Summary
DEMZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 19.15% Volatility 18.17% Sharpe 0.81
Official loaded data — not a live quote.

DEMOCRATIC LARGE CAP CORE ETF

Symbol: DEMZ

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 02/11/2020

Latest date: 20/07/2026

Current price: $46.59

Expense ratio: 0.45%

Assets under management
$66.8M
-0.93% 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

-0.53%

Ann. -40.33% (Sharpe / Sortino numerator)

Volatility

19.70%

Sharpe ratio

-2.231

VaR 95%

-1.97%

CVaR 95%: -2.06%
Max drawdown: -8.38%
Sortino ratio: -4.370
Calmar ratio: -4.81

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

5.40%

Ann. -17.99% (Sharpe / Sortino numerator)

Volatility

17.48%

Sharpe ratio

-1.237

VaR 95%

-1.99%

CVaR 95%: -2.15%
Max drawdown: -12.28%
Sortino ratio: -2.085
Calmar ratio: -1.46

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

8.18%

Ann. -5.12% (Sharpe / Sortino numerator)

Volatility

15.82%

Sharpe ratio

-0.553

VaR 95%

-1.65%

CVaR 95%: -2.14%
Max drawdown: -12.28%
Sortino ratio: -0.822
Calmar ratio: -0.42

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

19.15%

Ann. 18.37% (Sharpe / Sortino numerator)

Volatility

18.17%

Sharpe ratio

0.811

VaR 95%

-1.64%

CVaR 95%: -2.60%
Max drawdown: -12.28%
Sortino ratio: 1.076
Calmar ratio: 1.50

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

36.30%

Ann. 12.17% (Sharpe / Sortino numerator)

Volatility

16.51%

Sharpe ratio

0.517

VaR 95%

-1.69%

CVaR 95%: -2.41%
Max drawdown: -18.69%
Sortino ratio: 0.685
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

72.92%

Ann. 17.87% (Sharpe / Sortino numerator)

Volatility

15.36%

Sharpe ratio

0.927

VaR 95%

-1.55%

CVaR 95%: -2.20%
Max drawdown: -18.69%
Sortino ratio: 1.273
Calmar ratio: 0.96

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

Best day

3.152%

08/04/2026
Worst day

-2.915%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $47.02 $47.07 $46.58 $46.59 3,600
17/07/2026 $46.81 $46.81 $46.78 $46.78 600
16/07/2026 $47.49 $47.49 $47.42 $47.42 400
15/07/2026 $47.56 $47.56 $47.07 $47.24 900
14/07/2026 $47.26 $47.26 $47.24 $47.24 400
13/07/2026 $47.27 $47.29 $47.27 $47.29 1,600
10/07/2026 $47.35 $47.65 $47.29 $47.64 4,200
09/07/2026 $47.06 $47.27 $47.06 $47.27 1,200
08/07/2026 $46.48 $46.77 $46.48 $46.77 2,900
07/07/2026 $46.88 $47.11 $46.88 $46.92 1,500