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CUSIP
02210T207
Issuer
AltShares
Inception Date
Dec 31, 2014
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$9M

Share Price Chart


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Performance

EVNT Performance Chart

AltShares Event-Driven ETF (EVNT) is up 4.4% since the beginning of the year. EVNT is currently trading at $12 per share.


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S&P 500 Index

Returns By Period

AltShares Event-Driven ETF (EVNT) has returned 4.38% so far this year and 11.19% over the past 12 months.


AltShares Event-Driven ETF

1D
0.31%
1M
1.39%
YTD
4.38%
6M
4.47%
1Y
11.19%
3Y*
10.55%
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)

EVNT Monthly Returns History

Based on dividend-adjusted daily data since Sep 20, 2021, EVNT's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jul 2024 with a return of +5.1%, while the worst month was Jun 2022 at -4.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, EVNT closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +4.7%, while the worst single day was Oct 16, 2025 at -3.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.13%2.12%-0.66%1.44%0.38%0.92%4.38%
20251.37%1.48%-0.89%0.74%2.46%2.29%1.48%1.90%-0.21%-0.42%2.80%0.00%13.72%
2024-2.41%-0.15%1.72%-3.60%1.30%0.62%5.10%0.49%1.09%0.18%1.51%-0.58%5.13%
20233.70%-0.21%1.65%-0.20%-2.42%3.91%2.21%-0.10%-1.38%-1.69%4.62%2.77%13.28%
2022-1.67%0.23%-0.78%-2.12%-0.51%-4.25%4.55%0.83%-2.86%0.57%1.32%-3.95%-8.62%
2021-1.05%0.77%-4.25%1.18%-3.40%

Benchmark Metrics

AltShares Event-Driven ETF has an annualized alpha of 0.78%, beta of 0.35, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since September 20, 2021.

  • This ETF participated in 31.69% of S&P 500 Index downside but only 27.87% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.35 may look defensive, but with R2 of 0.42 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 0.42 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
0.78%
Beta
0.35
0.42
Upside Capture
27.87%
Downside Capture
31.69%

Expense Ratio

EVNT has a high expense ratio of 1.30%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

EVNT ranks 54 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EVNT Risk / Return Rank: 5454
Overall Rank
EVNT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EVNT Sortino Ratio Rank: 4545
Sortino Ratio Rank
EVNT Omega Ratio Rank: 5151
Omega Ratio Rank
EVNT Calmar Ratio Rank: 6969
Calmar Ratio Rank
EVNT 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 AltShares Event-Driven ETF (EVNT) 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.


EVNTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

3.36

2.78

+0.57

Martin ratioReturn relative to average drawdown

10.70

12.44

-1.74

Dividends

Dividend History

AltShares Event-Driven ETF provided a 4.58% dividend yield over the last twelve months, with an annual payout of $0.55 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.55$0.55$0.07$0.06$0.24

Dividend yield

4.58%4.78%0.66%0.59%2.61%

Monthly Dividends

The table displays the monthly dividend distributions for AltShares Event-Driven 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$0.55$0.55
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2022$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 AltShares Event-Driven 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 AltShares Event-Driven ETF was 13.85%, occurring on Jun 16, 2022. Recovery took 381 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-13.85%Jun 2022
7mo 16d1y 6mo
2y 1moNov 2021 - Dec 2023
2024 pullback2024
-5.15%Apr 2024
3mo 27d3mo
6mo 27dDec 2023 - Jul 2024
2025 selloff2025
-5.06%Apr 2025
13d20d
1mo 3dMar 2025 - Apr 2025
2025 pullback2025
-3.35%Oct 2025
1d2mo 21d
2mo 22dOct 2025 - Jan 2026
2024 pullback2024
-2.56%Aug 2024
4d14d
18dAug 2024 - Aug 2024

Drawdown Indicators


EVNTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.85%

-56.78%

+42.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-9.10%

+5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-5.15%

-18.90%

+13.75%

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

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-3.76%

-10.71%

+6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

2.03%

-0.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with EVNT

Add AltShares Event-Driven ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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