PortfoliosLab logo

VictoryShares US 500 Enhanced Volatility Wtd ETF (CFO)

ETF · Currency in USD · Last updated Mar 22, 2023

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

Share Price Chart


Loading data...

Performance

The chart shows the growth of $10,000 invested in VictoryShares US 500 Enhanced Volatility Wtd ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,955 for a total return of roughly 99.55%. All prices are adjusted for splits and dividends.


80.00%90.00%100.00%110.00%120.00%NovemberDecember2023FebruaryMarch
99.55%
100.91%
CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Return

VictoryShares US 500 Enhanced Volatility Wtd ETF had a return of -4.76% year-to-date (YTD) and -14.08% in the last 12 months. Over the past 10 years, VictoryShares US 500 Enhanced Volatility Wtd ETF had an annualized return of 8.27%, which was very close to the S&P 500 benchmark's annualized return of 8.36%.


PeriodReturnBenchmark
1 month-5.33%-1.87%
Year-To-Date-4.76%4.25%
6 months-3.97%2.64%
1 year-14.08%-10.31%
5 years (annualized)5.91%8.11%
10 years (annualized)8.27%8.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.50%-3.81%
2022-2.10%4.25%3.53%-4.78%

Sharpe 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 Enhanced Volatility Wtd ETF Sharpe ratio is -0.98. 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.


-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.98
-0.44
CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
Benchmark (^GSPC)

Dividend History

VictoryShares US 500 Enhanced Volatility Wtd ETF granted a 4.48% dividend yield in the last twelve months. The annual payout for that period amounted to $2.72 per share.


PeriodTTM202220212020201920182017201620152014
Dividend$2.72$2.53$0.82$0.56$0.76$0.66$0.57$0.54$0.47$0.19

Dividend yield

4.48%3.96%1.10%0.95%1.53%1.61%1.29%1.49%1.48%0.58%

Monthly Dividends

The table displays the monthly dividend distributions for VictoryShares US 500 Enhanced Volatility Wtd ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.08
2022$0.01$0.03$0.13$0.09$0.02$0.01$0.12$0.05$0.11$0.10$0.10$1.75
2021$0.00$0.04$0.07$0.07$0.04$0.06$0.08$0.04$0.08$0.08$0.04$0.22
2020$0.01$0.03$0.09$0.03$0.01$0.05$0.03$0.00$0.06$0.07$0.04$0.14
2019$0.01$0.06$0.07$0.09$0.02$0.08$0.08$0.02$0.07$0.07$0.03$0.15
2018$0.01$0.02$0.07$0.07$0.03$0.08$0.06$0.03$0.06$0.06$0.05$0.12
2017$0.02$0.03$0.04$0.07$0.03$0.06$0.01$0.02$0.09$0.05$0.02$0.13
2016$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.11$0.00$0.09$0.08
2015$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.17
2014$0.06$0.00$0.00$0.13

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-18.66%
-16.55%
CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the VictoryShares US 500 Enhanced 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 Enhanced Volatility Wtd ETF is 20.79%, recorded on Dec 24, 2018. It took 233 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.79%Sep 24, 201864Dec 24, 2018233Nov 26, 2019297
-20.71%Jan 5, 2022301Mar 17, 2023
-16.57%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-14.37%Jun 24, 2015161Feb 11, 201652Apr 27, 2016213
-9.22%Jan 29, 20189Feb 8, 2018133Aug 20, 2018142
-7.77%Sep 8, 201428Oct 15, 201412Oct 31, 201440
-7.23%Sep 3, 202014Sep 23, 202011Oct 8, 202025
-6.67%Jun 9, 201613Jun 27, 20169Jul 11, 201622
-6.01%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-5.55%Nov 17, 202110Dec 1, 202117Dec 27, 202127

Volatility Chart

Current VictoryShares US 500 Enhanced Volatility Wtd ETF volatility is 26.04%. 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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
26.04%
22.09%
CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
Benchmark (^GSPC)