Summary
SFLO
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 37.34% Volatility 23.95% Sharpe 0.80
Official loaded data — not a live quote.

VICTORYSHARES SMALL CAP FREE CASH FLOW ETF

Symbol: SFLO

Exchange: NASDAQ

Sector: Technology

Category: Small Value

Inception date: 20/12/2023

Latest date: 20/07/2026

Current price: $36.49

Expense ratio: 0.49%

Assets under management
$606.4M
0.06% 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

11.20%

Ann. -3.46% (Sharpe / Sortino numerator)

Volatility

15.99%

Sharpe ratio

-0.443

VaR 95%

-1.50%

CVaR 95%: -1.66%
Max drawdown: -4.11%
Sortino ratio: -0.849
Calmar ratio: -0.84

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

12.69%

Ann. 13.41% (Sharpe / Sortino numerator)

Volatility

17.20%

Sharpe ratio

0.569

VaR 95%

-1.75%

CVaR 95%: -2.05%
Max drawdown: -4.11%
Sortino ratio: 0.945
Calmar ratio: 3.26

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

23.92%

Ann. 9.02% (Sharpe / Sortino numerator)

Volatility

17.01%

Sharpe ratio

0.317

VaR 95%

-1.74%

CVaR 95%: -2.25%
Max drawdown: -6.66%
Sortino ratio: 0.481
Calmar ratio: 1.35

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

37.34%

Ann. 22.73% (Sharpe / Sortino numerator)

Volatility

23.95%

Sharpe ratio

0.798

VaR 95%

-1.82%

CVaR 95%: -3.45%
Max drawdown: -9.60%
Sortino ratio: 1.039
Calmar ratio: 2.37

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

36.53%

Ann. 7.71% (Sharpe / Sortino numerator)

Volatility

21.37%

Sharpe ratio

0.191

VaR 95%

-1.78%

CVaR 95%: -3.10%
Max drawdown: -26.63%
Sortino ratio: 0.260
Calmar ratio: 0.29

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

47.97%

Ann. 12.03% (Sharpe / Sortino numerator)

Volatility

20.52%

Sharpe ratio

0.413

VaR 95%

-1.77%

CVaR 95%: -2.94%
Max drawdown: -26.63%
Sortino ratio: 0.566
Calmar ratio: 0.45

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

0.133%

Best day

4.008%

22/08/2025
Worst day

-3.617%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $36.47 $36.78 $36.27 $36.49 52,900
17/07/2026 $36.58 $36.92 $36.28 $36.50 58,000
16/07/2026 $36.53 $37.00 $36.53 $36.78 186,700
15/07/2026 $36.28 $36.73 $36.28 $36.40 136,600
14/07/2026 $36.25 $36.25 $35.77 $36.03 47,700
13/07/2026 $35.94 $36.40 $35.91 $36.24 127,700
10/07/2026 $35.93 $35.95 $35.53 $35.71 47,400
09/07/2026 $35.23 $35.62 $34.87 $35.62 33,200
08/07/2026 $35.54 $35.56 $35.21 $35.41 67,700
07/07/2026 $35.87 $35.95 $35.62 $35.72 48,200