Summary
PSQO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.70% Volatility 1.72% Sharpe 0.84
Official loaded data — not a live quote.

Palmer Square Credit Opportunities ETF

Symbol: PSQO

Exchange: NYSE

Sector: Healthcare

Category: Multisector Bond

Inception date: 11/09/2024

Latest date: 16/07/2026

Current price: $20.75

Expense ratio: 0.52%

Assets under management
$259.1M
0.27% 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

0.59%

Ann. -6.67% (Sharpe / Sortino numerator)

Volatility

3.26%

Sharpe ratio

-3.160

VaR 95%

-0.25%

CVaR 95%: -0.50%
Max drawdown: -0.44%
Sortino ratio: -3.267
Calmar ratio: -15.33

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

1.58%

Ann. -1.08% (Sharpe / Sortino numerator)

Volatility

2.23%

Sharpe ratio

-2.108

VaR 95%

-0.15%

CVaR 95%: -0.33%
Max drawdown: -1.35%
Sortino ratio: -2.079
Calmar ratio: -0.80

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

2.24%

Ann. 2.21% (Sharpe / Sortino numerator)

Volatility

1.93%

Sharpe ratio

-0.737

VaR 95%

-0.15%

CVaR 95%: -0.27%
Max drawdown: -1.35%
Sortino ratio: -0.796
Calmar ratio: 1.64

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

5.70%

Ann. 5.08% (Sharpe / Sortino numerator)

Volatility

1.72%

Sharpe ratio

0.840

VaR 95%

-0.14%

CVaR 95%: -0.25%
Max drawdown: -1.35%
Sortino ratio: 0.931
Calmar ratio: 3.76

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

11.87%

Ann. 6.01% (Sharpe / Sortino numerator)

Volatility

2.10%

Sharpe ratio

1.153

VaR 95%

-0.18%

CVaR 95%: -0.30%
Max drawdown: -1.35%
Sortino ratio: 1.469
Calmar ratio: 4.46

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.022%

Best day

0.437%

14/04/2026
Worst day

-0.262%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $20.70 $20.76 $20.66 $20.75 82,800
15/07/2026 $20.65 $20.77 $20.65 $20.71 250,100
14/07/2026 $20.65 $20.74 $20.65 $20.74 22,000
13/07/2026 $20.63 $20.70 $20.63 $20.69 20,700
10/07/2026 $20.63 $20.70 $20.63 $20.69 46,500
09/07/2026 $20.64 $20.70 $20.63 $20.70 24,800
08/07/2026 $20.69 $20.70 $20.64 $20.68 47,400
07/07/2026 $20.68 $20.70 $20.64 $20.69 112,400
06/07/2026 $20.70 $20.70 $20.63 $20.68 38,000
02/07/2026 $20.64 $20.69 $20.62 $20.64 28,200