Summary
EAGL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.67% Volatility 17.74% Sharpe 0.27
Official loaded data — not a live quote.

EAGLE CAPITAL SELECT EQUITY ETF

Symbol: EAGL

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 21/03/2024

Latest date: 20/07/2026

Current price: $33.32

Expense ratio: 0.80%

Assets under management
$4.3B
0.54% 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

6.08%

Ann. -36.85% (Sharpe / Sortino numerator)

Volatility

18.85%

Sharpe ratio

-2.147

VaR 95%

-1.95%

CVaR 95%: -2.05%
Max drawdown: -7.93%
Sortino ratio: -3.829
Calmar ratio: -4.65

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

2.43%

Ann. -23.66% (Sharpe / Sortino numerator)

Volatility

16.33%

Sharpe ratio

-1.671

VaR 95%

-1.85%

CVaR 95%: -2.07%
Max drawdown: -13.54%
Sortino ratio: -2.710
Calmar ratio: -1.75

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

1.31%

Ann. -5.25% (Sharpe / Sortino numerator)

Volatility

15.01%

Sharpe ratio

-0.591

VaR 95%

-1.72%

CVaR 95%: -2.08%
Max drawdown: -13.54%
Sortino ratio: -0.904
Calmar ratio: -0.39

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

11.67%

Ann. 8.37% (Sharpe / Sortino numerator)

Volatility

17.74%

Sharpe ratio

0.267

VaR 95%

-1.58%

CVaR 95%: -2.56%
Max drawdown: -13.54%
Sortino ratio: 0.349
Calmar ratio: 0.62

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

27.03%

Ann. 10.84% (Sharpe / Sortino numerator)

Volatility

15.65%

Sharpe ratio

0.461

VaR 95%

-1.49%

CVaR 95%: -2.28%
Max drawdown: -15.09%
Sortino ratio: 0.607
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.

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

0.048%

Best day

3.014%

31/03/2026
Worst day

-2.618%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.14 $33.44 $33.11 $33.32 83,400
17/07/2026 $33.49 $33.50 $33.16 $33.28 511,800
16/07/2026 $33.91 $33.94 $33.54 $33.67 206,700
15/07/2026 $33.40 $33.60 $33.37 $33.53 267,600
14/07/2026 $33.34 $33.42 $33.24 $33.32 95,000
13/07/2026 $33.40 $33.63 $33.35 $33.50 288,700
10/07/2026 $33.37 $33.40 $33.07 $33.20 309,600
09/07/2026 $32.69 $33.14 $32.69 $33.13 390,300
08/07/2026 $33.18 $33.18 $32.85 $32.93 638,300
07/07/2026 $33.52 $33.52 $33.29 $33.39 413,100