- Issuer
- Toews
- Inception Date
- Jun 25, 2020
- Region
- Global (Broad)
- Category
- Equity Hedged
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Multi-Cap
- Assets Under Management
- $321M
Highlights
- Avg. Volume (1M)
- 41K
- Avg. Volume Value (1M)
- $1.58M
Share Price Chart
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Performance
MRSK Performance Chart
Agility Shares Managed Risk ETF (MRSK) is up 5.5% since the beginning of the year. MRSK is currently trading at $39 per share. Investors who bought $1,000 worth of MRSK shares 5 years ago would now be looking at an investment worth $1,436.
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Returns By Period
Agility Shares Managed Risk ETF (MRSK) has returned 5.54% so far this year and 14.06% over the past 12 months.
Agility Shares Managed Risk ETF
- 1D
- 1.35%
- 1M
- 0.60%
- 6M
- 4.21%
- YTD
- 5.54%
- 1Y
- 14.06%
- 3Y*
- 10.00%
- 5Y*
- 7.50%
- 10Y*
- —
- ALL TIME*
- 10.98%
Benchmark (S&P 500 Index)
- 1D
- 1.66%
- 1M
- -0.82%
- 6M
- 6.72%
- YTD
- 8.65%
- 1Y
- 16.89%
- 3Y*
- 17.46%
- 5Y*
- 11.09%
- 10Y*
- 13.10%
- ALL TIME*
- 8.07%
MRSK Monthly Returns History
Based on dividend-adjusted daily data since Jun 25, 2020, MRSK's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 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% | 4.93% | 4.36% | -0.23% | 0.60% | 5.54% | |||||
| 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 2.56%, beta of 0.54, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since June 25, 2020.
- This ETF participated in 66.66% of S&P 500 Index downside but only 60.90% of its upside - more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 2.56% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.54 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
- 2.56%
- Beta
- 0.54
- R²
- 0.58
- Upside Capture
- 60.90%
- Downside Capture
- 66.66%
Expense Ratio
MRSK has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MRSK ranks 54 for risk / return — above 54% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Agility Shares Managed Risk ETF (MRSK) 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.
| MRSK | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.86 | -0.06 |
| Martin ratioReturn relative to average drawdown | 7.07 | 7.90 | -0.84 |
Dividends
Dividend History
Agility Shares Managed Risk ETF provided a 0.35% 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 | 0.35% | 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 | $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 0.13%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-14.70%Jun 2022 | 5mo 20d | 1y 1mo | 1y 6moDec 2021 - Jul 2023 | Bear market2022 |
-12.22%Oct 2023 | 1mo 19d | 3mo 15d | 5mo 4dSep 2023 - Feb 2024 | — |
-11.72%Apr 2025 | 4mo | 3mo 14d | 7mo 14dDec 2024 - Jul 2025 | 2025 selloff2025 |
-7.82%Mar 2026 | 2mo 1d | 1mo 7d | 3mo 8dJan 2026 - May 2026 | — |
-7.58%Sep 2024 | 1mo 16d | 2mo 4d | 3mo 20dJul 2024 - Nov 2024 | — |
Drawdown Indicators
| MRSK | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.70% | -56.78% | +42.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.82% | -9.10% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -12.22% | -18.90% | +6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -14.70% | -25.43% | +10.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.13% | -2.26% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -10.70% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.14% | -0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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