Summary
LRGG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -2.50% Volatility 18.24% Sharpe -0.31
Official loaded data — not a live quote.

MACQUARIE FOCUSED LARGE GROWTH ETF

Symbol: LRGG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 14/05/2024

Latest date: 20/07/2026

Current price: $28.48

Expense ratio: 0.45%

Assets under management
$264.0M
-0.01% 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

5.08%

Ann. -42.54% (Sharpe / Sortino numerator)

Volatility

18.26%

Sharpe ratio

-2.529

VaR 95%

-1.72%

CVaR 95%: -2.02%
Max drawdown: -9.26%
Sortino ratio: -4.434
Calmar ratio: -4.59

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

2.99%

Ann. -40.55% (Sharpe / Sortino numerator)

Volatility

17.81%

Sharpe ratio

-2.481

VaR 95%

-2.07%

CVaR 95%: -2.66%
Max drawdown: -16.92%
Sortino ratio: -3.315
Calmar ratio: -2.40

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

-0.12%

Ann. -26.30% (Sharpe / Sortino numerator)

Volatility

15.20%

Sharpe ratio

-1.970

VaR 95%

-1.72%

CVaR 95%: -2.37%
Max drawdown: -18.95%
Sortino ratio: -2.555
Calmar ratio: -1.39

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

-2.50%

Ann. -2.09% (Sharpe / Sortino numerator)

Volatility

18.24%

Sharpe ratio

-0.313

VaR 95%

-1.73%

CVaR 95%: -2.74%
Max drawdown: -18.95%
Sortino ratio: -0.412
Calmar ratio: -0.11

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

6.86%

Ann. 5.58% (Sharpe / Sortino numerator)

Volatility

16.73%

Sharpe ratio

0.119

VaR 95%

-1.73%

CVaR 95%: -2.53%
Max drawdown: -18.95%
Sortino ratio: 0.155
Calmar ratio: 0.29

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

-0.006%

Best day

2.673%

31/03/2026
Worst day

-3.783%

03/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $28.48 $28.59 $28.44 $28.48 10,300
17/07/2026 $28.46 $28.55 $28.35 $28.42 6,600
16/07/2026 $28.80 $29.02 $28.80 $28.90 8,000
15/07/2026 $28.46 $28.86 $28.46 $28.86 28,100
14/07/2026 $28.28 $28.48 $28.14 $28.44 20,300
13/07/2026 $28.57 $28.57 $28.43 $28.45 9,200
10/07/2026 $28.39 $28.45 $28.19 $28.45 50,900
09/07/2026 $28.10 $28.26 $27.96 $28.25 21,500
08/07/2026 $28.14 $28.31 $28.07 $28.30 75,100
07/07/2026 $28.57 $28.57 $28.37 $28.39 11,800