Summary
LGRO
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 26.08% 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: 22/08/2023

Latest date: 03/06/2026

Current price: $44.13

Expense ratio: 0.50%

Assets under management
$124.7M
-0.34% 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

7.33%

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

14.17%

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

7.45%

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

26.08%

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

48.68%

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

76.23%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.097%

Best day

3.006%

31/03/2026
Worst day

-3.508%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $44.28 $44.28 $44.05 $44.13 3,300
02/06/2026 $44.71 $44.87 $44.71 $44.84 6,800
01/06/2026 $44.73 $45.26 $44.60 $45.12 3,800
29/05/2026 $44.05 $44.10 $44.05 $44.10 1,900
28/05/2026 $43.39 $43.65 $43.39 $43.62 600
27/05/2026 $42.94 $42.94 $42.77 $42.83 5,200
26/05/2026 $42.94 $42.97 $42.63 $42.82 2,500
22/05/2026 $42.67 $42.67 $42.59 $42.63 1,000
21/05/2026 $42.13 $42.46 $42.10 $42.46 1,900
20/05/2026 $41.98 $42.44 $41.98 $42.41 7,400