Summary
PSMO
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.65% Volatility 9.75% Sharpe 0.77
Official loaded data — not a live quote.

PACER SWAN SOS MODERATE (OCTOBER) ETF

Symbol: PSMO

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2021

Latest date: 20/07/2026

Current price: $32.60

Expense ratio: 0.49%

Assets under management
$99.2M
-0.13% 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

0.49%

Ann. -18.42% (Sharpe / Sortino numerator)

Volatility

10.19%

Sharpe ratio

-2.163

VaR 95%

-0.90%

CVaR 95%: -0.94%
Max drawdown: -4.02%
Sortino ratio: -4.503
Calmar ratio: -4.59

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

3.28%

Ann. -5.57% (Sharpe / Sortino numerator)

Volatility

7.65%

Sharpe ratio

-1.203

VaR 95%

-0.83%

CVaR 95%: -0.95%
Max drawdown: -4.48%
Sortino ratio: -1.836
Calmar ratio: -1.24

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

6.32%

Ann. 0.89% (Sharpe / Sortino numerator)

Volatility

6.87%

Sharpe ratio

-0.399

VaR 95%

-0.79%

CVaR 95%: -0.93%
Max drawdown: -4.48%
Sortino ratio: -0.600
Calmar ratio: 0.20

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

11.65%

Ann. 11.10% (Sharpe / Sortino numerator)

Volatility

9.75%

Sharpe ratio

0.766

VaR 95%

-0.79%

CVaR 95%: -1.40%
Max drawdown: -4.48%
Sortino ratio: 0.918
Calmar ratio: 2.47

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

21.74%

Ann. 7.92% (Sharpe / Sortino numerator)

Volatility

8.07%

Sharpe ratio

0.531

VaR 95%

-0.77%

CVaR 95%: -1.20%
Max drawdown: -9.77%
Sortino ratio: 0.625
Calmar ratio: 0.81

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

39.14%

Ann. 11.24% (Sharpe / Sortino numerator)

Volatility

7.40%

Sharpe ratio

1.028

VaR 95%

-0.71%

CVaR 95%: -1.09%
Max drawdown: -9.77%
Sortino ratio: 1.246
Calmar ratio: 1.15

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

0.045%

Best day

1.709%

29/06/2026
Worst day

-1.178%

26/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $32.65 $32.65 $32.60 $32.60 3,300
17/07/2026 $32.62 $32.62 $32.62 $32.62 100
16/07/2026 $32.71 $32.71 $32.71 $32.71 100
15/07/2026 $32.58 $32.75 $32.58 $32.75 700
14/07/2026 $32.70 $32.70 $32.70 $32.70 100
13/07/2026 $32.65 $32.65 $32.65 $32.65 100
10/07/2026 $32.68 $32.73 $32.68 $32.73 2,200
09/07/2026 $32.69 $32.69 $32.69 $32.69 100
08/07/2026 $32.53 $32.57 $32.53 $32.57 800
07/07/2026 $32.61 $32.61 $32.61 $32.61 200