Summary
PEVC
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 28/05/2026
Return 15.35% Volatility 17.55% Sharpe 1.43
Official loaded data — not a live quote.

PACER PE/VC ETF

Symbol: PEVC

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 29/01/2025

Latest date: 15/10/2026

Current price: $31.79

Expense ratio: 0.85%

Assets under management
$2.5M
0.00% 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

1.47%

Ann. 141.48% (Sharpe / Sortino numerator)

Volatility

12.83%

Sharpe ratio

10.742

VaR 95%

-1.17%

CVaR 95%: -1.29%
Max drawdown: -2.33%
Sortino ratio: 20.389
Calmar ratio: 60.82

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

4.41%

Ann. 45.09% (Sharpe / Sortino numerator)

Volatility

18.97%

Sharpe ratio

2.185

VaR 95%

-1.95%

CVaR 95%: -2.07%
Max drawdown: -10.44%
Sortino ratio: 3.792
Calmar ratio: 4.32

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

12.62%

Ann. 20.60% (Sharpe / Sortino numerator)

Volatility

17.70%

Sharpe ratio

0.959

VaR 95%

-1.95%

CVaR 95%: -2.23%
Max drawdown: -12.97%
Sortino ratio: 1.477
Calmar ratio: 1.59

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

15.35%

Ann. 28.64% (Sharpe / Sortino numerator)

Volatility

17.55%

Sharpe ratio

1.426

VaR 95%

-1.78%

CVaR 95%: -2.35%
Max drawdown: -12.97%
Sortino ratio: 2.141
Calmar ratio: 2.21

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

31.91%

Ann. 18.53% (Sharpe / Sortino numerator)

Volatility

25.56%

Sharpe ratio

0.577

VaR 95%

-2.20%

CVaR 95%: -3.61%
Max drawdown: -28.92%
Sortino ratio: 0.777
Calmar ratio: 0.64

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

0.064%

Best day

3.869%

04/08/2026
Worst day

-3.458%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $31.79 $31.79 $31.79 $31.79 100
14/10/2026 $31.50 $31.50 $31.50 $31.50 100
13/10/2026 $32.56 $32.56 $32.56 $32.56 100
12/10/2026 $32.59 $32.59 $32.59 $32.59 100
09/10/2026 $32.85 $32.85 $32.85 $32.85 100
08/10/2026 $32.37 $32.37 $32.37 $32.37 100
07/10/2026 $32.65 $32.66 $32.65 $32.66 400
06/10/2026 $33.14 $33.14 $33.14 $33.14 300
05/10/2026 $32.54 $32.54 $32.54 $32.54 100
02/10/2026 $32.12 $32.12 $32.12 $32.12 100