Summary
SAWG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.15% Volatility 17.48% Sharpe 0.41
Official loaded data — not a live quote.

AAM SAWGRASS U.S. LARGE CAP QUALITY GROWTH ETF

Symbol: SAWG

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 30/07/2024

Latest date: 20/07/2026

Current price: $23.95

Expense ratio: 0.49%

Assets under management
$2.9M
-0.47% 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

0.66%

Ann. -41.37% (Sharpe / Sortino numerator)

Volatility

17.93%

Sharpe ratio

-2.509

VaR 95%

-1.76%

CVaR 95%: -1.86%
Max drawdown: -8.35%
Sortino ratio: -4.878
Calmar ratio: -4.95

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

5.77%

Ann. -20.50% (Sharpe / Sortino numerator)

Volatility

15.13%

Sharpe ratio

-1.595

VaR 95%

-1.77%

CVaR 95%: -1.90%
Max drawdown: -11.33%
Sortino ratio: -2.650
Calmar ratio: -1.81

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

9.38%

Ann. -8.59% (Sharpe / Sortino numerator)

Volatility

13.85%

Sharpe ratio

-0.883

VaR 95%

-1.61%

CVaR 95%: -1.91%
Max drawdown: -11.33%
Sortino ratio: -1.305
Calmar ratio: -0.76

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

16.15%

Ann. 10.88% (Sharpe / Sortino numerator)

Volatility

17.48%

Sharpe ratio

0.415

VaR 95%

-1.60%

CVaR 95%: -2.46%
Max drawdown: -11.33%
Sortino ratio: 0.562
Calmar ratio: 0.96

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

26.82%

Ann. 13.46% (Sharpe / Sortino numerator)

Volatility

16.54%

Sharpe ratio

0.597

VaR 95%

-1.61%

CVaR 95%: -2.33%
Max drawdown: -18.68%
Sortino ratio: 0.817
Calmar ratio: 0.72

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

0.063%

Best day

2.578%

31/03/2026
Worst day

-2.492%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $24.06 $24.13 $23.95 $23.95 1,400
17/07/2026 $24.00 $24.03 $23.99 $24.03 3,500
16/07/2026 $24.23 $24.33 $24.20 $24.24 10,300
15/07/2026 $24.33 $24.36 $24.24 $24.33 2,100
14/07/2026 $24.37 $24.37 $24.32 $24.32 100
13/07/2026 $24.29 $24.29 $24.25 $24.25 200
10/07/2026 $24.37 $24.45 $24.30 $24.45 2,200
09/07/2026 $24.37 $24.37 $24.37 $24.37 100
08/07/2026 $24.09 $24.09 $24.09 $24.09 100
07/07/2026 $24.05 $24.05 $24.05 $24.05 100