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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Agility Shares Managed Risk ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Agility Shares Managed Risk ETF (MRSK) has returned -3.97% so far this year and 12.10% over the past 12 months.
Agility Shares Managed Risk ETF
- 1D
- 1.90%
- 1M
- -4.65%
- YTD
- -3.97%
- 6M
- -0.45%
- 1Y
- 12.10%
- 3Y*
- 9.56%
- 5Y*
- 7.08%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 25, 2020, MRSK's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Jul 2022 with a return of +6.4%, while the worst month was Jun 2022 at -7.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MRSK closed higher 54% of trading days. The best single day was Aug 6, 2020 with a return of +6.3%, while the worst single day was Aug 7, 2020 at -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.33% | -0.62% | -4.65% | -3.97% | |||||||||
| 2025 | 1.76% | -0.80% | -5.01% | 1.07% | 1.47% | 3.44% | 1.50% | 2.29% | 2.24% | 2.39% | 1.01% | 0.24% | 11.93% |
| 2024 | 1.02% | 3.31% | 2.39% | -3.22% | 4.36% | 1.84% | 0.74% | -0.25% | 1.81% | -1.05% | 4.94% | -1.83% | 14.62% |
| 2023 | 2.50% | -1.14% | 4.73% | 2.09% | -0.01% | 4.51% | 1.79% | -0.39% | -5.36% | -4.58% | 5.98% | 3.12% | 13.29% |
| 2022 | -3.19% | -1.60% | 0.56% | -3.15% | 2.70% | -7.84% | 6.42% | -2.58% | -4.72% | 2.09% | 0.22% | -0.70% | -11.86% |
| 2021 | -0.06% | 1.18% | 3.39% | 3.01% | 1.15% | 2.03% | 2.29% | 2.88% | -4.39% | 5.30% | -1.20% | 3.77% | 20.74% |
Benchmark Metrics
Agility Shares Managed Risk ETF has an annualized alpha of 2.53%, beta of 0.53, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since June 26, 2020.
- This ETF participated in 68.47% of S&P 500 Index downside but only 62.59% of its upside — more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 2.53% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.53 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.53%
- Beta
- 0.53
- R²
- 0.57
- Upside Capture
- 62.59%
- Downside Capture
- 68.47%
Expense Ratio
MRSK has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MRSK ranks 58 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) and compare them to a chosen benchmark (S&P 500 Index).
| MRSK | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.90 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.39 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.40 | +0.22 |
Martin ratioReturn relative to average drawdown | 7.21 | 6.61 | +0.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MRSK risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Agility Shares Managed Risk ETF provided a 0.39% dividend yield over the last twelve months, with an annual payout of $0.14 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.14 | $0.14 | $0.15 | $0.17 | $0.29 | $4.18 | $1.20 |
Dividend yield | 0.39% | 0.37% | 0.44% | 0.60% | 1.11% | 14.20% | 4.29% |
Monthly Dividends
The table displays the monthly dividend distributions for Agility Shares Managed Risk 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.18 | $4.18 |
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 Agility Shares Managed Risk 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 Agility Shares Managed Risk ETF was 14.70%, occurring on Jun 16, 2022. Recovery took 270 trading sessions.
The current Agility Shares Managed Risk ETF drawdown is 6.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.7% | Dec 28, 2021 | 119 | Jun 16, 2022 | 270 | Jul 17, 2023 | 389 |
| -12.22% | Sep 8, 2023 | 36 | Oct 27, 2023 | 71 | Feb 9, 2024 | 107 |
| -11.72% | Dec 9, 2024 | 82 | Apr 8, 2025 | 70 | Jul 21, 2025 | 152 |
| -7.82% | Jan 28, 2026 | 43 | Mar 30, 2026 | — | — | — |
| -7.58% | Jul 19, 2024 | 32 | Sep 3, 2024 | 46 | Nov 6, 2024 | 78 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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