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Pacer CSOP FTSE China A50 ETF (AFTY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS12649L1052
CUSIP69374H626
IssuerPacer Advisors
Inception DateMar 12, 2015
RegionEmerging Asia Pacific (China)
CategoryChina Equities
Index TrackedFTSE China A 50
Home Pagewww.paceretfs.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Pacer CSOP FTSE China A50 ETF has a high expense ratio of 0.70%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.70%

Share Price Chart


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Pacer CSOP FTSE China A50 ETF

Popular comparisons: AFTY vs. YINN, AFTY vs. HSTC.L, AFTY vs. HSTE.L, AFTY vs. ASHR, AFTY vs. AAXJ, AFTY vs. QQQ, AFTY vs. VEA, AFTY vs. VWO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Pacer CSOP FTSE China A50 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
5.07%
17.14%
AFTY (Pacer CSOP FTSE China A50 ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Pacer CSOP FTSE China A50 ETF had a return of 4.97% year-to-date (YTD) and -11.29% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.97%5.06%
1 month0.57%-3.23%
6 months5.08%17.14%
1 year-11.29%20.62%
5 years (annualized)-2.39%11.54%
10 years (annualized)N/A10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.51%6.67%1.42%
2023-1.49%-4.28%-0.47%-1.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AFTY is 7, indicating that it is in the bottom 7% of the market 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 AFTY is 77
Pacer CSOP FTSE China A50 ETF(AFTY)
The Sharpe Ratio Rank of AFTY is 77Sharpe Ratio Rank
The Sortino Ratio Rank of AFTY is 66Sortino Ratio Rank
The Omega Ratio Rank of AFTY is 66Omega Ratio Rank
The Calmar Ratio Rank of AFTY is 99Calmar Ratio Rank
The Martin Ratio Rank of AFTY is 99Martin 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 Pacer CSOP FTSE China A50 ETF (AFTY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AFTY
Sharpe ratio
The chart of Sharpe ratio for AFTY, currently valued at -0.55, compared to the broader market-1.000.001.002.003.004.005.00-0.55
Sortino ratio
The chart of Sortino ratio for AFTY, currently valued at -0.72, compared to the broader market-2.000.002.004.006.008.00-0.72
Omega ratio
The chart of Omega ratio for AFTY, currently valued at 0.92, compared to the broader market1.001.502.002.500.92
Calmar ratio
The chart of Calmar ratio for AFTY, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.0012.00-0.20
Martin ratio
The chart of Martin ratio for AFTY, currently valued at -0.80, compared to the broader market0.0020.0040.0060.0080.00-0.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.005.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0020.0040.0060.0080.007.04

Sharpe Ratio

The current Pacer CSOP FTSE China A50 ETF Sharpe ratio is -0.55. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.55
1.76
AFTY (Pacer CSOP FTSE China A50 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Pacer CSOP FTSE China A50 ETF granted a 2.13% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.30$0.30$0.33$0.38$0.34$1.50$0.24$1.16$0.15$2.38

Dividend yield

2.13%2.23%2.08%1.84%1.48%8.63%1.85%6.62%1.19%16.76%

Monthly Dividends

The table displays the monthly dividend distributions for Pacer CSOP FTSE China A50 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.50
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.16
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2015$2.38

Drawdowns

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-44.76%
-4.63%
AFTY (Pacer CSOP FTSE China A50 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Pacer CSOP FTSE China A50 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 Pacer CSOP FTSE China A50 ETF was 51.06%, occurring on Jan 17, 2024. The portfolio has not yet recovered.

The current Pacer CSOP FTSE China A50 ETF drawdown is 44.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.06%Feb 18, 2021723Jan 17, 2024
-47.07%Jun 9, 2015172Feb 11, 2016459Jan 17, 2018631
-35.52%Jan 29, 2018233Jan 3, 2019378Jul 6, 2020611
-9.5%Apr 29, 201514May 18, 20155May 26, 201519
-8.24%May 27, 20153May 29, 20156Jun 8, 20159

Volatility

Volatility Chart

The current Pacer CSOP FTSE China A50 ETF volatility is 4.53%, 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%7.00%NovemberDecember2024FebruaryMarchApril
4.53%
3.27%
AFTY (Pacer CSOP FTSE China A50 ETF)
Benchmark (^GSPC)