Summary
SAGP
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 13.04% Volatility 16.02% Sharpe 0.92
Official loaded data — not a live quote.

STRATEGAS GLOBAL POLICY OPPORTUNITIES ETF

Symbol: SAGP

Exchange: NYSE

Sector: Healthcare

Category: Global Small/Mid Stock

Inception date: 25/01/2022

Latest date: 16/07/2026

Current price: $35.95

Expense ratio: 0.65%

Assets under management
$76.6M
0.13% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

2.83%

Ann. -47.70% (Sharpe / Sortino numerator)

Volatility

18.23%

Sharpe ratio

-2.815

VaR 95%

-1.91%

CVaR 95%: -1.96%
Max drawdown: -7.64%
Sortino ratio: -5.578
Calmar ratio: -6.25

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

0.56%

Ann. 8.14% (Sharpe / Sortino numerator)

Volatility

15.54%

Sharpe ratio

0.290

VaR 95%

-1.53%

CVaR 95%: -1.77%
Max drawdown: -8.91%
Sortino ratio: 0.528
Calmar ratio: 0.91

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

-0.04%

Ann. 5.31% (Sharpe / Sortino numerator)

Volatility

14.15%

Sharpe ratio

0.119

VaR 95%

-1.39%

CVaR 95%: -1.78%
Max drawdown: -8.91%
Sortino ratio: 0.192
Calmar ratio: 0.60

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

13.04%

Ann. 18.31% (Sharpe / Sortino numerator)

Volatility

16.02%

Sharpe ratio

0.917

VaR 95%

-1.35%

CVaR 95%: -2.03%
Max drawdown: -8.91%
Sortino ratio: 1.280
Calmar ratio: 2.06

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

33.26%

Ann. 16.17% (Sharpe / Sortino numerator)

Volatility

14.03%

Sharpe ratio

0.894

VaR 95%

-1.30%

CVaR 95%: -1.82%
Max drawdown: -11.47%
Sortino ratio: 1.297
Calmar ratio: 1.41

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

50.69%

Ann. 14.96% (Sharpe / Sortino numerator)

Volatility

13.10%

Sharpe ratio

0.865

VaR 95%

-1.26%

CVaR 95%: -1.69%
Max drawdown: -12.52%
Sortino ratio: 1.289
Calmar ratio: 1.20

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

0.052%

Best day

2.296%

05/01/2026
Worst day

-2.432%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $35.90 $36.00 $35.90 $35.95 1,600
15/07/2026 $35.72 $35.94 $35.71 $35.83 9,700
14/07/2026 $35.96 $35.97 $35.74 $35.77 2,400
13/07/2026 $36.04 $36.04 $35.92 $35.92 2,400
10/07/2026 $36.03 $36.03 $35.96 $36.02 1,000
09/07/2026 $35.92 $35.97 $35.87 $35.95 1,300
08/07/2026 $35.92 $35.93 $35.74 $35.91 3,200
07/07/2026 $36.35 $36.44 $36.24 $36.33 1,700
06/07/2026 $36.27 $36.44 $36.27 $36.40 3,300
02/07/2026 $36.09 $36.32 $36.09 $36.18 1,800