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Agility Shares Managed Risk ETF (MRSK)

ETF · Currency in USD
Issuer
Toews Corp.
Inception Date
Jun 25, 2020
Region
Global (Broad)
Category
Hedge Fund
Expense Ratio
0.99%
Index Tracked
No Index (Active)
Asset Class
Multi-Asset

Asset Class Size

Multi-Cap

MRSKPrice Chart


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MRSKPerformance

The chart shows the growth of $10,000 invested in Agility Shares Managed Risk ETF on Jun 26, 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,608 for a total return of roughly 16.08%. All prices are adjusted for splits and dividends.


MRSK (Agility Shares Managed Risk ETF)
Benchmark (S&P 500)

MRSKReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-1.19%-2.17%
1M-11.33%0.62%
6M-7.53%6.95%
1Y4.15%22.39%
5Y10.04%30.36%
10Y10.04%30.36%

MRSKMonthly Returns Heatmap


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MRSKSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Agility Shares Managed Risk ETF Sharpe ratio is 0.32. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


MRSK (Agility Shares Managed Risk ETF)
Benchmark (S&P 500)

MRSKDividends

Agility Shares Managed Risk ETF granted a 14.37% dividend yield in the last twelve months, as of Jan 15, 2022. The annual payout for that period amounted to $4.18 per share.


PeriodTTM20212020
Dividend$4.18$4.18$0.08

Dividend yield

14.37%14.20%0.27%

MRSKDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


MRSK (Agility Shares Managed Risk ETF)
Benchmark (S&P 500)

MRSKWorst Drawdowns

The table below shows the maximum drawdowns of the Agility Shares Managed Risk ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Agility Shares Managed Risk ETF is 15.20%, recorded on Dec 20, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.2%Nov 8, 202130Dec 20, 2021
-5.49%Aug 7, 202034Sep 24, 202091Feb 4, 2021125
-5.14%Sep 3, 202121Oct 4, 202118Oct 28, 202139
-3.7%Feb 25, 20216Mar 4, 20216Mar 12, 202112
-2.72%May 10, 20214May 13, 202110May 27, 202114
-1.87%Mar 18, 20215Mar 24, 20216Apr 1, 202111
-1.78%Jul 7, 20201Jul 7, 20203Jul 10, 20204
-1.17%Jul 13, 20201Jul 13, 20201Jul 14, 20202
-1.15%Aug 17, 20213Aug 19, 20212Aug 23, 20215
-0.98%Feb 18, 20213Feb 22, 20212Feb 24, 20215

MRSKVolatility Chart

Current Agility Shares Managed Risk ETF volatility is 8.05%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


MRSK (Agility Shares Managed Risk ETF)
Benchmark (S&P 500)

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