MCELHENNY SHEFFIELD MANAGED RISK ETF
Symbol: MSMR
Exchange: BATS
Sector: Healthcare
Category: Moderate Allocation
Inception Date: 16/11/2021
Latest Date: 02/04/2026
Current Price: $34.64
Expense Ratio: 1.06%
Assets Under Management
$166.6M
0.37% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.23%
Volatility
18.10%
Sharpe Ratio
-2.286
VaR 95%
-1.84%
CVaR 95%:
-2.36%
Max Drawdown:
-5.88%
Sortino Ratio:
-3.397
Calmar Ratio:
-6.42
Return
0.83%
Volatility
16.04%
Sharpe Ratio
-0.013
VaR 95%
-1.86%
CVaR 95%:
-2.36%
Max Drawdown:
-7.76%
Sortino Ratio:
-0.018
Calmar Ratio:
0.44
Return
2.14%
Volatility
14.87%
Sharpe Ratio
0.050
VaR 95%
-1.54%
CVaR 95%:
-2.21%
Max Drawdown:
-7.76%
Sortino Ratio:
0.067
Calmar Ratio:
0.56
Return
18.17%
Volatility
12.48%
Sharpe Ratio
1.171
VaR 95%
-1.28%
CVaR 95%:
-1.93%
Max Drawdown:
-7.76%
Sortino Ratio:
1.521
Calmar Ratio:
2.35
Return
31.16%
Volatility
11.41%
Sharpe Ratio
0.960
VaR 95%
-1.15%
CVaR 95%:
-1.80%
Max Drawdown:
-8.84%
Sortino Ratio:
1.220
Calmar Ratio:
1.65
Return
64.08%
Volatility
11.52%
Sharpe Ratio
1.249
VaR 95%
-1.15%
CVaR 95%:
-1.72%
Max Drawdown:
-8.84%
Sortino Ratio:
1.708
Calmar Ratio:
2.04
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
0.07%
Best Day
2.877%
06/02/2026
Worst Day
-2.799%
03/03/2026
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $34.51 | $34.69 | $34.51 | $34.64 | 2,900 |
| 01/04/2026 | $34.90 | $34.98 | $34.75 | $34.75 | 23,800 |
| 31/03/2026 | $33.64 | $34.58 | $33.64 | $34.49 | 12,500 |
| 30/03/2026 | $33.57 | $33.76 | $33.57 | $33.68 | 800 |
| 27/03/2026 | $34.07 | $34.18 | $33.94 | $33.94 | 3,000 |
| 26/03/2026 | $33.99 | $34.33 | $33.99 | $34.04 | 2,900 |
| 25/03/2026 | $33.85 | $34.43 | $33.85 | $34.34 | 4,100 |
| 24/03/2026 | $33.78 | $33.86 | $33.67 | $33.77 | 8,900 |
| 23/03/2026 | $34.04 | $34.11 | $34.00 | $34.00 | 5,000 |
| 20/03/2026 | $34.15 | $34.22 | $33.91 | $33.96 | 2,200 |