ROYCE QUANT SMALL-CAP QUALITY VALUE ETF

Symbol: SQLV

Exchange: NASDAQ

Sector: Healthcare

Category: Small Value

Inception Date: 12/07/2017

Latest Date: 02/04/2026

Current Price: $44.50

Expense Ratio: 0.60%

Assets Under Management
$25.1M
0.00% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-2.78%

Volatility

17.62%

Sharpe Ratio

-1.714

VaR 95%

-1.80%

CVaR 95%: -1.84%
Max Drawdown: -6.44%
Sortino Ratio: -2.791
Calmar Ratio: -4.13
Return

3.39%

Volatility

17.97%

Sharpe Ratio

0.607

VaR 95%

-1.81%

CVaR 95%: -1.95%
Max Drawdown: -7.94%
Sortino Ratio: 1.061
Calmar Ratio: 1.83
Return

4.79%

Volatility

17.59%

Sharpe Ratio

0.356

VaR 95%

-1.66%

CVaR 95%: -2.15%
Max Drawdown: -7.94%
Sortino Ratio: 0.587
Calmar Ratio: 1.25
Return

17.17%

Volatility

22.07%

Sharpe Ratio

0.617

VaR 95%

-1.89%

CVaR 95%: -3.01%
Max Drawdown: -8.84%
Sortino Ratio: 0.887
Calmar Ratio: 1.95
Return

12.12%

Volatility

20.80%

Sharpe Ratio

0.110

VaR 95%

-1.86%

CVaR 95%: -2.79%
Max Drawdown: -26.86%
Sortino Ratio: 0.166
Calmar Ratio: 0.22
Return

29.94%

Volatility

20.10%

Sharpe Ratio

0.275

VaR 95%

-1.82%

CVaR 95%: -2.64%
Max Drawdown: -26.86%
Sortino Ratio: 0.435
Calmar Ratio: 0.34

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.073%

Best Day

7.432%

09/04/2025
Worst Day

-6.968%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $44.50 $44.50 $44.50 $44.50 300
01/04/2026 $44.29 $44.35 $44.29 $44.35 200
31/03/2026 $44.03 $44.07 $43.71 $44.07 700
30/03/2026 $43.86 $43.86 $43.43 $43.46 2,500
27/03/2026 $43.74 $43.74 $43.48 $43.48 500
26/03/2026 $44.26 $44.28 $44.25 $44.28 600
25/03/2026 $44.14 $44.51 $44.14 $44.51 700
24/03/2026 $44.09 $44.09 $44.09 $44.09 100
23/03/2026 $43.90 $43.90 $43.90 $43.90 400
20/03/2026 $42.89 $42.89 $42.89 $42.89 300