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VictoryShares US 500 Enhanced Volatility Wtd ETF (CFO)

ETF · Currency in USD · Last updated Aug 6, 2022

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.

ETF Info

ISINUS92647N7820
CUSIP92647N782
IssuerCrestview
Inception DateJul 2, 2014
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Expense Ratio0.35%
Index TrackedNasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Trading Data

Previous Close$66.16
Year Range$61.87 - $77.38
EMA (50)$66.33
EMA (200)$69.82
Average Volume$42.26K

CFOShare Price Chart


Chart placeholderClick Calculate to get results

CFOPerformance

The chart shows the growth of $10,000 invested in VictoryShares US 500 Enhanced Volatility Wtd ETF in Jul 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,974 for a total return of roughly 109.74%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-9.91%
-8.32%
CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
Benchmark (^GSPC)

CFOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.82%8.19%
6M-9.36%-7.42%
YTD-14.38%-13.03%
1Y-8.42%-5.85%
5Y9.58%10.86%
10Y9.61%9.50%

CFOMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.56%-1.64%2.81%-6.40%0.44%-7.54%3.09%0.04%
2021-1.43%3.56%5.66%4.99%1.08%0.32%2.46%2.39%-4.66%5.58%-2.27%6.34%
2020-0.95%-9.36%-0.90%7.63%3.13%0.29%2.90%3.90%-1.65%-0.59%11.06%4.23%
20192.23%4.10%0.36%4.13%-5.90%7.12%1.33%-1.99%1.99%0.98%3.80%2.20%
20184.67%-3.61%-0.58%-0.31%1.50%0.29%3.06%2.67%-0.76%-7.87%2.82%-9.93%
20172.16%3.76%0.05%1.25%1.24%1.21%1.24%-0.18%2.64%2.36%4.18%0.78%
2016-5.45%1.75%6.95%0.63%1.57%-0.40%4.09%0.57%-0.52%-1.86%5.46%1.29%
2015-3.30%5.90%-0.64%-0.86%1.38%-1.43%2.04%-5.36%-3.24%7.02%0.44%-2.41%
2014-2.84%4.10%-2.04%2.52%3.05%0.83%

CFOSharpe 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 -0.56. 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.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.56
-0.31
CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
Benchmark (^GSPC)

CFODividend History

VictoryShares US 500 Enhanced Volatility Wtd ETF granted a 1.31% dividend yield in the last twelve months. The annual payout for that period amounted to $0.87 per share.


PeriodTTM20212020201920182017201620152014
Dividend$0.87$0.82$0.56$0.76$0.66$0.57$0.54$0.47$0.19

Dividend yield

1.31%1.06%0.91%1.48%1.56%1.24%1.44%1.43%0.56%

CFODrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-14.51%
-13.58%
CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
Benchmark (^GSPC)

CFOWorst 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
-20.05%Jan 5, 2022113Jun 16, 2022
-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

CFOVolatility Chart

Current VictoryShares US 500 Enhanced Volatility Wtd ETF volatility is 3.26%. 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%MarchAprilMayJuneJulyAugust
3.26%
19.67%
CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
Benchmark (^GSPC)