Summary
PSMJ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 16.01% Volatility 10.16% Sharpe 1.05
Official loaded data — not a live quote.

PACER SWAN SOS MODERATE (JULY) ETF

Symbol: PSMJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/06/2021

Latest date: 03/06/2026

Current price: $33.66

Expense ratio: 0.49%

Assets under management
$88.1M
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

1.28%

Ann. -14.39% (Sharpe / Sortino numerator)

Volatility

9.81%

Sharpe ratio

-1.836

VaR 95%

-0.80%

CVaR 95%: -0.95%
Max drawdown: -3.44%
Sortino ratio: -3.603
Calmar ratio: -4.18

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

4.06%

Ann. -2.52% (Sharpe / Sortino numerator)

Volatility

6.88%

Sharpe ratio

-0.895

VaR 95%

-0.79%

CVaR 95%: -0.87%
Max drawdown: -3.69%
Sortino ratio: -1.322
Calmar ratio: -0.68

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

5.30%

Ann. 2.69% (Sharpe / Sortino numerator)

Volatility

5.88%

Sharpe ratio

-0.159

VaR 95%

-0.64%

CVaR 95%: -0.81%
Max drawdown: -3.69%
Sortino ratio: -0.227
Calmar ratio: 0.73

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

16.01%

Ann. 14.26% (Sharpe / Sortino numerator)

Volatility

10.16%

Sharpe ratio

1.046

VaR 95%

-0.80%

CVaR 95%: -1.41%
Max drawdown: -4.49%
Sortino ratio: 1.274
Calmar ratio: 3.18

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

26.23%

Ann. 10.66% (Sharpe / Sortino numerator)

Volatility

8.89%

Sharpe ratio

0.791

VaR 95%

-0.80%

CVaR 95%: -1.29%
Max drawdown: -10.87%
Sortino ratio: 0.964
Calmar ratio: 0.98

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

49.42%

Ann. 13.60% (Sharpe / Sortino numerator)

Volatility

8.48%

Sharpe ratio

1.175

VaR 95%

-0.80%

CVaR 95%: -1.18%
Max drawdown: -10.87%
Sortino ratio: 1.528
Calmar ratio: 1.25

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

0.06%

Best day

1.567%

31/03/2026
Worst day

-1.09%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $33.66 $33.66 $33.66 $33.66 0
02/06/2026 $33.67 $33.67 $33.67 $33.67 100
01/06/2026 $33.66 $33.66 $33.66 $33.66 100
29/05/2026 $33.65 $33.65 $33.65 $33.65 100
28/05/2026 $33.63 $33.63 $33.63 $33.63 2,400
27/05/2026 $33.61 $33.61 $33.61 $33.61 0
26/05/2026 $33.60 $33.60 $33.60 $33.60 0
22/05/2026 $33.56 $33.56 $33.56 $33.56 0
21/05/2026 $33.52 $33.53 $33.52 $33.53 100
20/05/2026 $33.52 $33.52 $33.52 $33.52 100