Summary
QSIX
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 19.46% Volatility 20.35% Sharpe 0.80
Official loaded data — not a live quote.

PACER METARUS NASDAQ 100 DIVIDEND MULTIPLIER 600 ETF

Symbol: QSIX

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 23/09/2024

Latest date: 15/10/2026

Current price: $42.62

Expense ratio: 0.60%

Assets under management
$21.6M
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

3.20%

Ann. -36.44% (Sharpe / Sortino numerator)

Volatility

20.34%

Sharpe ratio

-1.970

VaR 95%

-1.76%

CVaR 95%: -1.97%
Max drawdown: -7.83%
Sortino ratio: -3.958
Calmar ratio: -4.66

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

1.20%

Ann. -18.25% (Sharpe / Sortino numerator)

Volatility

17.21%

Sharpe ratio

-1.271

VaR 95%

-1.77%

CVaR 95%: -2.01%
Max drawdown: -11.35%
Sortino ratio: -2.187
Calmar ratio: -1.61

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

13.27%

Ann. -7.02% (Sharpe / Sortino numerator)

Volatility

16.88%

Sharpe ratio

-0.631

VaR 95%

-1.86%

CVaR 95%: -2.22%
Max drawdown: -11.49%
Sortino ratio: -0.932
Calmar ratio: -0.61

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

19.46%

Ann. 19.82% (Sharpe / Sortino numerator)

Volatility

20.35%

Sharpe ratio

0.796

VaR 95%

-1.78%

CVaR 95%: -2.78%
Max drawdown: -11.49%
Sortino ratio: 1.084
Calmar ratio: 1.73

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

42.78%

Ann. 22.22% (Sharpe / Sortino numerator)

Volatility

19.56%

Sharpe ratio

0.952

VaR 95%

-1.87%

CVaR 95%: -2.73%
Max drawdown: -20.72%
Sortino ratio: 1.303
Calmar ratio: 1.07

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

3.188%

04/08/2026
Worst day

-4.362%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $42.62 $42.62 $42.62 $42.62 100
14/10/2026 $42.72 $42.73 $42.58 $42.60 700
13/10/2026 $43.34 $43.44 $43.34 $43.44 300
12/10/2026 $43.88 $43.88 $43.57 $43.57 1,300
09/10/2026 $44.05 $44.05 $43.77 $43.86 1,000
08/10/2026 $44.15 $44.15 $43.61 $43.66 1,000
07/10/2026 $44.23 $44.23 $44.23 $44.23 200
06/10/2026 $44.30 $44.31 $44.30 $44.31 200
05/10/2026 $44.05 $44.09 $44.04 $44.09 1,100
02/10/2026 $44.01 $44.01 $43.75 $43.75 400