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.
ETF Info
ISIN | US92647N7663 |
---|---|
CUSIP | 92647N766 |
Issuer | Crestview |
Inception Date | Jul 2, 2014 |
Region | North America (U.S.) |
Category | Large Cap Blend Equities |
Index Tracked | Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The VictoryShares US 500 Volatility Wtd ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Popular comparisons: CFA vs. XLG, CFA vs. SPY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VictoryShares US 500 Volatility Wtd ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
VictoryShares US 500 Volatility Wtd ETF had a return of 9.16% year-to-date (YTD) and 23.80% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 9.16% | 10.04% |
1 month | 4.64% | 3.53% |
6 months | 20.28% | 22.79% |
1 year | 23.80% | 32.16% |
5 years (annualized) | 11.72% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.33% | 4.87% | ||||||||||
2023 | -2.21% | -4.55% | -3.11% | 8.04% | 5.32% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for VictoryShares US 500 Volatility Wtd ETF (CFA) 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
VictoryShares US 500 Volatility Wtd ETF | 2.18 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
VictoryShares US 500 Volatility Wtd ETF granted a 1.35% dividend yield in the last twelve months. The annual payout for that period amounted to $1.10 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.10 | $1.06 | $1.08 | $0.81 | $0.75 | $0.76 | $0.66 | $0.56 | $0.55 | $0.47 | $0.23 |
Dividend yield | 1.35% | 1.42% | 1.59% | 1.04% | 1.21% | 1.35% | 1.49% | 1.15% | 1.37% | 1.31% | 0.63% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.03 | $0.04 | ||||||||||
2023 | $0.00 | $0.05 | $0.13 | $0.09 | $0.03 | $0.12 | $0.08 | $0.05 | $0.09 | $0.13 | $0.05 | $0.24 |
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
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the VictoryShares US 500 Volatility Wtd 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 VictoryShares US 500 Volatility Wtd ETF was 37.74%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
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 | 332 | Jan 29, 2024 | 522 |
-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 |
Volatility
Volatility Chart
The current VictoryShares US 500 Volatility Wtd ETF volatility is 2.37%, 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.