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MRP SynthEquity ETF (SNTH)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MRP SynthEquity ETF (SNTH)

ETF · Currency in USD · Last updated Apr 1, 2026

The MRP SynthEquity ETF seeks long-term capital appreciation through a combination of options contracts on the S&P 500 Index and U.S. Treasuries, designed to balance equity market participation with risk mitigation by establishing a floor that seeks to limit significant market losses.

ETF Info

Issuer
MRP
Inception Date
Mar 10, 2025
Category
Equity Hedged
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart

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MRP SynthEquity ETF

Performance

Performance Chart

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

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S&P 500 Index

Returns By Period

MRP SynthEquity ETF (SNTH) has returned -4.80% so far this year and 20.03% over the past 12 months.

MRP SynthEquity ETF

1D
1.67%
1M
-4.66%
YTD
-4.80%
6M
-3.14%
1Y
20.03%
3Y*
—
5Y*
—
10Y*
—

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 11, 2025, SNTH's average daily return is +0.07%, while the average monthly return is +1.33%. At this rate, your investment would double in approximately 4.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was May 2025 with a return of +6.3%, while the worst month was Mar 2026 at -4.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, SNTH closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Apr 3, 2025 at -4.4%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.98%-1.11%-4.66%-4.80%
2025-1.73%0.48%6.30%5.69%2.60%1.68%5.23%4.10%-0.92%-1.37%23.89%

Benchmark Metrics

MRP SynthEquity ETF has an annualized alpha of 3.39%, beta of 0.82, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since March 12, 2025.

  • This ETF generated an annualized alpha of 3.39% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Alpha
3.39%
Beta
0.82
R²
0.86
Upside Capture
102.77%
Downside Capture
98.34%

Expense Ratio

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

Return for Risk

Risk / Return Rank

SNTH ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

SNTH Risk / Return Rank: 7272
Overall Rank
SNTH Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SNTH Sortino Ratio Rank: 7272
Sortino Ratio Rank
SNTH Omega Ratio Rank: 6565
Omega Ratio Rank
SNTH Calmar Ratio Rank: 8080
Calmar Ratio Rank
SNTH Martin Ratio Rank: 7171
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 MRP SynthEquity ETF (SNTH) and compare them to a chosen benchmark (S&P 500 Index).

SNTHBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.90

+0.39

Sortino ratio

Return per unit of downside risk

1.88

1.39

+0.49

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

2.31

1.40

+0.91

Martin ratio

Return relative to average drawdown

7.68

6.61

+1.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore SNTH risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

SNTH Sortino RatioSNTH Sharpe Ratio

Dividends

Dividend History

MRP SynthEquity ETF provided a 12.64% dividend yield over the last twelve months, with an annual payout of $3.32 per share.

11.55%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.502025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$3.32$3.20

Dividend yield

12.64%11.55%

Monthly Dividends

The table displays the monthly dividend distributions for MRP SynthEquity 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$0.12$0.12
2025$3.20$3.20

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 MRP SynthEquity 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 MRP SynthEquity ETF was 9.79%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current MRP SynthEquity ETF drawdown is 7.48%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.79%Mar 25, 202511Apr 8, 202523May 12, 202534
-8.99%Oct 29, 2025104Mar 30, 2026———
-3.08%Oct 9, 20252Oct 10, 202510Oct 24, 202512
-2.87%May 20, 20254May 23, 20259Jun 6, 202513
-2.73%Jul 28, 20255Aug 1, 20257Aug 12, 202512

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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