Summary
QQQG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 42.59% Volatility 25.10% Sharpe 0.51
Official loaded data — not a live quote.

PACER NASDAQ 100 TOP 50 CASH COWS GROWTH LEADERS ETF

Symbol: QQQG

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 19/08/2024

Latest date: 03/06/2026

Current price: $32.03

Expense ratio: 0.49%

Assets under management
$11.3M
0.91% 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

17.75%

Ann. -20.88% (Sharpe / Sortino numerator)

Volatility

27.31%

Sharpe ratio

-0.898

VaR 95%

-2.35%

CVaR 95%: -2.69%
Max drawdown: -7.56%
Sortino ratio: -1.715
Calmar ratio: -2.76

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

39.35%

Ann. -19.58% (Sharpe / Sortino numerator)

Volatility

25.46%

Sharpe ratio

-0.911

VaR 95%

-2.96%

CVaR 95%: -3.12%
Max drawdown: -13.79%
Sortino ratio: -1.430
Calmar ratio: -1.42

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

30.01%

Ann. -11.05% (Sharpe / Sortino numerator)

Volatility

22.45%

Sharpe ratio

-0.654

VaR 95%

-2.80%

CVaR 95%: -3.08%
Max drawdown: -13.79%
Sortino ratio: -0.929
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

42.59%

Ann. 16.43% (Sharpe / Sortino numerator)

Volatility

25.10%

Sharpe ratio

0.510

VaR 95%

-2.40%

CVaR 95%: -3.56%
Max drawdown: -13.79%
Sortino ratio: 0.698
Calmar ratio: 1.19

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

54.11%

Ann. 20.10% (Sharpe / Sortino numerator)

Volatility

23.81%

Sharpe ratio

0.693

VaR 95%

-2.41%

CVaR 95%: -3.47%
Max drawdown: -23.61%
Sortino ratio: 0.934
Calmar ratio: 0.85

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

0.149%

Best day

3.983%

31/03/2026
Worst day

-3.327%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.74 $32.07 $31.56 $32.03 74,900
02/06/2026 $31.62 $31.77 $31.38 $31.75 27,300
01/06/2026 $30.97 $31.62 $30.97 $31.49 17,000
29/05/2026 $30.90 $30.96 $30.75 $30.95 11,100
28/05/2026 $30.40 $30.85 $30.20 $30.70 16,500
27/05/2026 $30.50 $30.50 $30.21 $30.33 11,600
26/05/2026 $30.32 $30.76 $30.27 $30.59 12,400
22/05/2026 $29.62 $29.98 $29.62 $29.88 4,800
21/05/2026 $29.04 $29.49 $29.03 $29.49 5,300
20/05/2026 $28.75 $29.14 $28.75 $29.14 9,200