Summary
CALF
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 30.95% Volatility 22.61% Sharpe 0.70
Official loaded data — not a live quote.

PACER US SMALL CAP CASH COWS ETF

Symbol: CALF

Exchange: BATS

Sector: Technology

Category: Small Value

Inception date: 16/06/2017

Latest date: 17/07/2026

Current price: $52.75

Expense ratio: 0.59%

Assets under management
$3.5B
-0.15% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

8.15%

Ann. -17.29% (Sharpe / Sortino numerator)

Volatility

14.20%

Sharpe ratio

-1.473

VaR 95%

-1.30%

CVaR 95%: -1.53%
Max drawdown: -4.01%
Sortino ratio: -2.587
Calmar ratio: -4.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.08%

Ann. 3.50% (Sharpe / Sortino numerator)

Volatility

15.69%

Sharpe ratio

-0.009

VaR 95%

-1.34%

CVaR 95%: -1.73%
Max drawdown: -6.16%
Sortino ratio: -0.016
Calmar ratio: 0.57

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.32%

Ann. 6.69% (Sharpe / Sortino numerator)

Volatility

15.78%

Sharpe ratio

0.194

VaR 95%

-1.60%

CVaR 95%: -2.05%
Max drawdown: -6.16%
Sortino ratio: 0.297
Calmar ratio: 1.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.95%

Ann. 19.49% (Sharpe / Sortino numerator)

Volatility

22.61%

Sharpe ratio

0.702

VaR 95%

-1.76%

CVaR 95%: -3.17%
Max drawdown: -8.91%
Sortino ratio: 0.894
Calmar ratio: 2.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.86%

Ann. -1.74% (Sharpe / Sortino numerator)

Volatility

21.61%

Sharpe ratio

-0.248

VaR 95%

-1.81%

CVaR 95%: -3.03%
Max drawdown: -34.05%
Sortino ratio: -0.353
Calmar ratio: -0.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.56%

Ann. 7.14% (Sharpe / Sortino numerator)

Volatility

21.06%

Sharpe ratio

0.167

VaR 95%

-1.79%

CVaR 95%: -2.83%
Max drawdown: -34.22%
Sortino ratio: 0.253
Calmar ratio: 0.21

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.112%

Best day

3.26%

22/08/2025
Worst day

-3.524%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $52.83 $53.54 $52.59 $52.75 413,600
16/07/2026 $52.39 $53.21 $52.39 $53.13 448,000
15/07/2026 $51.85 $52.64 $51.85 $52.32 496,400
14/07/2026 $51.67 $51.93 $51.55 $51.77 515,700
13/07/2026 $51.90 $52.42 $51.90 $52.11 1,469,800
10/07/2026 $51.80 $52.05 $51.49 $51.75 253,200
09/07/2026 $51.11 $51.64 $50.83 $51.60 377,200
08/07/2026 $51.61 $51.63 $51.04 $51.25 606,500
07/07/2026 $52.02 $52.45 $51.90 $51.90 743,600
06/07/2026 $51.56 $51.87 $51.34 $51.72 255,100