- Issuer
- Mohr Funds
- Inception Date
- Nov 2, 2021
- Region
- Global (Broad)
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $17M
Share Price Chart
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Performance
RULE Performance Chart
Adaptive Core ETF (RULE) is up 49.8% since the beginning of the year. RULE is currently trading at $34 per share.
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Returns By Period
Adaptive Core ETF (RULE) has returned 49.82% so far this year and 57.12% over the past 12 months.
Adaptive Core ETF
- 1D
- 2.20%
- 1M
- 13.27%
- YTD
- 49.82%
- 6M
- 47.98%
- 1Y
- 57.12%
- 3Y*
- 21.26%
- 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%
RULE Monthly Returns History
Based on dividend-adjusted daily data since Nov 3, 2021, RULE's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was May 2026 with a return of +16.2%, while the worst month was Mar 2026 at -8.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, RULE closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +6.1%, while the worst single day was Jun 5, 2026 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.62% | 2.18% | -8.05% | 15.75% | 16.21% | 8.15% | 49.82% | ||||||
| 2025 | 3.67% | -3.70% | -5.76% | 0.34% | 5.08% | 3.90% | 0.40% | -1.34% | 2.03% | 1.56% | -1.82% | 0.71% | 4.60% |
| 2024 | 1.25% | 3.95% | 2.64% | -3.78% | 2.42% | -0.02% | 0.28% | 1.20% | -0.55% | -0.32% | 7.65% | -6.65% | 7.59% |
| 2023 | 0.05% | -0.64% | 0.03% | 0.15% | -0.15% | 2.47% | 0.77% | -2.62% | -3.96% | -3.28% | 8.48% | 5.49% | 6.29% |
| 2022 | -7.94% | -2.59% | 0.39% | -6.40% | -1.54% | -3.42% | -0.15% | -2.76% | -1.46% | 0.33% | 0.08% | 0.21% | -22.87% |
| 2021 | -0.07% | 1.10% | 1.03% |
Benchmark Metrics
Adaptive Core ETF has an annualized alpha of 1.16%, beta of 0.61, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since November 03, 2021.
- This ETF participated in 69.77% of S&P 500 Index downside but only 61.31% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.61 may look defensive, but with R2 of 0.47 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.47 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.16%
- Beta
- 0.61
- R²
- 0.47
- Upside Capture
- 61.31%
- Downside Capture
- 69.77%
Expense Ratio
RULE has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
RULE ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Adaptive Core ETF (RULE) 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.
| RULE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.54 | 2.78 | +1.75 |
| Martin ratioReturn relative to average drawdown | 17.58 | 12.44 | +5.14 |
Dividends
Dividend History
Adaptive Core ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.41 | $0.00 |
Dividend yield | 0.00% | 0.00% | 0.00% | 2.01% | 0.01% |
Monthly Dividends
The table displays the monthly dividend distributions for Adaptive Core 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2022 | $0.00 | $0.00 |
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 Adaptive Core 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 Adaptive Core ETF was 30.48%, occurring on Oct 27, 2023. Recovery took 562 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -30.48%Oct 2023 | 1y 11mo | 2y 3mo | 4y 2moNov 2021 - Jan 2026 |
2026 correction2026 | -12.65%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 |
2026 pullback2026 | -9.46%Jun 2026 | 6d | 8d | 14dJun 2026 - Jun 2026 |
2026 pullback2026 | -6.61%May 2026 | 4d | 7d | 11dMay 2026 - May 2026 |
2026 pullback2026 | -5.26%Feb 2026 | 6d | 20d | 26dJan 2026 - Feb 2026 |
Drawdown Indicators
| RULE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -56.78% | +26.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -9.10% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.21% | -18.90% | -1.31% |
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 | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -14.85% | -10.71% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.03% | +1.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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