Summary
PZLV
Prices · period metrics · 1M
NAV as of 31/08/2026
01/04/2026 → 01/05/2026
Return 1.45% Volatility 15.52% Sharpe 7.53
Official loaded data — not a live quote.

Pzena U.S. Large Cap Value

Symbol: PZLV

Exchange: NYSE

Sector: N/A

Category: N/A

Inception date: N/A

Latest date: 31/08/2026

Current price: $31.39

Expense ratio: N/A

Assets under management
N/A
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

1.45%

Ann. 120.53% (Sharpe / Sortino numerator)

Volatility

15.52%

Sharpe ratio

7.532

VaR 95%

-0.89%

CVaR 95%: -0.95%
Max drawdown: -1.59%
Sortino ratio: 22.068
Calmar ratio: 75.77

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

12.35%

Ann. 92.54% (Sharpe / Sortino numerator)

Volatility

14.02%

Sharpe ratio

6.342

VaR 95%

-0.93%

CVaR 95%: -1.08%
Max drawdown: -2.30%
Sortino ratio: 16.787
Calmar ratio: 40.22

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

25.06%

Ann. 76.12% (Sharpe / Sortino numerator)

Volatility

14.57%

Sharpe ratio

4.972

VaR 95%

-1.31%

CVaR 95%: -1.66%
Max drawdown: -2.80%
Sortino ratio: 9.268
Calmar ratio: 27.16

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 1M

Daily simple returns from the same adjusted closes used by the performance chart: 03/08/2026 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

Best day

1.189%

13/08/2026
Worst day

-1.458%

17/08/2026
Days with data

20

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $31.39 $31.39 $31.39 $31.39 100
28/08/2026 $31.40 $31.40 $31.40 $31.40 400
27/08/2026 $31.40 $31.40 $31.40 $31.40 300
26/08/2026 $31.42 $31.42 $31.42 $31.42 100
25/08/2026 $31.34 $31.34 $31.32 $31.32 1,400
24/08/2026 $31.35 $31.35 $31.35 $31.35 100
21/08/2026 $31.27 $31.49 $31.27 $31.37 6,600
20/08/2026 $31.29 $31.29 $31.07 $31.07 1,700
19/08/2026 $31.63 $31.63 $31.28 $31.28 9,000
18/08/2026 $31.14 $31.14 $31.14 $31.14 100