PACER US CASH COWS 100 ETF
Symbol: COWZ
Exchange: BATS
Sector: Technology
Category: Mid-Cap Value
Inception date: 16/12/2016
Latest date: 17/07/2026
Current price: $64.90
Expense ratio: 0.49%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
4.31%
Ann. -30.00% (Sharpe / Sortino numerator)
Volatility
10.06%
Sharpe ratio
-3.344
VaR 95%
-1.06%
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
3.13%
Ann. 14.82% (Sharpe / Sortino numerator)
Volatility
11.26%
Sharpe ratio
0.993
VaR 95%
-1.04%
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
6.86%
Ann. 20.06% (Sharpe / Sortino numerator)
Volatility
11.83%
Sharpe ratio
1.389
VaR 95%
-1.07%
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
18.40%
Ann. 16.10% (Sharpe / Sortino numerator)
Volatility
17.49%
Sharpe ratio
0.713
VaR 95%
-1.19%
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
18.45%
Ann. 6.03% (Sharpe / Sortino numerator)
Volatility
15.98%
Sharpe ratio
0.150
VaR 95%
-1.29%
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
41.15%
Ann. 12.18% (Sharpe / Sortino numerator)
Volatility
15.32%
Sharpe ratio
0.558
VaR 95%
-1.29%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.07%
Best day
2.075%
Worst day
-2.318%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $65.27 | $65.95 | $64.83 | $64.90 | 699,000 |
| 16/07/2026 | $64.18 | $65.20 | $64.18 | $65.20 | 764,200 |
| 15/07/2026 | $64.01 | $64.49 | $63.90 | $64.00 | 845,200 |
| 14/07/2026 | $64.12 | $64.29 | $63.77 | $63.83 | 1,066,400 |
| 13/07/2026 | $64.34 | $64.76 | $64.34 | $64.53 | 746,200 |
| 10/07/2026 | $64.04 | $64.38 | $63.88 | $64.07 | 879,000 |
| 09/07/2026 | $63.41 | $63.92 | $63.15 | $63.92 | 806,000 |
| 08/07/2026 | $64.08 | $64.08 | $63.53 | $63.62 | 828,000 |
| 07/07/2026 | $64.22 | $64.73 | $64.20 | $64.25 | 704,200 |
| 06/07/2026 | $63.69 | $63.91 | $63.28 | $63.71 | 794,100 |