Summary
CGNG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 35.54% Volatility 19.18% Sharpe 1.15
Official loaded data — not a live quote.

CAPITAL GROUP NEW GEOGRAPHY EQUITY ETF SHARE CLASS

Symbol: CGNG

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 25/06/2024

Latest date: 03/06/2026

Current price: $37.05

Expense ratio: 0.64%

Assets under management
$2.1B
-1.07% 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

6.50%

Ann. -57.11% (Sharpe / Sortino numerator)

Volatility

32.89%

Sharpe ratio

-1.847

VaR 95%

-3.37%

CVaR 95%: -3.64%
Max drawdown: -9.14%
Sortino ratio: -3.205
Calmar ratio: -6.25

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

12.75%

Ann. -11.45% (Sharpe / Sortino numerator)

Volatility

23.66%

Sharpe ratio

-0.637

VaR 95%

-2.89%

CVaR 95%: -3.31%
Max drawdown: -13.75%
Sortino ratio: -0.951
Calmar ratio: -0.83

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

17.30%

Ann. 3.94% (Sharpe / Sortino numerator)

Volatility

19.69%

Sharpe ratio

0.016

VaR 95%

-1.86%

CVaR 95%: -2.87%
Max drawdown: -13.75%
Sortino ratio: 0.022
Calmar ratio: 0.29

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

35.54%

Ann. 25.69% (Sharpe / Sortino numerator)

Volatility

19.18%

Sharpe ratio

1.150

VaR 95%

-1.63%

CVaR 95%: -2.84%
Max drawdown: -13.75%
Sortino ratio: 1.467
Calmar ratio: 1.87

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.

Period total return

49.14%

Ann. 23.09% (Sharpe / Sortino numerator)

Volatility

18.59%

Sharpe ratio

1.049

VaR 95%

-1.71%

CVaR 95%: -2.51%
Max drawdown: -15.90%
Sortino ratio: 1.502
Calmar ratio: 1.45

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

0.128%

Best day

5.139%

08/04/2026
Worst day

-3.806%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $37.45 $37.48 $36.95 $37.05 916,800
02/06/2026 $37.36 $37.60 $37.26 $37.56 714,100
01/06/2026 $36.84 $37.37 $36.72 $37.21 677,900
29/05/2026 $36.95 $37.03 $36.73 $36.82 692,700
28/05/2026 $36.49 $37.06 $36.36 $36.96 4,933,600
27/05/2026 $36.85 $36.88 $36.44 $36.70 472,600
26/05/2026 $36.33 $36.62 $36.29 $36.56 456,000
22/05/2026 $35.75 $35.77 $35.52 $35.56 415,400
21/05/2026 $35.37 $35.92 $35.29 $35.77 587,100
20/05/2026 $35.07 $35.57 $34.93 $35.54 1,113,500