INTECH S&P LARGE CAP DIVERSIFIED ALPHA ETF
Symbol: LGDX
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 27/02/2025
Latest date: 20/07/2026
Current price: $24.75
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
-0.20%
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
3.87%
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
9.75%
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
15.38%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.061%
Best day
2.849%
Worst day
-2.633%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $24.75 | $24.75 | $24.75 | $24.75 | 100 |
| 17/07/2026 | $24.78 | $24.78 | $24.78 | $24.78 | 100 |
| 16/07/2026 | $24.96 | $24.96 | $24.96 | $24.96 | 100 |
| 15/07/2026 | $25.17 | $25.17 | $25.17 | $25.17 | 100 |
| 14/07/2026 | $25.13 | $25.13 | $25.13 | $25.13 | 100 |
| 13/07/2026 | $25.10 | $25.10 | $25.10 | $25.10 | 100 |
| 10/07/2026 | $25.30 | $25.30 | $25.30 | $25.30 | 100 |
| 09/07/2026 | $25.11 | $25.11 | $25.11 | $25.11 | 100 |
| 08/07/2026 | $24.96 | $24.96 | $24.96 | $24.96 | 100 |
| 07/07/2026 | $25.02 | $25.02 | $25.02 | $25.02 | 100 |