Summary
SGLC
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 26.18% Volatility 19.33% Sharpe 0.83
Official loaded data — not a live quote.

SGI U.S. LARGE CAP CORE ETF

Symbol: SGLC

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 30/03/2023

Latest date: 20/07/2026

Current price: $43.52

Expense ratio: 0.85%

Assets under management
$198.2M
-0.25% 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

0.35%

Ann. -29.90% (Sharpe / Sortino numerator)

Volatility

19.96%

Sharpe ratio

-1.680

VaR 95%

-2.18%

CVaR 95%: -2.26%
Max drawdown: -6.69%
Sortino ratio: -2.521
Calmar ratio: -4.47

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

6.29%

Ann. -9.92% (Sharpe / Sortino numerator)

Volatility

18.35%

Sharpe ratio

-0.738

VaR 95%

-2.19%

CVaR 95%: -2.46%
Max drawdown: -9.67%
Sortino ratio: -1.023
Calmar ratio: -1.03

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

13.07%

Ann. 3.18% (Sharpe / Sortino numerator)

Volatility

15.75%

Sharpe ratio

-0.029

VaR 95%

-1.94%

CVaR 95%: -2.30%
Max drawdown: -9.67%
Sortino ratio: -0.037
Calmar ratio: 0.33

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

26.18%

Ann. 19.63% (Sharpe / Sortino numerator)

Volatility

19.33%

Sharpe ratio

0.828

VaR 95%

-1.72%

CVaR 95%: -2.90%
Max drawdown: -9.67%
Sortino ratio: 1.003
Calmar ratio: 2.03

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

35.43%

Ann. 11.36% (Sharpe / Sortino numerator)

Volatility

17.74%

Sharpe ratio

0.435

VaR 95%

-1.81%

CVaR 95%: -2.67%
Max drawdown: -20.24%
Sortino ratio: 0.555
Calmar ratio: 0.56

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

70.06%

Ann. 18.02% (Sharpe / Sortino numerator)

Volatility

16.14%

Sharpe ratio

0.891

VaR 95%

-1.61%

CVaR 95%: -2.37%
Max drawdown: -20.24%
Sortino ratio: 1.180
Calmar ratio: 0.89

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

0.097%

Best day

2.871%

08/04/2026
Worst day

-2.778%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $43.63 $43.66 $43.43 $43.52 6,100
17/07/2026 $43.70 $43.77 $43.41 $43.41 21,600
16/07/2026 $44.12 $44.12 $43.74 $44.01 6,100
15/07/2026 $44.27 $44.37 $44.10 $44.37 10,800
14/07/2026 $43.80 $44.04 $43.80 $44.04 12,500
13/07/2026 $43.95 $43.95 $43.73 $43.73 12,000
10/07/2026 $44.01 $44.17 $44.01 $44.16 8,600
09/07/2026 $43.96 $43.98 $43.89 $43.95 4,700
08/07/2026 $43.40 $43.67 $43.40 $43.67 4,400
07/07/2026 $43.73 $43.82 $43.69 $43.69 17,700