Summary
SWP
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.02% Volatility 16.23% Sharpe 0.62
Official loaded data — not a live quote.

SWP GROWTH & INCOME ETF

Symbol: SWP

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 24/09/2024

Latest date: 20/07/2026

Current price: $27.84

Expense ratio: 0.99%

Assets under management
$147.4M
-0.46% 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

-0.09%

Ann. -56.07% (Sharpe / Sortino numerator)

Volatility

22.34%

Sharpe ratio

-2.673

VaR 95%

-1.76%

CVaR 95%: -2.76%
Max drawdown: -7.86%
Sortino ratio: -3.879
Calmar ratio: -7.14

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

-0.79%

Ann. -16.96% (Sharpe / Sortino numerator)

Volatility

17.10%

Sharpe ratio

-1.204

VaR 95%

-1.70%

CVaR 95%: -2.40%
Max drawdown: -12.13%
Sortino ratio: -1.516
Calmar ratio: -1.40

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

3.36%

Ann. -1.60% (Sharpe / Sortino numerator)

Volatility

14.75%

Sharpe ratio

-0.355

VaR 95%

-1.55%

CVaR 95%: -2.18%
Max drawdown: -12.13%
Sortino ratio: -0.448
Calmar ratio: -0.13

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

14.02%

Ann. 13.61% (Sharpe / Sortino numerator)

Volatility

16.23%

Sharpe ratio

0.615

VaR 95%

-1.51%

CVaR 95%: -2.57%
Max drawdown: -12.13%
Sortino ratio: 0.704
Calmar ratio: 1.12

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

24.15%

Ann. 13.45% (Sharpe / Sortino numerator)

Volatility

15.22%

Sharpe ratio

0.648

VaR 95%

-1.43%

CVaR 95%: -2.28%
Max drawdown: -16.41%
Sortino ratio: 0.791
Calmar ratio: 0.82

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

0.055%

Best day

3.389%

31/03/2026
Worst day

-2.351%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $27.97 $27.97 $27.80 $27.84 6,600
17/07/2026 $28.10 $28.10 $27.88 $27.95 12,200
16/07/2026 $28.16 $28.23 $28.09 $28.18 23,000
15/07/2026 $28.08 $28.15 $28.05 $28.07 5,300
14/07/2026 $27.89 $27.93 $27.85 $27.88 5,900
13/07/2026 $28.47 $28.47 $28.17 $28.18 13,100
10/07/2026 $28.28 $28.40 $28.24 $28.36 6,500
09/07/2026 $28.01 $28.27 $27.95 $28.27 1,500
08/07/2026 $28.20 $28.20 $28.09 $28.14 6,100
07/07/2026 $28.44 $28.44 $28.37 $28.39 3,100