Summary
CGCV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 16.96% 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: 03/06/2026

Current price: $32.16

Expense ratio: 0.33%

Assets under management
$1.6B
-0.16% 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

2.81%

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

2.59%

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

6.18%

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

16.96%

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

32.17%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

2.428%

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
03/06/2026 $32.21 $32.32 $32.13 $32.16 202,800
02/06/2026 $32.02 $32.25 $32.02 $32.24 307,800
01/06/2026 $32.13 $32.14 $31.95 $32.01 304,300
29/05/2026 $32.19 $32.24 $32.12 $32.20 357,700
28/05/2026 $32.17 $32.30 $32.10 $32.22 392,300
27/05/2026 $32.20 $32.23 $32.10 $32.17 190,400
26/05/2026 $32.28 $32.31 $32.13 $32.16 243,200
22/05/2026 $32.11 $32.22 $32.09 $32.16 211,400
21/05/2026 $31.79 $32.03 $31.73 $31.98 384,900
20/05/2026 $31.72 $31.91 $31.69 $31.89 212,600