INTECH S&P LARGE CAP DIVERSIFIED ALPHA ETF
Symbol: LGDX
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 27/02/2025
Latest date: 15/10/2026
Current price: $25.71
Expense ratio: 0.25%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.31%
Ann. -36.92% (Sharpe / Sortino numerator)
Volatility
18.17%
Sharpe ratio
-2.232
VaR 95%
-1.78%
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
2.14%
Ann. -14.77% (Sharpe / Sortino numerator)
Volatility
15.60%
Sharpe ratio
-1.180
VaR 95%
-1.78%
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
9.02%
Ann. -4.50% (Sharpe / Sortino numerator)
Volatility
14.38%
Sharpe ratio
-0.566
VaR 95%
-1.63%
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
15.02%
Ann. 14.37% (Sharpe / Sortino numerator)
Volatility
18.70%
Sharpe ratio
0.574
VaR 95%
-1.68%
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
27.48%
Ann. 16.81% (Sharpe / Sortino numerator)
Volatility
17.43%
Sharpe ratio
0.741
VaR 95%
-1.55%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.059%
Best day
2.849%
Worst day
-2.457%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $25.71 | $25.71 | $25.71 | $25.71 | 100 |
| 14/10/2026 | $25.58 | $25.58 | $25.58 | $25.58 | 100 |
| 13/10/2026 | $25.85 | $25.85 | $25.85 | $25.85 | 100 |
| 12/10/2026 | $25.87 | $25.87 | $25.87 | $25.87 | 100 |
| 09/10/2026 | $25.90 | $25.90 | $25.90 | $25.90 | 100 |
| 08/10/2026 | $25.73 | $25.73 | $25.73 | $25.73 | 100 |
| 07/10/2026 | $25.85 | $25.85 | $25.85 | $25.85 | 100 |
| 06/10/2026 | $25.91 | $25.91 | $25.91 | $25.91 | 100 |
| 05/10/2026 | $25.72 | $25.72 | $25.72 | $25.72 | 100 |
| 02/10/2026 | $25.56 | $25.56 | $25.56 | $25.56 | 100 |