Summary
PSMJ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.37% 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: 20/07/2026

Current price: $33.73

Expense ratio: 0.49%

Assets under management
$91.3M
-0.28% 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

-0.16%

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

2.03%

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

4.96%

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

10.37%

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

24.22%

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

41.23%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.04%

Best day

1.567%

31/03/2026
Worst day

-1.09%

20/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.82 $33.82 $33.73 $33.73 5,800
17/07/2026 $33.81 $33.85 $33.76 $33.76 31,500
16/07/2026 $34.03 $34.03 $33.91 $33.91 800
15/07/2026 $33.94 $34.01 $33.94 $34.01 2,400
14/07/2026 $33.93 $33.95 $33.93 $33.95 2,400
13/07/2026 $33.90 $33.90 $33.85 $33.85 500
10/07/2026 $33.91 $33.98 $33.91 $33.98 300
09/07/2026 $33.88 $33.91 $33.83 $33.91 4,400
08/07/2026 $33.78 $33.78 $33.78 $33.78 100
07/07/2026 $33.99 $33.99 $33.82 $33.82 1,700