Summary
LGRO
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.87% Volatility 22.98% Sharpe 0.49
Official loaded data — not a live quote.

LEVEL FOUR LARGE CAP GROWTH ACTIVE ETF

Symbol: LGRO

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: N/A

Latest date: 20/07/2026

Current price: $44.33

Expense ratio: 0.50%

Assets under management
N/A
-0.02% 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

4.30%

Ann. -43.49% (Sharpe / Sortino numerator)

Volatility

19.58%

Sharpe ratio

-2.407

VaR 95%

-1.92%

CVaR 95%: -2.14%
Max drawdown: -8.32%
Sortino ratio: -4.094
Calmar ratio: -5.23

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

9.31%

Ann. -34.45% (Sharpe / Sortino numerator)

Volatility

18.01%

Sharpe ratio

-2.115

VaR 95%

-2.02%

CVaR 95%: -2.31%
Max drawdown: -15.31%
Sortino ratio: -3.208
Calmar ratio: -2.25

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

8.91%

Ann. -16.89% (Sharpe / Sortino numerator)

Volatility

17.50%

Sharpe ratio

-1.173

VaR 95%

-2.01%

CVaR 95%: -2.46%
Max drawdown: -15.31%
Sortino ratio: -1.633
Calmar ratio: -1.10

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

18.87%

Ann. 14.99% (Sharpe / Sortino numerator)

Volatility

22.98%

Sharpe ratio

0.494

VaR 95%

-2.03%

CVaR 95%: -3.22%
Max drawdown: -15.31%
Sortino ratio: 0.651
Calmar ratio: 0.98

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

42.01%

Ann. 11.27% (Sharpe / Sortino numerator)

Volatility

20.72%

Sharpe ratio

0.369

VaR 95%

-2.05%

CVaR 95%: -3.05%
Max drawdown: -23.26%
Sortino ratio: 0.485
Calmar ratio: 0.48

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

77.36%

Ann. 20.94% (Sharpe / Sortino numerator)

Volatility

19.40%

Sharpe ratio

0.894

VaR 95%

-1.91%

CVaR 95%: -2.80%
Max drawdown: -23.26%
Sortino ratio: 1.192
Calmar ratio: 0.90

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

0.074%

Best day

3.005%

31/03/2026
Worst day

-3.508%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $44.34 $44.41 $44.30 $44.33 7,900
17/07/2026 $44.23 $44.41 $44.23 $44.33 4,600
16/07/2026 $44.85 $44.87 $44.79 $44.79 2,000
15/07/2026 $45.02 $45.02 $44.88 $44.92 6,900
14/07/2026 $44.35 $44.40 $44.30 $44.32 1,400
13/07/2026 $44.09 $44.28 $44.09 $44.12 8,400
10/07/2026 $44.20 $44.20 $44.15 $44.15 3,300
09/07/2026 $44.07 $44.23 $44.07 $44.23 1,300
08/07/2026 $43.47 $43.72 $43.47 $43.72 1,100
07/07/2026 $43.92 $44.07 $43.83 $43.83 31,500