- Issuer
- Euclidean
- Inception Date
- May 17, 2023
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $137M
Highlights
- Avg. Volume (1M)
- 8K
- Avg. Volume Value (1M)
- $300.59K
Share Price Chart
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Performance
ECML Performance Chart
Euclidean Fundamental Value ETF (ECML) is up 19.8% since the beginning of the year. ECML is currently trading at $40 per share.
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Returns By Period
Euclidean Fundamental Value ETF (ECML) has returned 19.84% so far this year and 32.00% over the past 12 months.
Euclidean Fundamental Value ETF
- 1D
- -0.08%
- 1M
- 2.28%
- 6M
- 13.37%
- YTD
- 19.84%
- 1Y
- 32.00%
- 3Y*
- 12.03%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.95%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ECML Monthly Returns History
Based on dividend-adjusted daily data since May 18, 2023, ECML's average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, an investment would double in approximately 4.1 years.
Historically, 56% of months were positive and 44% were negative. The best month was Jun 2023 with a return of +14.0%, while the worst month was Dec 2024 at -10.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ECML closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 3, 2025 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.71% | 4.94% | -1.96% | 5.08% | -1.73% | 3.14% | 3.47% | 19.84% | |||||
| 2025 | 3.88% | -5.16% | -1.88% | -4.17% | 2.92% | 1.93% | 0.46% | 7.92% | -0.36% | -2.65% | 3.92% | 0.58% | 6.82% |
| 2024 | -1.13% | 3.75% | 7.32% | -6.67% | 3.43% | -4.36% | 9.89% | -2.60% | 0.57% | -3.12% | 8.24% | -10.78% | 2.37% |
| 2023 | -3.02% | 13.96% | 5.95% | -2.00% | -2.46% | -5.88% | 7.25% | 11.51% | 26.00% |
Benchmark Metrics
Euclidean Fundamental Value ETF has an annualized alpha of 1.55%, beta of 0.81, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since May 18, 2023.
- This ETF participated in 103.52% of S&P 500 Index downside but only 90.19% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.44 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.55%
- Beta
- 0.81
- R²
- 0.44
- Upside Capture
- 90.19%
- Downside Capture
- 103.52%
Expense Ratio
ECML has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ECML ranks 89 for risk / return — above 89% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Euclidean Fundamental Value ETF (ECML) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ECML | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.25 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.46 | 2.00 | +2.46 |
| Martin ratioReturn relative to average drawdown | 13.07 | 8.49 | +4.58 |
Dividends
Dividend History
Euclidean Fundamental Value ETF provided a 1.15% dividend yield over the last twelve months, with an annual payout of $0.46 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.46 | $0.46 | $0.31 | $0.24 |
Dividend yield | 1.15% | 1.38% | 0.98% | 0.77% |
Monthly Dividends
The table displays the monthly dividend distributions for Euclidean Fundamental Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.46 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2023 | $0.24 | $0.24 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Euclidean Fundamental Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Euclidean Fundamental Value ETF was 24.66%, occurring on Apr 8, 2025. Recovery took 193 trading sessions.
The current Euclidean Fundamental Value ETF drawdown is 1.11%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-24.66%Apr 2025 | 4mo 13d | 9mo 11d | 1y 1moNov 2024 - Jan 2026 | 2025 selloff2025 |
-11.12%Oct 2023 | 2mo 26d | 1mo 17d | 4mo 13dAug 2023 - Dec 2023 | — |
-9.94%Jul 2024 | 3mo 9d | 17d | 3mo 26dApr 2024 - Jul 2024 | — |
-8.95%Aug 2024 | 6d | 3mo 1d | 3mo 7dAug 2024 - Nov 2024 | — |
-7.01%Mar 2026 | 29d | 20d | 1mo 19dFeb 2026 - Apr 2026 | — |
Drawdown Indicators
| ECML | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.66% | -56.78% | +32.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -9.10% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -18.90% | -5.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.11% | -1.58% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -10.70% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.14% | +0.25% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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