Summary
PSCJ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.47% Volatility 10.49% Sharpe 1.02
Official loaded data — not a live quote.

PACER SWAN SOS CONSERVATIVE (JULY) ETF

Symbol: PSCJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/06/2021

Latest date: 20/07/2026

Current price: $31.59

Expense ratio: 0.49%

Assets under management
$41.9M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.05%

Ann. -16.75% (Sharpe / Sortino numerator)

Volatility

10.06%

Sharpe ratio

-2.026

VaR 95%

-0.97%

CVaR 95%: -0.99%
Max drawdown: -3.83%
Sortino ratio: -3.927
Calmar ratio: -4.38

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

2.18%

Ann. -3.74% (Sharpe / Sortino numerator)

Volatility

7.08%

Sharpe ratio

-1.040

VaR 95%

-0.85%

CVaR 95%: -0.93%
Max drawdown: -4.16%
Sortino ratio: -1.501
Calmar ratio: -0.90

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

5.26%

Ann. 1.88% (Sharpe / Sortino numerator)

Volatility

5.97%

Sharpe ratio

-0.294

VaR 95%

-0.68%

CVaR 95%: -0.86%
Max drawdown: -4.16%
Sortino ratio: -0.404
Calmar ratio: 0.45

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

10.47%

Ann. 14.35% (Sharpe / Sortino numerator)

Volatility

10.49%

Sharpe ratio

1.022

VaR 95%

-0.84%

CVaR 95%: -1.49%
Max drawdown: -4.16%
Sortino ratio: 1.252
Calmar ratio: 3.45

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

24.19%

Ann. 10.41% (Sharpe / Sortino numerator)

Volatility

9.40%

Sharpe ratio

0.721

VaR 95%

-0.92%

CVaR 95%: -1.39%
Max drawdown: -11.87%
Sortino ratio: 0.880
Calmar ratio: 0.88

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

41.70%

Ann. 13.17% (Sharpe / Sortino numerator)

Volatility

8.73%

Sharpe ratio

1.093

VaR 95%

-0.84%

CVaR 95%: -1.25%
Max drawdown: -11.87%
Sortino ratio: 1.400
Calmar ratio: 1.11

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.

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

0.04%

Best day

1.667%

31/03/2026
Worst day

-0.986%

27/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.59 $31.59 $31.59 $31.59 400
17/07/2026 $31.68 $31.68 $31.63 $31.64 900
16/07/2026 $31.84 $31.84 $31.77 $31.77 700
15/07/2026 $31.84 $31.85 $31.83 $31.85 500
14/07/2026 $31.81 $31.81 $31.79 $31.80 900
13/07/2026 $31.70 $31.70 $31.70 $31.70 100
10/07/2026 $31.87 $31.87 $31.79 $31.84 700
09/07/2026 $31.78 $31.79 $31.77 $31.77 500
08/07/2026 $31.61 $31.64 $31.61 $31.64 3,200
07/07/2026 $31.67 $31.67 $31.67 $31.67 100