Summary
EAFG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 24.59% Volatility 19.23% Sharpe 1.06
Official loaded data — not a live quote.

PACER DEVELOPED MARKETS CASH COWS GROWTH LEADERS ETF

Symbol: EAFG

Exchange: NYSE

Sector: Technology

Category: Foreign Large Growth

Inception date: 20/03/2024

Latest date: 03/06/2026

Current price: $25.96

Expense ratio: 0.65%

Assets under management
$2.5M
0.00% 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

3.24%

Ann. -57.44% (Sharpe / Sortino numerator)

Volatility

28.34%

Sharpe ratio

-2.155

VaR 95%

-2.99%

CVaR 95%: -3.16%
Max drawdown: -9.87%
Sortino ratio: -3.795
Calmar ratio: -5.82

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

4.84%

Ann. -0.58% (Sharpe / Sortino numerator)

Volatility

22.96%

Sharpe ratio

-0.184

VaR 95%

-2.70%

CVaR 95%: -2.95%
Max drawdown: -12.71%
Sortino ratio: -0.271
Calmar ratio: -0.05

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

13.09%

Ann. 9.18% (Sharpe / Sortino numerator)

Volatility

18.48%

Sharpe ratio

0.300

VaR 95%

-2.14%

CVaR 95%: -2.68%
Max drawdown: -12.71%
Sortino ratio: 0.424
Calmar ratio: 0.72

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

24.59%

Ann. 23.98% (Sharpe / Sortino numerator)

Volatility

19.23%

Sharpe ratio

1.058

VaR 95%

-1.70%

CVaR 95%: -2.73%
Max drawdown: -12.71%
Sortino ratio: 1.396
Calmar ratio: 1.89

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

35.21%

Ann. 10.77% (Sharpe / Sortino numerator)

Volatility

16.89%

Sharpe ratio

0.422

VaR 95%

-1.66%

CVaR 95%: -2.39%
Max drawdown: -16.47%
Sortino ratio: 0.581
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.

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

0.094%

Best day

4.727%

08/04/2026
Worst day

-3.235%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $25.96 $25.96 $25.96 $25.96 100
02/06/2026 $25.94 $25.94 $25.94 $25.94 100
01/06/2026 $25.79 $25.80 $25.79 $25.80 200
29/05/2026 $25.96 $25.96 $25.78 $25.89 700
28/05/2026 $25.63 $25.89 $25.63 $25.83 9,000
27/05/2026 $25.94 $25.94 $25.94 $25.94 100
26/05/2026 $26.05 $26.05 $25.97 $25.97 700
22/05/2026 $25.78 $25.78 $25.69 $25.69 300
21/05/2026 $25.65 $25.65 $25.58 $25.59 500
20/05/2026 $25.36 $25.48 $25.36 $25.48 100