Summary
QQQG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 29.87% 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: 20/07/2026

Current price: $29.94

Expense ratio: 0.49%

Assets under management
$21.8M
-1.11% 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

-9.54%

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

16.25%

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

24.16%

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

29.87%

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

44.09%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.116%

Best day

4.496%

11/06/2026
Worst day

-5.704%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.28 $30.48 $29.94 $29.94 5,100
17/07/2026 $29.61 $30.35 $29.45 $29.98 6,900
16/07/2026 $30.47 $30.76 $30.22 $30.31 33,500
15/07/2026 $31.93 $31.93 $30.55 $31.06 17,800
14/07/2026 $31.72 $31.77 $31.52 $31.62 24,500
13/07/2026 $31.05 $31.48 $31.05 $31.15 9,000
10/07/2026 $31.64 $32.00 $31.64 $31.95 20,800
09/07/2026 $31.80 $32.12 $31.74 $31.85 5,500
08/07/2026 $30.60 $31.05 $30.49 $31.05 7,500
07/07/2026 $30.87 $30.90 $30.34 $30.73 10,200