Summary
PSMO
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.85% 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: 03/06/2026

Current price: $32.44

Expense ratio: 0.49%

Assets under management
$98.6M
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

2.03%

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

5.39%

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

6.07%

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

14.85%

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

22.46%

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

43.33%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.056%

Best day

1.671%

31/03/2026
Worst day

-1.103%

20/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $32.44 $32.44 $32.44 $32.44 0
02/06/2026 $32.48 $32.48 $32.48 $32.48 0
01/06/2026 $32.47 $32.47 $32.47 $32.47 0
29/05/2026 $32.45 $32.45 $32.45 $32.45 100
28/05/2026 $32.41 $32.41 $32.41 $32.41 0
27/05/2026 $32.35 $32.35 $32.35 $32.35 100
26/05/2026 $32.34 $32.34 $32.34 $32.34 200
22/05/2026 $32.30 $32.30 $32.28 $32.28 100
21/05/2026 $32.23 $32.23 $32.23 $32.23 100
20/05/2026 $32.20 $32.20 $32.20 $32.20 0