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Anfield U.S. Equity Sector Rotation ETF (AESR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerRegents Park Funds
Inception DateDec 17, 2019
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

AESR has a high expense ratio of 1.46%, indicating higher-than-average management fees.


Expense ratio chart for AESR: current value at 1.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.46%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Anfield U.S. Equity Sector Rotation ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Anfield U.S. Equity Sector Rotation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%45.00%50.00%55.00%60.00%65.00%70.00%75.00%December2024FebruaryMarchAprilMay
71.84%
66.12%
AESR (Anfield U.S. Equity Sector Rotation ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Anfield U.S. Equity Sector Rotation ETF had a return of 14.05% year-to-date (YTD) and 30.19% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date14.05%11.18%
1 month6.26%5.60%
6 months21.58%17.48%
1 year30.19%26.33%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.99%

Monthly Returns

The table below presents the monthly returns of AESR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.68%6.56%3.04%-4.80%14.05%
20233.41%-2.70%4.34%1.42%-0.57%5.58%2.75%-1.30%-5.68%-3.61%10.87%5.95%21.03%
2022-6.39%-1.54%4.31%-9.45%0.66%-9.47%8.03%-3.17%-8.99%9.29%5.12%-4.92%-17.52%
2021-1.36%3.04%3.93%5.09%0.69%2.24%1.92%3.09%-4.89%7.05%-1.24%3.74%25.26%
20200.22%-9.06%-9.38%11.55%4.71%2.41%5.61%8.09%-3.69%-3.75%10.00%3.99%19.58%
20190.76%0.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AESR is 80, placing it in the top 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AESR is 8080
AESR (Anfield U.S. Equity Sector Rotation ETF)
The Sharpe Ratio Rank of AESR is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of AESR is 8282Sortino Ratio Rank
The Omega Ratio Rank of AESR is 8080Omega Ratio Rank
The Calmar Ratio Rank of AESR is 7777Calmar Ratio Rank
The Martin Ratio Rank of AESR is 7676Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Anfield U.S. Equity Sector Rotation ETF (AESR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AESR
Sharpe ratio
The chart of Sharpe ratio for AESR, currently valued at 2.28, compared to the broader market0.002.004.006.002.28
Sortino ratio
The chart of Sortino ratio for AESR, currently valued at 3.22, compared to the broader market0.005.0010.003.22
Omega ratio
The chart of Omega ratio for AESR, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for AESR, currently valued at 1.86, compared to the broader market0.005.0010.0015.001.86
Martin ratio
The chart of Martin ratio for AESR, currently valued at 8.70, compared to the broader market0.0020.0040.0060.0080.00100.008.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Anfield U.S. Equity Sector Rotation ETF Sharpe ratio is 2.28. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Anfield U.S. Equity Sector Rotation ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.28
2.38
AESR (Anfield U.S. Equity Sector Rotation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Anfield U.S. Equity Sector Rotation ETF granted a 0.29% dividend yield in the last twelve months. The annual payout for that period amounted to $0.05 per share.


PeriodTTM20232022202120202019
Dividend$0.05$0.05$0.08$0.92$0.13$0.03

Dividend yield

0.29%0.33%0.73%6.59%1.06%0.33%

Monthly Dividends

The table displays the monthly dividend distributions for Anfield U.S. Equity Sector Rotation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.03$0.05
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.08$0.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2019$0.03$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.06%
-0.09%
AESR (Anfield U.S. Equity Sector Rotation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Anfield U.S. Equity Sector Rotation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Anfield U.S. Equity Sector Rotation ETF was 31.06%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Anfield U.S. Equity Sector Rotation ETF drawdown is 0.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.06%Feb 18, 202025Mar 23, 202092Aug 3, 2020117
-25.04%Jan 4, 2022187Sep 30, 2022325Jan 18, 2024512
-9.96%Sep 3, 202014Sep 23, 202048Dec 1, 202062
-6.43%Mar 22, 202420Apr 19, 202418May 15, 202438
-5.37%Sep 3, 202121Oct 4, 202113Oct 21, 202134

Volatility

Volatility Chart

The current Anfield U.S. Equity Sector Rotation ETF volatility is 3.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
3.97%
3.36%
AESR (Anfield U.S. Equity Sector Rotation ETF)
Benchmark (^GSPC)