Summary
IWFG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 1.19% Volatility 22.59% Sharpe 0.20
Official loaded data — not a live quote.

NYLI WINSLOW FOCUSED LARGE CAP GROWTH ETF

Symbol: IWFG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 23/06/2022

Latest date: 20/07/2026

Current price: $53.09

Expense ratio: 0.46%

Assets under management
$61.2M
-0.14% 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

-2.69%

Ann. -44.71% (Sharpe / Sortino numerator)

Volatility

23.67%

Sharpe ratio

-2.043

VaR 95%

-2.37%

CVaR 95%: -2.43%
Max drawdown: -9.62%
Sortino ratio: -3.580
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

2.00%

Ann. -39.25% (Sharpe / Sortino numerator)

Volatility

20.12%

Sharpe ratio

-2.131

VaR 95%

-2.39%

CVaR 95%: -2.58%
Max drawdown: -17.11%
Sortino ratio: -3.218
Calmar ratio: -2.29

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

3.97%

Ann. -23.91% (Sharpe / Sortino numerator)

Volatility

18.88%

Sharpe ratio

-1.459

VaR 95%

-2.16%

CVaR 95%: -2.59%
Max drawdown: -20.20%
Sortino ratio: -2.057
Calmar ratio: -1.18

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

1.19%

Ann. 8.06% (Sharpe / Sortino numerator)

Volatility

22.59%

Sharpe ratio

0.196

VaR 95%

-2.13%

CVaR 95%: -3.20%
Max drawdown: -20.20%
Sortino ratio: 0.265
Calmar ratio: 0.40

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

23.86%

Ann. 9.24% (Sharpe / Sortino numerator)

Volatility

21.58%

Sharpe ratio

0.260

VaR 95%

-2.37%

CVaR 95%: -3.20%
Max drawdown: -21.97%
Sortino ratio: 0.342
Calmar ratio: 0.42

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

71.85%

Ann. 20.04% (Sharpe / Sortino numerator)

Volatility

19.65%

Sharpe ratio

0.835

VaR 95%

-2.04%

CVaR 95%: -2.89%
Max drawdown: -21.97%
Sortino ratio: 1.123
Calmar ratio: 0.91

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

0.011%

Best day

3.696%

31/03/2026
Worst day

-3.29%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $53.17 $53.17 $53.09 $53.09 600
17/07/2026 $52.76 $53.23 $52.76 $52.93 700
16/07/2026 $54.24 $54.27 $53.36 $53.36 4,100
15/07/2026 $53.96 $54.56 $53.96 $54.56 1,500
14/07/2026 $54.03 $54.34 $54.03 $54.34 400
13/07/2026 $54.02 $54.02 $53.61 $53.61 800
10/07/2026 $54.04 $54.59 $53.89 $54.59 600
09/07/2026 $54.07 $54.07 $54.07 $54.07 100
08/07/2026 $52.97 $53.50 $52.97 $53.50 1,600
07/07/2026 $53.34 $53.34 $53.34 $53.34 100