Summary
FLCV
Prices · period metrics · 12M
NAV as of 17/06/2026
02/04/2025 → 02/04/2026
Return 24.53% Volatility 16.74% Sharpe 0.66
Official loaded data — not a live quote.

FEDERATED HERMES MDT LARGE CAP VALUE ETF

Symbol: FLCV

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 30/07/2024

Latest date: 17/06/2026

Current price: $35.28

Expense ratio: 0.32%

Assets under management
$96.3M
-1.52% 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

3.47%

Ann. -27.76% (Sharpe / Sortino numerator)

Volatility

13.85%

Sharpe ratio

-2.267

VaR 95%

-1.34%

CVaR 95%: -1.39%
Max drawdown: -5.04%
Sortino ratio: -4.137
Calmar ratio: -5.50

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

10.52%

Ann. 7.82% (Sharpe / Sortino numerator)

Volatility

13.03%

Sharpe ratio

0.322

VaR 95%

-1.41%

CVaR 95%: -1.51%
Max drawdown: -5.70%
Sortino ratio: 0.537
Calmar ratio: 1.37

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

14.28%

Ann. 10.45% (Sharpe / Sortino numerator)

Volatility

12.64%

Sharpe ratio

0.540

VaR 95%

-1.20%

CVaR 95%: -1.53%
Max drawdown: -5.70%
Sortino ratio: 0.891
Calmar ratio: 1.83

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

24.53%

Ann. 14.69% (Sharpe / Sortino numerator)

Volatility

16.74%

Sharpe ratio

0.661

VaR 95%

-1.28%

CVaR 95%: -2.35%
Max drawdown: -8.20%
Sortino ratio: 0.827
Calmar ratio: 1.79

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

39.72%

Ann. 19.29% (Sharpe / Sortino numerator)

Volatility

15.20%

Sharpe ratio

1.033

VaR 95%

-1.20%

CVaR 95%: -2.08%
Max drawdown: -15.93%
Sortino ratio: 1.357
Calmar ratio: 1.21

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: 17/06/2025 - 17/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.09%

Best day

2.128%

30/04/2026
Worst day

-2.107%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/06/2026 $35.82 $35.82 $35.27 $35.28 135,400
16/06/2026 $35.87 $35.94 $35.67 $35.68 4,500
15/06/2026 $35.88 $35.88 $35.66 $35.66 10,500
12/06/2026 $35.09 $35.52 $35.09 $35.46 6,500
11/06/2026 $34.71 $35.21 $34.71 $35.21 5,700
10/06/2026 $34.72 $35.02 $34.56 $34.56 50,800
09/06/2026 $35.07 $35.15 $34.37 $35.01 12,500
08/06/2026 $34.89 $34.89 $34.74 $34.74 700
05/06/2026 $35.03 $35.15 $34.70 $34.73 7,000
04/06/2026 $35.10 $35.39 $35.10 $35.31 8,400