- ISIN
- US00768Y3137
- Issuer
- AdvisorShares
- Inception Date
- Aug 23, 2022
- Region
- North America (U.S.)
- Category
- Leveraged Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Assets Under Management
- $62M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
MSOX Performance Chart
Advisorshares Msos 2x Daily ETF (MSOX) is down 34.6% since the beginning of the year. MSOX is currently trading at $3 per share.
Loading charts...
Returns By Period
Advisorshares Msos 2x Daily ETF (MSOX) has returned -34.60% so far this year and 28.79% over the past 12 months.
Advisorshares Msos 2x Daily ETF
- 1D
- -10.94%
- 1M
- 6.55%
- YTD
- -34.60%
- 6M
- -28.54%
- 1Y
- 28.79%
- 3Y*
- -64.41%
- 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%
MSOX Monthly Returns History
Based on dividend-adjusted daily data since Aug 24, 2022, MSOX's average daily return is 0.00%, while the average monthly return is -1.56%.
Historically, 34% of months were positive and 66% were negative. The best month was Aug 2025 with a return of +227.7%, while the worst month was Dec 2022 at -72.0%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 8 months.
On a daily basis, MSOX closed higher 44% of trading days. The best single day was Dec 12, 2025 with a return of +107.9%, while the worst single day was Nov 6, 2024 at -54.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -27.68% | -15.12% | -21.82% | 75.81% | -11.38% | -12.54% | -34.60% | ||||||
| 2025 | -22.22% | -19.61% | -31.01% | 30.05% | -43.11% | -5.12% | 24.82% | 227.67% | -31.84% | -18.19% | -46.85% | 32.94% | -51.20% |
| 2024 | 68.23% | -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% | -2.98% | 41.25% | 27.93% | -54.23% | 43.08% | -2.69% | -39.26% |
| 2022 | 23.32% | -55.66% | 35.60% | 14.11% | -71.98% | -76.29% |
Benchmark Metrics
Advisorshares Msos 2x Daily ETF has an annualized alpha of -25.84%, beta of 1.76, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since August 24, 2022.
- This ETF participated in 275.73% of S&P 500 Index downside but only -94.71% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.03 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -25.84%
- Beta
- 1.76
- R²
- 0.03
- Upside Capture
- -94.71%
- Downside Capture
- 275.73%
Expense Ratio
MSOX has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MSOX ranks 22 for risk / return — below 22% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Advisorshares Msos 2x Daily ETF (MSOX) 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.
| MSOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 2.78 | -2.44 |
| Martin ratioReturn relative to average drawdown | 0.51 | 12.44 | -11.93 |
Dividends
Dividend History
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.
Loading charts...
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 99.75%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Advisorshares Msos 2x Daily ETF drawdown is 99.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -99.75%Mar 2026 | 3y 7mo | — | 3y 9moAug 2022 - now |
Bear market2022 | -3.09%Aug 2022 | 0s | 3d | 3dAug 2022 - Aug 2022 |
Drawdown Indicators
| MSOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.75% | -56.78% | -42.97% |
Max Drawdown (1Y)Largest decline over 1 year | -84.89% | -9.10% | -75.79% |
Max Drawdown (3Y)Largest decline over 3 years | -98.83% | -18.90% | -79.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -99.57% | -1.80% | -97.77% |
Average DrawdownAverage peak-to-trough decline | -88.89% | -10.71% | -78.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.94% | 2.03% | +54.91% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with MSOX
Add Advisorshares Msos 2x Daily ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with MSOX