VictoryShares US 500 Volatility Wtd ETF (CFA)
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.
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in VictoryShares US 500 Volatility Wtd ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,397 for a total return of roughly 113.97%. All prices are adjusted for splits and dividends.
Compare to other instruments
Return
VictoryShares US 500 Volatility Wtd ETF had a return of -1.54% year-to-date (YTD) and -8.92% in the last 12 months. Over the past 10 years, VictoryShares US 500 Volatility Wtd ETF had an annualized return of 9.54%, outperforming the S&P 500 benchmark which had an annualized return of 7.53%.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -3.72% | 0.19% |
| Year-To-Date | -1.54% | 3.59% |
| 6 months | 7.40% | 7.70% |
| 1 year | -8.92% | -12.45% |
| 5 years (annualized) | 8.12% | 8.78% |
| 10 years (annualized) | 9.54% | 7.53% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.32% | -3.13% | ||||||||||
| 2022 | -8.90% | 9.98% | 6.33% | -4.42% |
Dividend History
VictoryShares US 500 Volatility Wtd ETF granted a 1.90% dividend yield in the last twelve months. The annual payout for that period amounted to $1.26 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.26 | $1.08 | $0.81 | $0.75 | $0.76 | $0.66 | $0.56 | $0.55 | $0.47 | $0.23 |
Dividend yield | 1.90% | 1.60% | 1.06% | 1.24% | 1.41% | 1.58% | 1.23% | 1.49% | 1.44% | 0.70% |
Monthly Dividends
The table displays the monthly dividend distributions for VictoryShares US 500 Volatility Wtd ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.05 | ||||||||||
| 2022 | $0.01 | $0.03 | $0.13 | $0.09 | $0.02 | $0.12 | $0.09 | $0.05 | $0.15 | $0.08 | $0.08 | $0.24 |
| 2021 | $0.00 | $0.04 | $0.07 | $0.07 | $0.04 | $0.04 | $0.09 | $0.03 | $0.08 | $0.08 | $0.04 | $0.22 |
| 2020 | $0.01 | $0.03 | $0.09 | $0.07 | $0.04 | $0.09 | $0.07 | $0.03 | $0.07 | $0.08 | $0.04 | $0.14 |
| 2019 | $0.00 | $0.04 | $0.07 | $0.09 | $0.02 | $0.08 | $0.08 | $0.03 | $0.08 | $0.07 | $0.03 | $0.15 |
| 2018 | $0.01 | $0.02 | $0.07 | $0.07 | $0.03 | $0.07 | $0.06 | $0.03 | $0.06 | $0.06 | $0.05 | $0.13 |
| 2017 | $0.01 | $0.03 | $0.03 | $0.06 | $0.03 | $0.06 | $0.01 | $0.02 | $0.09 | $0.06 | $0.02 | $0.13 |
| 2016 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.08 | $0.09 |
| 2015 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 |
| 2014 | $0.09 | $0.00 | $0.00 | $0.14 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst 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, 2020 | 23 | Mar 23, 2020 | 159 | Nov 5, 2020 | 182 |
| -20.88% | Dec 30, 2021 | 190 | Sep 30, 2022 | — | — | — |
| -20.84% | Sep 21, 2018 | 65 | Dec 24, 2018 | 86 | Apr 30, 2019 | 151 |
| -14.17% | Jun 24, 2015 | 140 | Feb 11, 2016 | 52 | Apr 27, 2016 | 192 |
| -9.12% | Jan 29, 2018 | 9 | Feb 8, 2018 | 132 | Aug 17, 2018 | 141 |
| -7.48% | Sep 10, 2014 | 11 | Oct 15, 2014 | 8 | Oct 29, 2014 | 19 |
| -6.66% | Jun 9, 2016 | 13 | Jun 27, 2016 | 9 | Jul 11, 2016 | 22 |
| -6.21% | Jul 29, 2019 | 13 | Aug 14, 2019 | 53 | Oct 29, 2019 | 66 |
| -5.85% | May 1, 2019 | 22 | May 31, 2019 | 14 | Jun 20, 2019 | 36 |
| -5.54% | Nov 17, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
Volatility Chart
Current VictoryShares US 500 Volatility Wtd ETF volatility is 21.52%. 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.