Summary
GFLW
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 16.09% Volatility 19.31% Sharpe 1.23
Official loaded data — not a live quote.

VICTORYSHARES FREE CASH FLOW GROWTH ETF

Symbol: GFLW

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 03/12/2024

Latest date: 15/10/2026

Current price: $32.98

Expense ratio: 0.39%

Assets under management
$1.1B
2.05% 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

0.55%

Ann. 181.93% (Sharpe / Sortino numerator)

Volatility

20.40%

Sharpe ratio

8.740

VaR 95%

-1.21%

CVaR 95%: -1.87%
Max drawdown: -3.66%
Sortino ratio: 16.419
Calmar ratio: 49.70

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

0.83%

Ann. 75.87% (Sharpe / Sortino numerator)

Volatility

23.05%

Sharpe ratio

3.134

VaR 95%

-2.08%

CVaR 95%: -2.57%
Max drawdown: -9.16%
Sortino ratio: 5.545
Calmar ratio: 8.29

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

14.57%

Ann. 25.98% (Sharpe / Sortino numerator)

Volatility

21.15%

Sharpe ratio

1.057

VaR 95%

-2.34%

CVaR 95%: -2.70%
Max drawdown: -13.47%
Sortino ratio: 1.592
Calmar ratio: 1.93

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

16.09%

Ann. 27.42% (Sharpe / Sortino numerator)

Volatility

19.31%

Sharpe ratio

1.232

VaR 95%

-2.13%

CVaR 95%: -2.70%
Max drawdown: -14.95%
Sortino ratio: 1.832
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

31.25%

Ann. 17.19% (Sharpe / Sortino numerator)

Volatility

24.91%

Sharpe ratio

0.544

VaR 95%

-2.50%

CVaR 95%: -3.61%
Max drawdown: -24.13%
Sortino ratio: 0.743
Calmar ratio: 0.71

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.069%

Best day

4.519%

31/03/2026
Worst day

-4.611%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $32.32 $32.99 $32.20 $32.98 419,900
14/10/2026 $33.22 $33.32 $32.67 $32.78 282,400
13/10/2026 $33.47 $33.69 $33.27 $33.55 262,600
12/10/2026 $34.14 $34.14 $33.75 $33.80 163,900
09/10/2026 $34.12 $34.24 $33.96 $34.18 212,500
08/10/2026 $33.77 $34.00 $33.60 $33.85 275,300
07/10/2026 $33.92 $34.06 $33.84 $33.99 213,300
06/10/2026 $34.21 $34.47 $34.16 $34.27 433,800
05/10/2026 $33.96 $34.18 $33.89 $34.16 838,700
02/10/2026 $33.96 $33.96 $33.68 $33.86 118,200