Summary
JGRW
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 3.81% Volatility 16.11% Sharpe -0.51
Official loaded data — not a live quote.

JENSEN QUALITY GROWTH ETF

Symbol: JGRW

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 12/08/2024

Latest date: 20/07/2026

Current price: $27.36

Expense ratio: 0.57%

Assets under management
$89.4M
-0.18% 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

3.57%

Ann. -52.40% (Sharpe / Sortino numerator)

Volatility

17.75%

Sharpe ratio

-3.157

VaR 95%

-1.68%

CVaR 95%: -1.88%
Max drawdown: -9.88%
Sortino ratio: -7.006
Calmar ratio: -5.30

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

3.60%

Ann. -30.76% (Sharpe / Sortino numerator)

Volatility

15.11%

Sharpe ratio

-2.276

VaR 95%

-1.68%

CVaR 95%: -2.13%
Max drawdown: -14.19%
Sortino ratio: -3.355
Calmar ratio: -2.17

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

3.68%

Ann. -19.21% (Sharpe / Sortino numerator)

Volatility

12.74%

Sharpe ratio

-1.793

VaR 95%

-1.50%

CVaR 95%: -1.93%
Max drawdown: -14.40%
Sortino ratio: -2.502
Calmar ratio: -1.33

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

3.81%

Ann. -4.53% (Sharpe / Sortino numerator)

Volatility

16.11%

Sharpe ratio

-0.507

VaR 95%

-1.42%

CVaR 95%: -2.32%
Max drawdown: -14.40%
Sortino ratio: -0.684
Calmar ratio: -0.31

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

8.26%

Ann. 3.26% (Sharpe / Sortino numerator)

Volatility

14.63%

Sharpe ratio

-0.022

VaR 95%

-1.35%

CVaR 95%: -2.07%
Max drawdown: -14.63%
Sortino ratio: -0.031
Calmar ratio: 0.22

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

0.018%

Best day

2.638%

31/03/2026
Worst day

-2.351%

03/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $27.41 $27.42 $27.36 $27.36 2,000
17/07/2026 $27.44 $27.44 $27.36 $27.39 8,100
16/07/2026 $27.91 $27.95 $27.79 $27.79 31,800
15/07/2026 $27.57 $27.57 $27.56 $27.57 1,700
14/07/2026 $27.37 $27.37 $27.33 $27.33 33,300
13/07/2026 $27.54 $27.59 $27.44 $27.44 7,500
10/07/2026 $27.42 $27.49 $27.41 $27.49 47,900
09/07/2026 $27.30 $27.41 $27.30 $27.41 17,000
08/07/2026 $27.30 $27.30 $27.30 $27.30 400
07/07/2026 $27.45 $27.45 $27.41 $27.41 300