Summary
LGH
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.04% 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: 20/07/2026

Current price: $63.29

Expense ratio: 1.00%

Assets under management
$580.6M
-1.19% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.53%

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

6.19%

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

3.97%

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

14.04%

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

26.09%

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

59.11%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.058%

Best day

2.891%

06/02/2026
Worst day

-3.834%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $64.05 $64.05 $63.29 $63.29 30,900
17/07/2026 $63.32 $63.87 $63.12 $63.43 28,000
16/07/2026 $64.52 $64.92 $64.23 $64.35 36,600
15/07/2026 $64.77 $64.90 $64.43 $64.86 30,500
14/07/2026 $64.30 $65.12 $63.46 $65.12 33,000
13/07/2026 $64.59 $64.85 $64.08 $64.16 16,600
10/07/2026 $64.10 $64.87 $64.06 $64.84 10,800
09/07/2026 $63.84 $64.44 $63.83 $64.42 19,500
08/07/2026 $63.53 $63.79 $63.14 $63.73 30,000
07/07/2026 $64.24 $64.24 $63.72 $63.94 21,300