PeakShares Sector Rotation ETF (PSTR) Performance
PSTR total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +12.2% since Dec 31, 2025
- 1 year
- +14.2% total return
- Since first price
- +40.4% since 2024
PSTR trailing returns vs AGG, TLT, SPY
| Period | PSTR total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | −0.6% | −0.6% | +0.9% | +1.5% | −1.0% |
| 3 months | +3.8% | +2.5% | −0.4% | −1.0% | +3.2% |
| 6 months | +7.6% | +4.9% | −1.5% | −3.8% | +7.8% |
| YTD | +12.2% | +8.0% | −1.0% | −3.4% | +12.3% |
| 1 year | +14.2% | +8.5% | −1.1% | −6.9% | +14.4% |
| Since inceptionApr 30, 2024 | +40.4% | +26.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: PSTR vs AGG
From Apr 30, 2024: PSTR grew to $14,037, AGG to $11,109.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
PSTR returns by calendar year
1 of 1 full years positive. Best 2025 (+10.3%), worst 2025 (+10.3%). 2026 is year to date.
PSTR annual returns table
| Year | PSTR | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +12.2% | −6.7% | −1.0% | −3.4% | +12.3% |
| 2025 | +10.3% | −14.7% | +7.2% | +4.3% | +17.7% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
PSTR largest drawdowns
Now 2.0% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2025 | −14.7% | Apr 8, 2025 | Jul 25, 2025 | 48 days | 5 months |
| Jul 16, 2024 | −6.7% | Aug 7, 2024 | Aug 23, 2024 | 22 days | 38 days |
| Feb 26, 2026 | −6.7% | Mar 30, 2026 | Apr 14, 2026 | 32 days | 47 days |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
PSTR risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +14.9% |
| Volatility (annualized) | 8.4% |
| Sharpe ratio | 1.21 |
| Sortino ratio | 2.18 |
| Best month | +6.8% |
| Worst month | −3.9% |
| Best 12 months | +20.1% |
| Worst 12 months | +6.0% |
| Positive months | 72% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
PSTR rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 19 | +6.0% | +10.3% | +20.1% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
PSTR performance overview
PeakShares Sector Rotation ETF (PSTR) returned +14.2% over the past year, with distributions reinvested. Since its first recorded price on Apr 30, 2024 it has returned +40.4%. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −14.7%, from Feb 19, 2025 to Apr 8, 2025, and it took 4 months to get back to the old high. Volatility has been 8.4% a year.
Related: PSTR chart, PSTR holdings, PSTR dividends, PSTR bond profile. See the PSTR overview for the latest quote and fund facts.
PSTR performance FAQ
What is the PSTR return over the past year?
PSTR returned +14.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 8.5%.
How much would $10,000 invested in PSTR be worth?
$10,000 invested in PSTR at its first recorded close on April 30, 2024 would be worth about $14,037 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of PSTR?
The largest peak-to-trough decline was −14.7% between February 19, 2025 and April 8, 2025. It recovered to the old high on July 25, 2025, 4 months after the bottom.
How volatile is PSTR?
Over the past history PSTR had an annualized volatility of 8.4% and a Sharpe ratio of 1.21 (excess return over 1–3 month T-bills per unit of risk).