Summary
PATN
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 30.80% 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: 15/10/2026

Current price: $34.08

Expense ratio: 0.65%

Assets under management
$345.0M
1.04% 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

-2.30%

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

-3.37%

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

9.94%

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

30.80%

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

70.68%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.12%

Best day

5.735%

08/04/2026
Worst day

-6.776%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $33.73 $34.26 $33.08 $34.08 162,700
14/10/2026 $34.33 $34.62 $34.13 $34.21 94,100
13/10/2026 $34.70 $34.72 $34.33 $34.70 110,900
12/10/2026 $35.06 $35.18 $34.98 $35.03 176,000
09/10/2026 $35.60 $35.60 $35.32 $35.47 77,700
08/10/2026 $35.45 $35.49 $35.00 $35.22 212,500
07/10/2026 $35.72 $35.89 $35.52 $35.80 153,700
06/10/2026 $36.58 $36.60 $36.20 $36.29 168,700
05/10/2026 $36.46 $36.77 $36.25 $36.58 403,000
02/10/2026 $36.20 $36.62 $36.10 $36.62 226,600