ECML Performance — Euclidean Fundamental Value ETF
Data updated: 2026-08-26
ECML returned +15.87% year to date and +27.32% over one year to Jun 2026. The annualised 3-year return is +13.08%. The fund beat its US Multi-Cap Value category average: $100 invested three years ago grew to $145, against $142 for the category, and to $127 over one year, against $112. Volatility over the past three years was 17.80% a year. In the 12 months to Jun 2026 the fund lost a net $46.1M, and assets reached $130.56M.
ECML Growth of $100
What $100 invested in Euclidean Fundamental Value ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Value category average over the same months.
| Period | ECML | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $127 | $112 |
| 3 years (Jul 2023 – Jun 2026) | $145 | $142 |
| Since data start (May 2023 – Jun 2026) | $160 | $145 |
ECML Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +15.87% |
| 1 year | +27.32% |
| 3 years (annualised) | +13.08% |
ECML Annual Returns
Calendar-year total returns of Euclidean Fundamental Value ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +15.87% |
| 2025 | +6.73% |
| 2024 | +2.44% |
| 2023 (May–Dec) | +25.99% |
ECML Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.8% | +5.0% | −1.9% | +4.9% | −1.7% | +3.1% | — | — | — | — | — | — |
| 2025 | +3.8% | −5.1% | −2.0% | −4.2% | +3.1% | +1.8% | +0.5% | +7.9% | −0.4% | −2.7% | +4.0% | +0.5% |
| 2024 | −1.2% | +3.8% | +7.4% | −6.7% | +3.6% | −4.4% | +9.7% | −2.5% | +0.6% | −3.3% | +8.4% | −10.7% |
| 2023 | — | — | — | — | −3.2% | +14.0% | +6.1% | −2.1% | −2.5% | −5.8% | +7.3% | +11.5% |
ECML Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 17.80%
- 3-year Sharpe ratio: 0.48 (vs 4.5% risk-free rate)
- Best month: +11.47% (Dec 2023)
- Worst month: −10.74% (Dec 2024)
ECML Fund Flows
Monthly money in and out of Euclidean Fundamental Value ETF, from SEC Form N-PORT.
- 12-month net flow: −$46.1M
- 12-month gross sales (incl. reinvestments): $55.3M
- Sales ÷ redemptions: 0.55×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $11.5M | $16.4M | −$4.9M |
| May 2026 | $753K | $0 | $753K |
| Apr 2026 | $14.5M | $23.0M | −$8.5M |
| Mar 2026 | $0 | $7.2M | −$7.2M |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $13.6M | $13.9M | −$312K |
| Nov 2025 | $0 | $981K | −$981K |
| Oct 2025 | $0 | $329K | −$329K |
| Sep 2025 | $0 | $2.3M | −$2.3M |
| Aug 2025 | $15.0M | $37.3M | −$22.3M |
| Jul 2025 | $0 | $0 | $0 |
ECML Assets Under Management
Net assets of Euclidean Fundamental Value ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $130.56M |
| 2026-03-31 | $134.70M |
| 2025-12-31 | $130.37M |
| 2025-09-30 | $131.59M |
| 2025-06-30 | $145.51M |
| 2025-03-31 | $157.51M |
| 2024-12-31 | $170.09M |
| 2024-09-30 | $183.45M |
| 2024-06-28 | $171.85M |
| 2024-03-28 | $187.30M |
| 2023-12-29 | $169.52M |
| 2023-09-29 | $150.90M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.