Summary
COWG
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 8.31% Volatility 22.41% Sharpe 0.21
Official loaded data — not a live quote.

PACER US LARGE CAP CASH COWS GROWTH LEADERS ETF

Symbol: COWG

Exchange: NASDAQ

Sector: Technology

Category: Mid-Cap Growth

Inception date: 21/12/2022

Latest date: 17/07/2026

Current price: $37.70

Expense ratio: 0.49%

Assets under management
$2.4B
0.98% 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

-1.61%

Ann. -34.95% (Sharpe / Sortino numerator)

Volatility

20.31%

Sharpe ratio

-1.899

VaR 95%

-1.85%

CVaR 95%: -2.02%
Max drawdown: -6.58%
Sortino ratio: -3.618
Calmar ratio: -5.31

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

4.01%

Ann. -15.04% (Sharpe / Sortino numerator)

Volatility

19.37%

Sharpe ratio

-0.964

VaR 95%

-1.85%

CVaR 95%: -2.21%
Max drawdown: -10.48%
Sortino ratio: -1.656
Calmar ratio: -1.43

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

5.68%

Ann. -14.26% (Sharpe / Sortino numerator)

Volatility

18.76%

Sharpe ratio

-0.954

VaR 95%

-2.18%

CVaR 95%: -2.62%
Max drawdown: -10.81%
Sortino ratio: -1.383
Calmar ratio: -1.32

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

8.31%

Ann. 8.36% (Sharpe / Sortino numerator)

Volatility

22.41%

Sharpe ratio

0.211

VaR 95%

-1.97%

CVaR 95%: -3.29%
Max drawdown: -10.81%
Sortino ratio: 0.274
Calmar ratio: 0.77

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

39.20%

Ann. 15.33% (Sharpe / Sortino numerator)

Volatility

21.32%

Sharpe ratio

0.549

VaR 95%

-2.15%

CVaR 95%: -3.18%
Max drawdown: -23.60%
Sortino ratio: 0.718
Calmar ratio: 0.65

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

70.29%

Ann. 18.77% (Sharpe / Sortino numerator)

Volatility

19.45%

Sharpe ratio

0.778

VaR 95%

-1.93%

CVaR 95%: -2.85%
Max drawdown: -23.60%
Sortino ratio: 1.048
Calmar ratio: 0.80

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

0.038%

Best day

3.649%

06/02/2026
Worst day

-3.857%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $37.33 $38.03 $37.33 $37.70 171,100
16/07/2026 $38.21 $38.28 $37.82 $37.98 301,600
15/07/2026 $39.26 $39.26 $38.06 $38.52 452,300
14/07/2026 $39.00 $39.15 $38.86 $38.95 198,800
13/07/2026 $38.89 $39.00 $38.39 $38.57 168,100
10/07/2026 $39.43 $39.46 $38.94 $39.23 207,800
09/07/2026 $39.18 $39.67 $39.03 $39.50 165,400
08/07/2026 $38.53 $38.82 $38.15 $38.74 242,900
07/07/2026 $39.07 $39.07 $38.40 $38.73 244,400
06/07/2026 $39.08 $39.65 $39.08 $39.36 281,100