Summary
FLCG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.58% Volatility 22.59% Sharpe 0.50
Official loaded data — not a live quote.

FEDERATED HERMES MDT LARGE CAP GROWTH ETF

Symbol: FLCG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 30/07/2024

Latest date: 03/06/2026

Current price: $34.67

Expense ratio: 0.39%

Assets under management
$490.8M
-0.77% 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

3.60%

Ann. -36.32% (Sharpe / Sortino numerator)

Volatility

22.31%

Sharpe ratio

-1.791

VaR 95%

-2.23%

CVaR 95%: -2.28%
Max drawdown: -9.02%
Sortino ratio: -3.455
Calmar ratio: -4.03

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

10.66%

Ann. -29.74% (Sharpe / Sortino numerator)

Volatility

18.56%

Sharpe ratio

-1.798

VaR 95%

-2.05%

CVaR 95%: -2.27%
Max drawdown: -13.80%
Sortino ratio: -2.882
Calmar ratio: -2.16

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

5.43%

Ann. -15.31% (Sharpe / Sortino numerator)

Volatility

17.41%

Sharpe ratio

-1.088

VaR 95%

-2.03%

CVaR 95%: -2.35%
Max drawdown: -15.07%
Sortino ratio: -1.595
Calmar ratio: -1.02

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

20.58%

Ann. 14.95% (Sharpe / Sortino numerator)

Volatility

22.59%

Sharpe ratio

0.501

VaR 95%

-2.04%

CVaR 95%: -3.21%
Max drawdown: -15.07%
Sortino ratio: 0.650
Calmar ratio: 0.99

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

38.26%

Ann. 18.91% (Sharpe / Sortino numerator)

Volatility

21.47%

Sharpe ratio

0.714

VaR 95%

-2.17%

CVaR 95%: -3.09%
Max drawdown: -22.95%
Sortino ratio: 0.922
Calmar ratio: 0.82

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.

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

0.079%

Best day

3.816%

31/03/2026
Worst day

-3.149%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $34.94 $34.94 $34.59 $34.67 32,100
02/06/2026 $35.44 $35.44 $35.09 $35.15 73,400
01/06/2026 $35.11 $35.46 $35.11 $35.32 26,400
29/05/2026 $34.91 $35.01 $34.77 $34.96 10,700
28/05/2026 $34.28 $34.71 $34.28 $34.71 29,000
27/05/2026 $34.44 $34.45 $34.35 $34.41 35,500
26/05/2026 $34.54 $34.54 $34.31 $34.40 18,300
22/05/2026 $34.45 $34.52 $34.26 $34.29 63,200
21/05/2026 $34.25 $34.28 $33.96 $34.21 22,100
20/05/2026 $34.14 $34.30 $33.93 $34.30 28,500