MONARCH SELECT SUBSECTOR INDEX ETF

Symbol: MSSS

Exchange: BATS

Sector: Healthcare

Category: Mid-Cap Blend

Inception Date: 06/03/2024

Latest Date: 02/04/2026

Current Price: $30.27

Expense Ratio: 1.43%

Assets Under Management
$125.1M
2.54% 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

-6.46%

Volatility

19.80%

Sharpe Ratio

-2.804

VaR 95%

-2.00%

CVaR 95%: -2.27%
Max Drawdown: -9.48%
Sortino Ratio: -4.829
Calmar Ratio: -5.47
Return

-0.33%

Volatility

15.67%

Sharpe Ratio

-0.317

VaR 95%

-1.55%

CVaR 95%: -1.93%
Max Drawdown: -10.34%
Sortino Ratio: -0.500
Calmar Ratio: -0.13
Return

-1.72%

Volatility

13.95%

Sharpe Ratio

-0.507

VaR 95%

-1.40%

CVaR 95%: -1.72%
Max Drawdown: -10.34%
Sortino Ratio: -0.833
Calmar Ratio: -0.33
Return

10.99%

Volatility

18.73%

Sharpe Ratio

0.395

VaR 95%

-1.39%

CVaR 95%: -2.58%
Max Drawdown: -10.34%
Sortino Ratio: 0.531
Calmar Ratio: 1.07
Return

21.44%

Volatility

16.35%

Sharpe Ratio

0.404

VaR 95%

-1.40%

CVaR 95%: -2.28%
Max Drawdown: -19.14%
Sortino Ratio: 0.555
Calmar Ratio: 0.54

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

0.049%

Best Day

9.002%

09/04/2025
Worst Day

-6.417%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $29.52 $30.27 $29.52 $30.27 11,700
01/04/2026 $30.10 $30.36 $30.09 $30.12 7,600
31/03/2026 $29.46 $29.90 $29.43 $29.90 9,200
30/03/2026 $29.20 $29.32 $29.00 $29.05 7,500
27/03/2026 $29.55 $29.62 $29.18 $29.23 13,200
26/03/2026 $30.35 $30.35 $29.92 $29.97 12,000
25/03/2026 $30.55 $30.55 $30.11 $30.35 2,900
24/03/2026 $30.00 $30.32 $30.00 $30.20 3,000
23/03/2026 $30.51 $30.57 $30.31 $30.37 20,200
20/03/2026 $30.26 $30.30 $29.93 $29.99 15,700