Summary
LGH
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 26.30% Volatility 18.07% Sharpe 0.79
Official loaded data — not a live quote.

HCM DEFENDER 500 INDEX ETF

Symbol: LGH

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 09/10/2019

Latest date: 03/06/2026

Current price: $64.96

Expense ratio: 1.00%

Assets under management
$555.5M
-0.49% 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

7.14%

Ann. -55.52% (Sharpe / Sortino numerator)

Volatility

17.26%

Sharpe ratio

-3.427

VaR 95%

-1.88%

CVaR 95%: -1.98%
Max drawdown: -8.53%
Sortino ratio: -5.966
Calmar ratio: -6.51

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

6.84%

Ann. -27.89% (Sharpe / Sortino numerator)

Volatility

17.74%

Sharpe ratio

-1.776

VaR 95%

-1.89%

CVaR 95%: -2.35%
Max drawdown: -11.29%
Sortino ratio: -2.602
Calmar ratio: -2.47

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

4.52%

Ann. -10.83% (Sharpe / Sortino numerator)

Volatility

17.81%

Sharpe ratio

-0.812

VaR 95%

-1.89%

CVaR 95%: -2.53%
Max drawdown: -11.29%
Sortino ratio: -1.101
Calmar ratio: -0.96

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

26.30%

Ann. 17.82% (Sharpe / Sortino numerator)

Volatility

18.07%

Sharpe ratio

0.785

VaR 95%

-1.89%

CVaR 95%: -2.69%
Max drawdown: -11.29%
Sortino ratio: 1.035
Calmar ratio: 1.58

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

39.16%

Ann. 12.17% (Sharpe / Sortino numerator)

Volatility

18.01%

Sharpe ratio

0.474

VaR 95%

-2.07%

CVaR 95%: -2.75%
Max drawdown: -18.42%
Sortino ratio: 0.608
Calmar ratio: 0.66

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

76.56%

Ann. 18.30% (Sharpe / Sortino numerator)

Volatility

17.02%

Sharpe ratio

0.862

VaR 95%

-1.89%

CVaR 95%: -2.53%
Max drawdown: -18.42%
Sortino ratio: 1.154
Calmar ratio: 0.99

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.098%

Best day

2.891%

06/02/2026
Worst day

-3.784%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $65.28 $65.28 $64.93 $64.96 47,000
02/06/2026 $65.32 $65.63 $65.24 $65.57 25,000
01/06/2026 $64.74 $65.59 $64.74 $65.38 16,800
29/05/2026 $64.97 $65.37 $64.97 $65.17 23,500
28/05/2026 $64.09 $65.01 $64.09 $64.98 18,700
27/05/2026 $64.39 $64.59 $64.16 $64.47 21,200
26/05/2026 $64.44 $64.59 $64.26 $64.40 29,800
22/05/2026 $64.28 $64.28 $63.86 $63.86 40,600
21/05/2026 $62.75 $63.69 $62.75 $63.58 17,700
20/05/2026 $62.47 $63.44 $62.47 $63.44 46,800