Summary
CAML
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 5.57% Volatility 20.59% Sharpe 0.30
Official loaded data — not a live quote.

CONGRESS LARGE CAP GROWTH ETF

Symbol: CAML

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 21/08/2023

Latest date: 15/10/2026

Current price: $40.63

Expense ratio: 0.65%

Assets under management
$383.9M
1.93% 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

3.67%

Ann. -43.51% (Sharpe / Sortino numerator)

Volatility

22.25%

Sharpe ratio

-2.118

VaR 95%

-2.16%

CVaR 95%: -2.23%
Max drawdown: -8.49%
Sortino ratio: -3.910
Calmar ratio: -5.12

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

0.99%

Ann. -26.31% (Sharpe / Sortino numerator)

Volatility

17.74%

Sharpe ratio

-1.688

VaR 95%

-1.86%

CVaR 95%: -2.12%
Max drawdown: -12.41%
Sortino ratio: -2.623
Calmar ratio: -2.12

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

6.17%

Ann. -16.27% (Sharpe / Sortino numerator)

Volatility

16.24%

Sharpe ratio

-1.225

VaR 95%

-1.88%

CVaR 95%: -2.14%
Max drawdown: -14.86%
Sortino ratio: -1.810
Calmar ratio: -1.10

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

5.57%

Ann. 9.81% (Sharpe / Sortino numerator)

Volatility

20.59%

Sharpe ratio

0.300

VaR 95%

-1.85%

CVaR 95%: -2.87%
Max drawdown: -14.86%
Sortino ratio: 0.398
Calmar ratio: 0.66

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

20.13%

Ann. 7.93% (Sharpe / Sortino numerator)

Volatility

18.96%

Sharpe ratio

0.227

VaR 95%

-1.94%

CVaR 95%: -2.79%
Max drawdown: -21.06%
Sortino ratio: 0.300
Calmar ratio: 0.38

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

60.02%

Ann. 18.24% (Sharpe / Sortino numerator)

Volatility

18.00%

Sharpe ratio

0.814

VaR 95%

-1.78%

CVaR 95%: -2.58%
Max drawdown: -21.06%
Sortino ratio: 1.099
Calmar ratio: 0.87

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.027%

Best day

3.349%

31/03/2026
Worst day

-3.039%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $39.86 $40.66 $39.86 $40.63 6,500
14/10/2026 $41.13 $41.35 $40.54 $40.61 30,000
13/10/2026 $41.52 $41.55 $41.37 $41.55 39,400
12/10/2026 $41.65 $41.66 $41.52 $41.59 36,200
09/10/2026 $41.40 $41.73 $41.40 $41.70 6,500
08/10/2026 $41.57 $41.65 $41.14 $41.20 16,200
07/10/2026 $41.47 $41.67 $41.43 $41.63 35,100
06/10/2026 $41.85 $42.06 $41.85 $41.92 26,400
05/10/2026 $41.34 $41.52 $41.31 $41.44 16,200
02/10/2026 $41.08 $41.32 $41.08 $41.19 25,600