Summary
PSMD
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.87% Volatility 10.06% Sharpe 0.74
Official loaded data — not a live quote.

PACER SWAN SOS MODERATE (JANUARY) ETF

Symbol: PSMD

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 22/12/2020

Latest date: 20/07/2026

Current price: $34.36

Expense ratio: 0.49%

Assets under management
$92.6M
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

0.37%

Ann. -18.16% (Sharpe / Sortino numerator)

Volatility

10.40%

Sharpe ratio

-2.094

VaR 95%

-0.98%

CVaR 95%: -1.06%
Max drawdown: -3.92%
Sortino ratio: -4.050
Calmar ratio: -4.63

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

3.01%

Ann. -4.82% (Sharpe / Sortino numerator)

Volatility

7.82%

Sharpe ratio

-1.080

VaR 95%

-0.89%

CVaR 95%: -1.03%
Max drawdown: -4.42%
Sortino ratio: -1.638
Calmar ratio: -1.09

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

6.14%

Ann. 2.52% (Sharpe / Sortino numerator)

Volatility

6.27%

Sharpe ratio

-0.178

VaR 95%

-0.69%

CVaR 95%: -0.91%
Max drawdown: -4.42%
Sortino ratio: -0.244
Calmar ratio: 0.57

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

11.87%

Ann. 11.11% (Sharpe / Sortino numerator)

Volatility

10.06%

Sharpe ratio

0.744

VaR 95%

-0.75%

CVaR 95%: -1.45%
Max drawdown: -4.87%
Sortino ratio: 0.876
Calmar ratio: 2.28

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

22.67%

Ann. 9.09% (Sharpe / Sortino numerator)

Volatility

8.28%

Sharpe ratio

0.660

VaR 95%

-0.73%

CVaR 95%: -1.19%
Max drawdown: -10.70%
Sortino ratio: 0.760
Calmar ratio: 0.85

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

39.42%

Ann. 11.50% (Sharpe / Sortino numerator)

Volatility

7.75%

Sharpe ratio

1.016

VaR 95%

-0.70%

CVaR 95%: -1.11%
Max drawdown: -10.70%
Sortino ratio: 1.241
Calmar ratio: 1.08

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

0.046%

Best day

1.561%

31/03/2026
Worst day

-1.131%

27/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.36 $34.36 $34.36 $34.36 100
17/07/2026 $34.37 $34.37 $34.37 $34.37 100
16/07/2026 $34.46 $34.46 $34.46 $34.46 3,300
15/07/2026 $34.52 $34.52 $34.52 $34.52 100
14/07/2026 $34.46 $34.48 $34.46 $34.48 100
13/07/2026 $34.41 $34.41 $34.41 $34.41 100
10/07/2026 $34.50 $34.50 $34.50 $34.50 100
09/07/2026 $34.43 $34.43 $34.43 $34.43 200
08/07/2026 $34.26 $34.35 $34.26 $34.34 500
07/07/2026 $34.38 $34.38 $34.38 $34.38 100