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VictoryShares US 500 Volatility Wtd ETF (CFA)

ETF · Currency in USD · Last updated Jun 25, 2022

CFA is a passive ETF by Crestview tracking the investment results of the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index. CFA launched on Jul 2, 2014 and has a 0.35% expense ratio.

ETF Info

ISINUS92647N7663
CUSIP92647N766
IssuerCrestview
Inception DateJul 2, 2014
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Expense Ratio0.35%
Index TrackedNasdaq Victory U.S. Large Cap 500 Volatility Weighted Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$63.82
Year Range$62.06 - $77.38
EMA (50)$68.03
EMA (200)$70.97
Average Volume$16.96K

CFAShare Price Chart


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CFAPerformance

The chart shows the growth of $10,000 invested in VictoryShares US 500 Volatility Wtd ETF on Jul 3, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,859 for a total return of roughly 108.59%. All prices are adjusted for splits and dividends.


CFA (VictoryShares US 500 Volatility Wtd ETF)
Benchmark (^GSPC)

CFAReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-2.19%-0.75%
YTD-14.95%-17.93%
6M-13.60%-17.23%
1Y-5.53%-7.78%
5Y9.75%9.92%
10Y10.16%8.06%

CFAMonthly Returns Heatmap


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CFASharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current VictoryShares US 500 Volatility Wtd ETF Sharpe ratio is -0.34. 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.

The chart below displays rolling 12-month Sharpe Ratio.


CFA (VictoryShares US 500 Volatility Wtd ETF)
Benchmark (^GSPC)

CFADividend History

VictoryShares US 500 Volatility Wtd ETF granted a 1.43% dividend yield in the last twelve months. The annual payout for that period amounted to $0.94 per share.


PeriodTTM20212020201920182017201620152014
Dividend$0.94$0.81$0.75$0.76$0.66$0.56$0.55$0.47$0.23

Dividend yield

1.43%1.05%1.23%1.39%1.56%1.22%1.48%1.42%0.69%

CFADrawdowns Chart

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


CFA (VictoryShares US 500 Volatility Wtd ETF)
Benchmark (^GSPC)

CFAWorst Drawdowns

The table below shows the maximum drawdowns of the VictoryShares US 500 Volatility Wtd ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the VictoryShares US 500 Volatility Wtd ETF is 37.74%, recorded on Mar 23, 2020. It took 159 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.74%Feb 20, 202023Mar 23, 2020159Nov 5, 2020182
-20.84%Sep 21, 201865Dec 24, 201886Apr 30, 2019151
-19.79%Dec 30, 2021117Jun 16, 2022
-14.17%Jun 24, 2015140Feb 11, 201652Apr 27, 2016192
-9.12%Jan 29, 20189Feb 8, 2018132Aug 17, 2018141
-7.48%Sep 10, 201411Oct 15, 20148Oct 29, 201419
-6.66%Jun 9, 201613Jun 27, 20169Jul 11, 201622
-6.21%Jul 29, 201913Aug 14, 201953Oct 29, 201966
-5.85%May 1, 201922May 31, 201914Jun 20, 201936
-5.54%Nov 17, 202110Dec 1, 202117Dec 27, 202127

CFAVolatility Chart

Current VictoryShares US 500 Volatility Wtd ETF volatility is 35.24%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


CFA (VictoryShares US 500 Volatility Wtd ETF)
Benchmark (^GSPC)

Portfolios with VictoryShares US 500 Volatility Wtd ETF


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