CVaR 95%: -0.93%
Max Drawdown: -5.95%
Sortino Ratio: 0.581
Calmar Ratio: 1.06
Return

10.02%

Volatility

9.15%

Sharpe Ratio

0.703

VaR 95%

-0.77%

CVaR 95%: -1.32%
Max Drawdown: -5.95%
Sortino Ratio: 0.931
Calmar Ratio: 1.69
Return

18.38%

Volatility

8.17%

Sharpe Ratio

0.638

VaR 95%

-0.75%

CVaR 95%: -1.17%
Max Drawdown: -9.64%
Sortino Ratio: 0.864
Calmar Ratio: 0.92
Return

29.39%

Volatility

8.02%

Sharpe Ratio

0.670

VaR 95%

-0.78%

CVaR 95%: -1.14%
Max Drawdown: -9.64%
Sortino Ratio: 0.930
Calmar Ratio: 0.93

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.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.04%

Best Day

3.816%

09/04/2025
Worst Day

-2.557%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $31.18 $31.41 $31.18 $31.39 22,200
01/04/2026 $31.24 $31.46 $31.24 $31.35 8,300
31/03/2026 $30.96 $31.31 $30.96 $31.24 24,700
30/03/2026 $30.94 $31.01 $30.84 $30.89 24,200
27/03/2026 $31.05 $31.05 $30.78 $30.81 30,600
26/03/2026 $31.29 $31.29 $31.01 $31.04 27,100
25/03/2026 $31.45 $31.46 $31.33 $31.43 9,300
24/03/2026 $31.23 $31.41 $31.23 $31.29 20,800
23/03/2026 $31.47 $31.55 $31.36 $31.48 32,000
20/03/2026 $31.44 $31.44 $31.18 $31.22 24,600