Summary
SLNZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.37% Volatility 4.82% Sharpe -0.36
Official loaded data — not a live quote.

TCW Senior Loan ETF

Symbol: SLNZ

Exchange: NYSE

Sector: Healthcare

Category: Bank Loan

Inception date: 28/06/2013

Latest date: 16/07/2026

Current price: $45.74

Expense ratio: 0.65%

Assets under management
$222.3M
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

0.74%

Ann. -2.58% (Sharpe / Sortino numerator)

Volatility

6.58%

Sharpe ratio

-0.944

VaR 95%

-0.75%

CVaR 95%: -0.80%
Max drawdown: -1.01%
Sortino ratio: -1.602
Calmar ratio: -2.56

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

2.26%

Ann. -7.80% (Sharpe / Sortino numerator)

Volatility

6.63%

Sharpe ratio

-1.724

VaR 95%

-0.82%

CVaR 95%: -0.95%
Max drawdown: -3.43%
Sortino ratio: -2.434
Calmar ratio: -2.27

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

2.22%

Ann. -0.96% (Sharpe / Sortino numerator)

Volatility

5.61%

Sharpe ratio

-0.817

VaR 95%

-0.75%

CVaR 95%: -0.93%
Max drawdown: -3.81%
Sortino ratio: -0.982
Calmar ratio: -0.25

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

4.37%

Ann. 1.90% (Sharpe / Sortino numerator)

Volatility

4.82%

Sharpe ratio

-0.360

VaR 95%

-0.50%

CVaR 95%: -0.81%
Max drawdown: -3.81%
Sortino ratio: -0.422
Calmar ratio: 0.50

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

8.49%

Ann. 4.92% (Sharpe / Sortino numerator)

Volatility

4.32%

Sharpe ratio

0.312

VaR 95%

-0.41%

CVaR 95%: -0.71%
Max drawdown: -3.81%
Sortino ratio: 0.355
Calmar ratio: 1.29

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.

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

0.017%

Best day

0.909%

02/02/2026
Worst day

-1.136%

30/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $45.74 $45.74 $45.74 $45.74 100
15/07/2026 $45.72 $45.72 $45.72 $45.72 200
14/07/2026 $45.58 $45.74 $45.58 $45.74 300
13/07/2026 $45.82 $45.82 $45.66 $45.66 200
10/07/2026 $45.62 $45.62 $45.62 $45.62 100
09/07/2026 $45.60 $45.60 $45.60 $45.60 200
08/07/2026 $45.56 $45.72 $45.56 $45.58 2,100
07/07/2026 $45.66 $45.66 $45.54 $45.62 2,600
06/07/2026 $45.68 $45.68 $45.53 $45.53 1,500
02/07/2026 $45.52 $45.52 $45.52 $45.52 300