MSMR Performance — McElhenny Sheffield Managed Risk ETF
Data updated: 2026-09-29
MSMR returned +1.45% year to date and +9.48% over one year to Jul 2026. The annualised 3-year return is +12.39%. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $142, against $153 for the category, and to $109 over one year, against $116. Volatility over the past three years was 10.43% a year. In the 12 months to Jul 2026 the fund took in a net $40.5M, and assets reached $182.44M.
MSMR Growth of $100
What $100 invested in McElhenny Sheffield Managed Risk ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | MSMR | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $109 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $142 | $153 |
| Since data start (Nov 2021 – Jul 2026) | $147 | $153 |
MSMR Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.45% |
| 1 year | +9.48% |
| 3 years (annualised) | +12.39% |
MSMR Annual Returns
Calendar-year total returns of McElhenny Sheffield Managed Risk ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +1.45% |
| 2025 | +15.78% |
| 2024 | +21.56% |
| 2023 | +18.52% |
| 2022 | −11.94% |
| 2021 (Nov–Dec) | −1.10% |
MSMR 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 | +3.4% | +1.9% | −3.8% | +4.1% | +3.2% | −5.0% | −1.9% | — | — | — | — | — |
| 2025 | +2.0% | −2.0% | −1.4% | −1.4% | +3.3% | +3.1% | +3.6% | +0.7% | +5.0% | +3.8% | −0.2% | −1.5% |
| 2024 | +2.1% | +4.7% | +2.2% | −4.1% | +2.5% | +2.8% | +3.6% | +1.8% | +1.2% | −0.5% | +5.9% | −2.0% |
| 2023 | +3.3% | −1.7% | +0.9% | −0.7% | +5.8% | +6.7% | +3.8% | −2.9% | −4.9% | −0.2% | +3.5% | +4.2% |
| 2022 | −6.9% | −0.4% | −1.7% | +0.1% | −1.2% | −0.2% | −2.1% | −0.6% | −0.3% | −0.4% | +1.0% | +0.4% |
| 2021 | — | — | — | — | — | — | — | — | — | — | −1.4% | +0.3% |
MSMR Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 10.43%
- 3-year Sharpe ratio: 0.76 (vs 4.5% risk-free rate)
- Best month: +5.91% (Nov 2024)
- Worst month: −4.98% (Jun 2026)
MSMR Fund Flows
Monthly money in and out of McElhenny Sheffield Managed Risk ETF, from SEC Form N-PORT.
- 12-month net flow: $40.5M
- 12-month gross sales (incl. reinvestments): $361.2M
- Sales ÷ redemptions: 1.13×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $2.6M | $0 | $2.6M |
| Jun 2026 | $109.7M | $95.6M | $14.2M |
| May 2026 | $9.1M | $921K | $8.2M |
| Apr 2026 | $881K | $0 | $881K |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $1.8M | $0 | $1.8M |
| Jan 2026 | $84.4M | $80.4M | $3.9M |
| Dec 2025 | $2.6M | $0 | $2.6M |
| Nov 2025 | $1.7M | $0 | $1.7M |
| Oct 2025 | $145.9M | $143.7M | $2.2M |
| Sep 2025 | $822K | $0 | $822K |
| Aug 2025 | $1.6M | $0 | $1.6M |
MSMR Assets Under Management
Net assets of McElhenny Sheffield Managed Risk ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $182.44M |
| 2026-04-30 | $166.39M |
| 2026-01-31 | $161.75M |
| 2025-10-31 | $150.88M |
| 2025-07-31 | $132.93M |
| 2025-04-30 | $113.25M |
| 2025-01-31 | $93.18M |
| 2024-10-31 | $69.58M |
| 2024-07-31 | $65.20M |
| 2024-04-30 | $48.56M |
| 2024-01-31 | $43.42M |
| 2023-10-31 | $37.85M |
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.