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Saba Closed-End Funds ETF (CEFS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS30151E8066
CUSIP30151E806
IssuerExchange Traded Concepts
Inception DateMar 21, 2017
RegionNorth America (U.S.)
CategoryDiversified Portfolio, Actively Managed
Index TrackedNo Index (Active)
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Saba Closed-End Funds ETF has a high expense ratio of 3.80%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%3.80%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with CEFS

Saba Closed-End Funds ETF

Popular comparisons: CEFS vs. BSTZ, CEFS vs. HYGV, CEFS vs. BIZD, CEFS vs. HYIN, CEFS vs. VUG, CEFS vs. RNP, CEFS vs. HNDL, CEFS vs. SCHD, CEFS vs. PDI, CEFS vs. BST

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Saba Closed-End Funds ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%OctoberNovemberDecember2024FebruaryMarch
99.77%
124.16%
CEFS (Saba Closed-End Funds ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Saba Closed-End Funds ETF had a return of 11.30% year-to-date (YTD) and 29.16% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.30%10.16%
1 month5.75%3.47%
6 months24.34%22.20%
1 year29.16%30.45%
5 years (annualized)11.08%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.54%3.76%
2023-2.09%-4.41%-3.64%11.46%3.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Saba Closed-End Funds ETF (CEFS) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CEFS
Saba Closed-End Funds ETF
2.61
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Saba Closed-End Funds ETF Sharpe ratio is 2.61. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.61
2.79
CEFS (Saba Closed-End Funds ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Saba Closed-End Funds ETF granted a 8.44% dividend yield in the last twelve months. The annual payout for that period amounted to $1.75 per share.


PeriodTTM2023202220212020201920182017
Dividend$1.75$1.75$1.95$2.22$1.68$1.57$1.72$1.34

Dividend yield

8.44%9.20%11.32%10.73%8.61%7.56%9.81%6.24%

Monthly Dividends

The table displays the monthly dividend distributions for Saba Closed-End Funds ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.14$0.14
2023$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.21
2022$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.41
2021$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.68
2020$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14
2019$0.14$0.14$0.14$0.14$0.14$0.03$0.14$0.14$0.14$0.14$0.14$0.14
2018$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.19
2017$0.13$0.14$0.14$0.14$0.14$0.14$0.14$0.14$0.23

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
CEFS (Saba Closed-End Funds ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Saba Closed-End Funds 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 Saba Closed-End Funds ETF was 38.99%, occurring on Mar 23, 2020. Recovery took 170 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.99%Feb 21, 202022Mar 23, 2020170Nov 20, 2020192
-16.85%Nov 17, 2021150Jun 23, 2022154Feb 2, 2023304
-16.67%Jan 26, 2018228Dec 21, 201842Feb 25, 2019270
-11.04%Aug 2, 202362Oct 27, 202323Nov 30, 202385
-10%Feb 3, 202334Mar 23, 202355Jun 12, 202389

Volatility

Volatility Chart

The current Saba Closed-End Funds ETF volatility is 2.53%, 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%OctoberNovemberDecember2024FebruaryMarch
2.53%
2.80%
CEFS (Saba Closed-End Funds ETF)
Benchmark (^GSPC)