Summary
CGNG
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 22.14% 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: 17/07/2026

Current price: $35.06

Expense ratio: 0.64%

Assets under management
$2.7B
1.12% 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

-5.01%

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

0.03%

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

6.76%

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

22.14%

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

40.74%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.089%

Best day

5.139%

08/04/2026
Worst day

-5.551%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $34.67 $35.35 $34.46 $35.06 1,299,100
16/07/2026 $35.68 $35.76 $35.33 $35.45 552,600
15/07/2026 $36.32 $36.37 $35.69 $36.12 498,900
14/07/2026 $36.14 $36.31 $35.99 $36.19 870,000
13/07/2026 $36.08 $36.11 $35.60 $35.67 386,100
10/07/2026 $36.61 $36.80 $36.38 $36.72 554,000
09/07/2026 $36.57 $36.80 $36.47 $36.71 1,010,500
08/07/2026 $35.85 $36.28 $35.68 $36.28 582,700
07/07/2026 $36.53 $36.58 $36.06 $36.25 564,400
06/07/2026 $36.94 $37.19 $36.90 $37.12 821,600