PortfoliosLab logo
Advisorshares Msos 2x Daily ETF (MSOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US00768Y3137

Inception Date

Aug 23, 2022

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Expense Ratio

MSOX has a high expense ratio of 0.95%, indicating above-average management fees.


Expense ratio chart for MSOX: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSOX: 0.95%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Advisorshares Msos 2x Daily ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-99.27%
33.43%
MSOX (Advisorshares Msos 2x Daily ETF)
Benchmark (^GSPC)

Returns By Period

Advisorshares Msos 2x Daily ETF had a return of -54.14% year-to-date (YTD) and -95.44% in the last 12 months.


MSOX

YTD

-54.14%

1M

1.45%

6M

-91.78%

1Y

-95.44%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

Monthly Returns

The table below presents the monthly returns of MSOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-22.22%-19.61%-31.01%6.31%-54.14%
202468.23%-18.88%27.13%15.45%-51.59%-20.80%5.04%-36.30%25.81%-16.67%-65.31%-32.15%-87.32%
2023-9.23%-6.28%-25.60%-10.39%-2.96%-1.22%-2.99%41.27%27.93%-54.23%43.08%-2.69%-39.26%
20227.93%-55.66%35.59%14.11%-71.98%-79.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MSOX is 2, meaning it’s performing worse than 98% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MSOX is 22
Overall Rank
The Sharpe Ratio Rank of MSOX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of MSOX is 00
Sortino Ratio Rank
The Omega Ratio Rank of MSOX is 00
Omega Ratio Rank
The Calmar Ratio Rank of MSOX is 00
Calmar Ratio Rank
The Martin Ratio Rank of MSOX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Advisorshares Msos 2x Daily ETF (MSOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for MSOX, currently valued at -0.62, compared to the broader market-1.000.001.002.003.004.00
MSOX: -0.62
^GSPC: 0.46
The chart of Sortino ratio for MSOX, currently valued at -1.61, compared to the broader market-2.000.002.004.006.008.00
MSOX: -1.61
^GSPC: 0.77
The chart of Omega ratio for MSOX, currently valued at 0.80, compared to the broader market0.501.001.502.002.50
MSOX: 0.80
^GSPC: 1.11
The chart of Calmar ratio for MSOX, currently valued at -0.96, compared to the broader market0.002.004.006.008.0010.0012.00
MSOX: -0.96
^GSPC: 0.47
The chart of Martin ratio for MSOX, currently valued at -1.22, compared to the broader market0.0020.0040.0060.00
MSOX: -1.22
^GSPC: 1.94

The current Advisorshares Msos 2x Daily ETF Sharpe ratio is -0.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Advisorshares Msos 2x Daily ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.62
0.46
MSOX (Advisorshares Msos 2x Daily ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Advisorshares Msos 2x Daily ETF doesn't pay dividends

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.38%
-10.07%
MSOX (Advisorshares Msos 2x Daily ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Advisorshares Msos 2x Daily 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 Advisorshares Msos 2x Daily ETF was 99.63%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Advisorshares Msos 2x Daily ETF drawdown is 99.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.63%Aug 30, 2022654Apr 8, 2025
-3.09%Aug 26, 20221Aug 26, 20221Aug 29, 20222

Volatility

Volatility Chart

The current Advisorshares Msos 2x Daily ETF volatility is 50.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
50.21%
14.23%
MSOX (Advisorshares Msos 2x Daily ETF)
Benchmark (^GSPC)