Summary
PCIG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return -11.72% Volatility 20.57% Sharpe -0.83
Official loaded data — not a live quote.

Polen Capital International Growth ETF

Symbol: PCIG

Exchange: NYSE

Sector: Technology

Category: Foreign Large Growth

Inception date: 14/03/2024

Latest date: 03/06/2026

Current price: $8.54

Expense ratio: 0.85%

Assets under management
$26.6M
0.35% 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

1.91%

Ann. -57.65% (Sharpe / Sortino numerator)

Volatility

26.27%

Sharpe ratio

-2.332

VaR 95%

-2.30%

CVaR 95%: -2.59%
Max drawdown: -10.61%
Sortino ratio: -4.578
Calmar ratio: -5.43

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

-0.19%

Ann. -41.05% (Sharpe / Sortino numerator)

Volatility

24.29%

Sharpe ratio

-1.839

VaR 95%

-2.30%

CVaR 95%: -3.05%
Max drawdown: -19.85%
Sortino ratio: -3.119
Calmar ratio: -2.07

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

-6.99%

Ann. -29.34% (Sharpe / Sortino numerator)

Volatility

20.32%

Sharpe ratio

-1.623

VaR 95%

-2.30%

CVaR 95%: -2.90%
Max drawdown: -20.69%
Sortino ratio: -2.309
Calmar ratio: -1.42

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

-11.72%

Ann. -13.40% (Sharpe / Sortino numerator)

Volatility

20.57%

Sharpe ratio

-0.828

VaR 95%

-2.12%

CVaR 95%: -2.96%
Max drawdown: -21.65%
Sortino ratio: -1.194
Calmar ratio: -0.62

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

-10.23%

Ann. -9.36% (Sharpe / Sortino numerator)

Volatility

17.98%

Sharpe ratio

-0.722

VaR 95%

-1.92%

CVaR 95%: -2.62%
Max drawdown: -23.40%
Sortino ratio: -1.043
Calmar ratio: -0.40

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.

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

-0.043%

Best day

3.747%

08/04/2026
Worst day

-3.833%

12/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $8.51 $8.57 $8.51 $8.54 8,000
02/06/2026 $8.62 $8.65 $8.58 $8.62 6,100
01/06/2026 $8.54 $8.67 $8.54 $8.64 3,400
29/05/2026 $8.55 $8.57 $8.55 $8.55 1,900
28/05/2026 $8.47 $8.54 $8.44 $8.53 12,200
27/05/2026 $8.54 $8.54 $8.46 $8.47 4,100
26/05/2026 $8.49 $8.53 $8.40 $8.53 2,500
22/05/2026 $8.50 $8.50 $8.41 $8.42 14,300
21/05/2026 $8.30 $8.36 $8.22 $8.35 3,700
20/05/2026 $8.15 $8.28 $8.15 $8.28 14,300