Strategas Macro Momentum ETF
Symbol: SAMM
Exchange: NYSE ARCA
Sector: Healthcare
Category: Large Blend
Inception Date: 04/04/2024
Latest Date: 02/04/2026
Current Price: $30.65
Expense Ratio: 0.66%
Assets Under Management
$24.1M
0.29% 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
-2.22%
Volatility
20.85%
Sharpe Ratio
-1.219
VaR 95%
-1.96%
CVaR 95%:
-2.12%
Max Drawdown:
-6.12%
Sortino Ratio:
-2.150
Calmar Ratio:
-3.56
Return
0.57%
Volatility
18.81%
Sharpe Ratio
-0.069
VaR 95%
-1.85%
CVaR 95%:
-2.10%
Max Drawdown:
-8.43%
Sortino Ratio:
-0.121
Calmar Ratio:
0.28
Return
5.78%
Volatility
18.71%
Sharpe Ratio
0.448
VaR 95%
-1.97%
CVaR 95%:
-2.50%
Max Drawdown:
-8.43%
Sortino Ratio:
0.668
Calmar Ratio:
1.42
Return
22.36%
Volatility
20.35%
Sharpe Ratio
0.925
VaR 95%
-1.81%
CVaR 95%:
-3.00%
Max Drawdown:
-8.43%
Sortino Ratio:
1.176
Calmar Ratio:
2.67
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
0.089%
Best Day
7.995%
09/04/2025
Worst Day
-6.408%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $30.56 | $30.65 | $30.56 | $30.65 | 8,600 |
| 01/04/2026 | $30.64 | $30.64 | $30.60 | $30.61 | 700 |
| 31/03/2026 | $29.96 | $30.20 | $29.85 | $30.20 | 2,100 |
| 30/03/2026 | $29.52 | $29.52 | $29.52 | $29.52 | 300 |
| 27/03/2026 | $29.75 | $29.80 | $29.54 | $29.60 | 900 |
| 26/03/2026 | $29.82 | $29.82 | $29.77 | $29.77 | 2,000 |
| 25/03/2026 | $30.13 | $30.13 | $30.13 | $30.13 | 300 |
| 24/03/2026 | $29.66 | $29.87 | $29.66 | $29.87 | 600 |
| 23/03/2026 | $29.75 | $29.75 | $29.53 | $29.53 | 2,300 |
| 20/03/2026 | $29.37 | $29.37 | $28.96 | $29.01 | 1,800 |