Summary
CGCV
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 15.26% Volatility 14.30% Sharpe 0.49
Official loaded data — not a live quote.

CAPITAL GROUP CONSERVATIVE EQUITY ETF SHARE CLASS

Symbol: CGCV

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 25/06/2024

Latest date: 17/07/2026

Current price: $32.88

Expense ratio: 0.33%

Assets under management
$1.9B
-0.24% 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

2.61%

Ann. -51.39% (Sharpe / Sortino numerator)

Volatility

13.86%

Sharpe ratio

-3.969

VaR 95%

-1.36%

CVaR 95%: -1.51%
Max drawdown: -7.15%
Sortino ratio: -6.581
Calmar ratio: -7.19

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

5.49%

Ann. -10.67% (Sharpe / Sortino numerator)

Volatility

11.69%

Sharpe ratio

-1.224

VaR 95%

-1.27%

CVaR 95%: -1.58%
Max drawdown: -8.34%
Sortino ratio: -1.716
Calmar ratio: -1.28

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

8.15%

Ann. -1.57% (Sharpe / Sortino numerator)

Volatility

10.85%

Sharpe ratio

-0.479

VaR 95%

-1.19%

CVaR 95%: -1.54%
Max drawdown: -8.34%
Sortino ratio: -0.684
Calmar ratio: -0.19

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

15.26%

Ann. 10.67% (Sharpe / Sortino numerator)

Volatility

14.30%

Sharpe ratio

0.492

VaR 95%

-1.18%

CVaR 95%: -2.10%
Max drawdown: -8.34%
Sortino ratio: 0.589
Calmar ratio: 1.28

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

31.58%

Ann. 15.49% (Sharpe / Sortino numerator)

Volatility

13.00%

Sharpe ratio

0.915

VaR 95%

-1.08%

CVaR 95%: -1.82%
Max drawdown: -13.13%
Sortino ratio: 1.180
Calmar ratio: 1.18

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

0.059%

Best day

2.429%

08/04/2026
Worst day

-2.014%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $32.96 $33.14 $32.84 $32.88 298,000
16/07/2026 $32.92 $33.11 $32.91 $33.11 189,100
15/07/2026 $32.86 $32.95 $32.80 $32.90 269,300
14/07/2026 $33.02 $33.10 $32.84 $32.84 654,100
13/07/2026 $33.07 $33.12 $32.97 $32.98 200,600
10/07/2026 $32.99 $33.10 $32.88 $33.09 227,500
09/07/2026 $32.87 $33.02 $32.87 $32.96 289,000
08/07/2026 $32.91 $32.91 $32.77 $32.81 409,700
07/07/2026 $33.15 $33.16 $32.99 $33.04 231,200
06/07/2026 $33.11 $33.15 $32.88 $33.01 1,272,200