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Inception Date
Dec 11, 2024
Category
Long-Short
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

EMPB Performance Chart

Efficient Market Portfolio Plus ETF (EMPB) is up 13.4% since the beginning of the year. EMPB is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

Efficient Market Portfolio Plus ETF (EMPB) has returned 13.39% so far this year and 21.24% over the past 12 months.


Efficient Market Portfolio Plus ETF

1D
0.26%
1M
1.69%
YTD
13.39%
6M
13.34%
1Y
21.24%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMPB Monthly Returns History

Based on dividend-adjusted daily data since Dec 12, 2024, EMPB's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, an investment would double in approximately 4.0 years.

Historically, 74% of months were positive and 26% were negative. The best month was May 2026 with a return of +6.4%, while the worst month was Mar 2025 at -2.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, EMPB closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.3%, while the worst single day was Jan 27, 2025 at -2.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.34%2.38%-1.38%5.47%6.36%-0.22%13.39%
20251.77%0.02%-2.00%2.52%4.87%4.11%1.01%1.77%1.48%0.99%-1.52%-0.86%14.84%
20240.43%0.43%

Benchmark Metrics

Efficient Market Portfolio Plus ETF has an annualized alpha of 12.04%, beta of 0.47, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since December 12, 2024.

  • This ETF captured 60.72% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.77%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.47 may look defensive, but with R2 of 0.49 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.49 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
12.04%
Beta
0.47
0.49
Upside Capture
60.72%
Downside Capture
-4.77%

Expense Ratio

EMPB has a high expense ratio of 1.82%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

EMPB ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


EMPB Risk / Return Rank: 6262
Overall Rank
EMPB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EMPB Sortino Ratio Rank: 5757
Sortino Ratio Rank
EMPB Omega Ratio Rank: 6060
Omega Ratio Rank
EMPB Calmar Ratio Rank: 7373
Calmar Ratio Rank
EMPB Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Efficient Market Portfolio Plus ETF (EMPB) 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.


EMPBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.57

2.78

+0.78

Martin ratioReturn relative to average drawdown

10.49

12.44

-1.95

Dividends

Dividend History

Efficient Market Portfolio Plus ETF provided a 0.77% dividend yield over the last twelve months, with an annual payout of $0.25 per share.


0.30%0.40%0.50%0.60%0.70%0.80%0.90%$0.00$0.05$0.10$0.15$0.20$0.2520242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.25$0.25$0.07

Dividend yield

0.77%0.88%0.28%

Monthly Dividends

The table displays the monthly dividend distributions for Efficient Market Portfolio Plus ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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$0.25$0.25
2024$0.07$0.07

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 Efficient Market Portfolio Plus 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 Efficient Market Portfolio Plus ETF was 7.55%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current Efficient Market Portfolio Plus ETF drawdown is 0.69%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-7.55%Apr 2025
1mo 17d1mo 4d
2mo 21dFeb 2025 - May 2025
2026 pullback2026
-5.98%Jan 2026
3mo 9d27d
4mo 6dOct 2025 - Feb 2026
2026 pullback2026
-5.56%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2025 pullback2025
-4.08%Jan 2025
7d8d
15dJan 2025 - Jan 2025
2025 pullback2025
-2.65%Jan 2025
0s9d
9dJan 2025 - Feb 2025

Drawdown Indicators


EMPBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-7.55%

-56.78%

+49.23%

Max Drawdown (1Y)

Largest decline over 1 year

-5.98%

-9.10%

+3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.69%

-1.80%

+1.11%

Average Drawdown

Average peak-to-trough decline

-1.46%

-10.71%

+9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.03%

0.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with EMPB

Add Efficient Market Portfolio Plus ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with EMPB