Summary
TCAL
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 3.98% Volatility 9.30% Sharpe -0.43
Official loaded data — not a live quote.

T. ROWE PRICE CAPITAL APPRECIATION PREMIUM INCOME ETF

Symbol: TCAL

Exchange: NYSE

Sector: Healthcare

Category: Derivative Income

Inception date: 26/03/2025

Latest date: 16/07/2026

Current price: $22.87

Expense ratio: 0.34%

Assets under management
$275.7M
0.84% 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

3.54%

Ann. -1.43% (Sharpe / Sortino numerator)

Volatility

7.90%

Sharpe ratio

-0.641

VaR 95%

-0.62%

CVaR 95%: -0.96%
Max drawdown: -2.36%
Sortino ratio: -0.909
Calmar ratio: -0.61

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

3.06%

Ann. -17.38% (Sharpe / Sortino numerator)

Volatility

9.69%

Sharpe ratio

-2.167

VaR 95%

-1.15%

CVaR 95%: -1.35%
Max drawdown: -7.00%
Sortino ratio: -3.109
Calmar ratio: -2.48

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

1.08%

Ann. -6.26% (Sharpe / Sortino numerator)

Volatility

10.03%

Sharpe ratio

-0.986

VaR 95%

-1.15%

CVaR 95%: -1.35%
Max drawdown: -7.00%
Sortino ratio: -1.500
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.

Period total return

3.98%

Ann. -0.35% (Sharpe / Sortino numerator)

Volatility

9.30%

Sharpe ratio

-0.428

VaR 95%

-1.10%

CVaR 95%: -1.27%
Max drawdown: -7.00%
Sortino ratio: -0.663
Calmar ratio: -0.05

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

1.855%

06/01/2026
Worst day

-1.682%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $22.68 $22.88 $22.68 $22.87 74,100
15/07/2026 $22.59 $22.74 $22.59 $22.61 81,100
14/07/2026 $22.72 $22.75 $22.65 $22.65 76,000
13/07/2026 $23.00 $23.00 $22.79 $22.80 32,600
10/07/2026 $22.70 $22.81 $22.66 $22.78 77,900
09/07/2026 $22.65 $22.72 $22.56 $22.65 67,800
08/07/2026 $22.83 $22.83 $22.59 $22.65 73,600
07/07/2026 $22.78 $22.83 $22.69 $22.72 38,500
06/07/2026 $22.73 $22.73 $22.57 $22.69 51,000
02/07/2026 $22.56 $22.69 $22.52 $22.66 124,000