Summary
FLXR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.27% Volatility 2.65% Sharpe 0.55
Official loaded data — not a live quote.

TCW Flexible Income ETF

Symbol: FLXR

Exchange: NYSE

Sector: Healthcare

Category: Multisector Bond

Inception date: 30/11/2018

Latest date: 16/07/2026

Current price: $39.05

Expense ratio: 0.40%

Assets under management
$3.3B
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

0.09%

Ann. -9.29% (Sharpe / Sortino numerator)

Volatility

3.81%

Sharpe ratio

-3.389

VaR 95%

-0.47%

CVaR 95%: -0.49%
Max drawdown: -1.59%
Sortino ratio: -4.858
Calmar ratio: -5.83

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

0.85%

Ann. -2.46% (Sharpe / Sortino numerator)

Volatility

2.83%

Sharpe ratio

-2.157

VaR 95%

-0.36%

CVaR 95%: -0.45%
Max drawdown: -2.31%
Sortino ratio: -2.442
Calmar ratio: -1.07

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

1.46%

Ann. 1.26% (Sharpe / Sortino numerator)

Volatility

2.46%

Sharpe ratio

-0.962

VaR 95%

-0.25%

CVaR 95%: -0.39%
Max drawdown: -2.31%
Sortino ratio: -1.222
Calmar ratio: 0.55

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

5.27%

Ann. 5.08% (Sharpe / Sortino numerator)

Volatility

2.65%

Sharpe ratio

0.549

VaR 95%

-0.23%

CVaR 95%: -0.41%
Max drawdown: -2.31%
Sortino ratio: 0.649
Calmar ratio: 2.20

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

13.94%

Ann. 6.83% (Sharpe / Sortino numerator)

Volatility

2.86%

Sharpe ratio

1.133

VaR 95%

-0.23%

CVaR 95%: -0.40%
Max drawdown: -2.31%
Sortino ratio: 1.532
Calmar ratio: 2.95

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.021%

Best day

0.385%

20/05/2026
Worst day

-0.484%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $39.05 $39.07 $39.01 $39.05 370,000
15/07/2026 $39.04 $39.09 $39.00 $39.07 518,200
14/07/2026 $38.99 $39.01 $38.96 $38.99 297,600
13/07/2026 $38.99 $38.99 $38.90 $38.91 1,099,400
10/07/2026 $39.03 $39.05 $38.98 $38.99 543,400
09/07/2026 $39.00 $39.03 $38.98 $39.01 344,000
08/07/2026 $39.00 $39.00 $38.93 $38.98 367,300
07/07/2026 $39.09 $39.09 $39.00 $39.01 308,300
06/07/2026 $39.10 $39.11 $39.05 $39.09 261,900
02/07/2026 $39.00 $39.06 $39.00 $39.05 616,400