Summary
PSMD
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 15.08% 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: 03/06/2026

Current price: $34.26

Expense ratio: 0.49%

Assets under management
$93.3M
-0.08% 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

2.03%

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

5.39%

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

6.22%

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

15.08%

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

24.86%

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

43.66%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.057%

Best day

1.561%

31/03/2026
Worst day

-1.131%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $34.29 $34.29 $34.26 $34.26 4,000
02/06/2026 $34.33 $34.33 $34.30 $34.30 700
01/06/2026 $34.31 $34.31 $34.31 $34.31 100
29/05/2026 $34.27 $34.28 $34.27 $34.27 400
28/05/2026 $34.24 $34.24 $34.24 $34.24 0
27/05/2026 $34.14 $34.16 $34.14 $34.16 100
26/05/2026 $34.15 $34.19 $34.15 $34.15 700
22/05/2026 $34.08 $34.09 $34.05 $34.09 4,200
21/05/2026 $33.96 $34.03 $33.96 $34.03 1,200
20/05/2026 $34.01 $34.01 $33.94 $34.00 3,600