Summary
PATN
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 48.88% Volatility 21.14% Sharpe 1.77
Official loaded data — not a live quote.

PACER NASDAQ INTERNATIONAL PATENT LEADERS ETF

Symbol: PATN

Exchange: NASDAQ

Sector: Technology

Category: Foreign Large Blend

Inception date: 16/09/2024

Latest date: 20/07/2026

Current price: $34.22

Expense ratio: 0.65%

Assets under management
$173.8M
-0.81% 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

-10.48%

Ann. -64.94% (Sharpe / Sortino numerator)

Volatility

37.32%

Sharpe ratio

-1.837

VaR 95%

-3.63%

CVaR 95%: -4.59%
Max drawdown: -9.57%
Sortino ratio: -2.662
Calmar ratio: -6.79

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

7.92%

Ann. 15.03% (Sharpe / Sortino numerator)

Volatility

26.90%

Sharpe ratio

0.424

VaR 95%

-3.22%

CVaR 95%: -3.99%
Max drawdown: -14.40%
Sortino ratio: 0.551
Calmar ratio: 1.04

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

20.86%

Ann. 21.57% (Sharpe / Sortino numerator)

Volatility

22.58%

Sharpe ratio

0.795

VaR 95%

-2.10%

CVaR 95%: -3.49%
Max drawdown: -14.40%
Sortino ratio: 1.024
Calmar ratio: 1.50

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

48.88%

Ann. 41.01% (Sharpe / Sortino numerator)

Volatility

21.14%

Sharpe ratio

1.768

VaR 95%

-1.72%

CVaR 95%: -3.24%
Max drawdown: -14.40%
Sortino ratio: 2.271
Calmar ratio: 2.85

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

74.90%

Ann. 41.64% (Sharpe / Sortino numerator)

Volatility

20.91%

Sharpe ratio

1.820

VaR 95%

-1.81%

CVaR 95%: -2.85%
Max drawdown: -16.77%
Sortino ratio: 2.588
Calmar ratio: 2.48

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.

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

0.172%

Best day

5.735%

08/04/2026
Worst day

-6.776%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.50 $34.52 $34.20 $34.22 81,500
17/07/2026 $33.67 $34.39 $33.56 $34.25 141,500
16/07/2026 $34.83 $34.83 $34.46 $34.59 162,200
15/07/2026 $35.57 $35.57 $34.88 $35.32 74,600
14/07/2026 $35.47 $35.60 $35.19 $35.44 89,300
13/07/2026 $35.37 $35.37 $34.87 $34.94 67,300
10/07/2026 $36.17 $36.31 $35.71 $36.17 83,600
09/07/2026 $36.14 $36.35 $36.06 $36.17 61,900
08/07/2026 $35.32 $35.86 $35.14 $35.80 111,200
07/07/2026 $36.12 $36.99 $35.45 $35.71 100,700