PortfoliosLab logoPortfoliosLab logo
CUSIP
00768Y297
Inception Date
Sep 15, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value
Assets Under Management
$33M

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

PSIL Performance Chart

AdvisorShares Psychedelics ETF (PSIL) is up 24.3% since the beginning of the year. PSIL is currently trading at $21 per share.


Loading charts...

S&P 500 Index

Returns By Period

AdvisorShares Psychedelics ETF (PSIL) has returned 24.34% so far this year and 54.09% over the past 12 months.


AdvisorShares Psychedelics ETF

1D
6.27%
1M
1.04%
YTD
24.34%
6M
22.35%
1Y
54.09%
3Y*
10.23%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSIL Monthly Returns History

Based on dividend-adjusted daily data since Sep 16, 2021, PSIL's average daily return is -0.05%, while the average monthly return is -1.43%.

Historically, 40% of months were positive and 60% were negative. The best month was Oct 2024 with a return of +56.6%, while the worst month was Sep 2022 at -27.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 8 months.

On a daily basis, PSIL closed higher 46% of trading days. The best single day was Oct 15, 2024 with a return of +99.5%, while the worst single day was Jun 23, 2025 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.80%2.26%-0.98%19.47%7.58%-1.70%24.34%
202512.83%3.72%-8.25%-2.28%15.57%5.49%20.87%1.97%11.31%5.03%-3.45%-1.91%74.55%
20245.76%-0.34%1.71%-12.75%-8.46%-17.90%10.03%-17.67%-12.52%56.58%1.87%-9.39%-19.50%
202316.67%-1.84%-12.25%-8.00%-1.13%9.24%7.96%-11.22%-9.37%-7.45%-13.76%8.17%-25.12%
2022-17.96%-9.14%-7.68%-21.95%-6.43%-8.93%14.26%31.77%-27.93%-14.89%-3.75%-19.48%-67.24%
2021-9.88%3.17%-20.63%-22.39%-42.72%

Benchmark Metrics

AdvisorShares Psychedelics ETF has an annualized alpha of -21.50%, beta of 0.85, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since September 16, 2021.

  • This ETF participated in 144.87% of S&P 500 Index downside but only 1.75% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.05 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
-21.50%
Beta
0.85
0.05
Upside Capture
1.75%
Downside Capture
144.87%

Expense Ratio

PSIL has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PSIL ranks 40 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.


PSIL Risk / Return Rank: 4040
Overall Rank
PSIL Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PSIL Sortino Ratio Rank: 3636
Sortino Ratio Rank
PSIL Omega Ratio Rank: 3636
Omega Ratio Rank
PSIL Calmar Ratio Rank: 5656
Calmar Ratio Rank
PSIL Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AdvisorShares Psychedelics ETF (PSIL) 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.


PSILBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

2.67

2.78

-0.12

Martin ratioReturn relative to average drawdown

5.56

12.44

-6.87

Dividends

Dividend History

AdvisorShares Psychedelics ETF provided a 8.04% dividend yield over the last twelve months, with an annual payout of $1.72 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.72$1.88$0.16$0.03$0.54

Dividend yield

8.04%10.95%1.49%0.24%2.91%

Monthly Dividends

The table displays the monthly dividend distributions for AdvisorShares Psychedelics ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.16$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.00$1.68$1.88
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.05$0.16
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2022$0.54$0.00$0.00$0.00$0.54

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 Psychedelics 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 Psychedelics ETF was 92.72%, occurring on Oct 11, 2024. The portfolio has not yet recovered.

The current AdvisorShares Psychedelics ETF drawdown is 75.81%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-92.72%Oct 2024
3y 19d
4y 9moSep 2021 - now
2021 pullback2021
-5.75%Sep 2021
4d2d
6dSep 2021 - Sep 2021

Drawdown Indicators


PSILBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-92.72%

-56.78%

-35.94%

Max Drawdown (1Y)

Largest decline over 1 year

-20.38%

-9.10%

-11.28%

Max Drawdown (3Y)

Largest decline over 3 years

-64.62%

-18.90%

-45.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-75.81%

-1.80%

-74.01%

Average Drawdown

Average peak-to-trough decline

-76.71%

-10.71%

-66.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

2.03%

+7.83%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with PSIL

Add AdvisorShares Psychedelics 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 PSIL