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Issuer
AAM
Inception Date
Oct 22, 2025
Region
North America (United States)
Category
CLO
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$51M

Share Price Chart


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Performance

CLOC Performance Chart

AAM Crescent CLO ETF (CLOC) is up 2.6% since the beginning of the year. CLOC is currently trading at $25 per share.


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S&P 500 Index

Returns By Period


AAM Crescent CLO ETF

1D
0.04%
1M
0.42%
YTD
2.63%
6M
2.99%
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOC Monthly Returns History

Based on dividend-adjusted daily data since Oct 23, 2025, CLOC's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, an investment would double in approximately 14.8 years.

Historically, 78% of months were positive and 22% were negative. The best month was Apr 2026 with a return of +1.1%, while the worst month was Feb 2026 at -0.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, CLOC closed higher 60% of trading days. The best single day was Dec 24, 2025 with a return of +0.2%, while the worst single day was Mar 10, 2026 at -0.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.78%-0.26%0.00%1.07%0.72%0.30%2.63%
20250.14%0.32%0.47%0.93%

Benchmark Metrics

AAM Crescent CLO ETF has an annualized alpha of 5.46%, beta of 0.01, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since October 23, 2025.

  • This ETF captured 13.42% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -6.98%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.01 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.46%
Beta
0.01
0.01
Upside Capture
13.42%
Downside Capture
-6.98%

Expense Ratio

CLOC has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AAM Crescent CLO ETF (CLOC) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CLOCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.66

Martin ratioReturn relative to average drawdown

11.86

Dividends

Dividend History

AAM Crescent CLO ETF provided a 3.66% dividend yield over the last twelve months, with an annual payout of $0.92 per share.


1.15%$0.00$0.05$0.10$0.15$0.20$0.25$0.302025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.92$0.29

Dividend yield

3.66%1.15%

Monthly Dividends

The table displays the monthly dividend distributions for AAM Crescent CLO ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.13$0.13$0.13$0.13$0.13$0.00$0.63
2025$0.12$0.17$0.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the AAM Crescent CLO 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 AAM Crescent CLO ETF was 0.54%, occurring on Mar 10, 2026. Recovery took 20 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-0.54%Mar 2026
26d29d
1mo 25dFeb 2026 - Apr 2026
2025 pullback2025
-0.18%Dec 2025
3d6d
9dDec 2025 - Dec 2025
2026 pullback2026
-0.06%Apr 2026
1d5d
6dApr 2026 - Apr 2026
2025 pullback2025
-0.06%Nov 2025
0s2d
2dNov 2025 - Nov 2025
2025 pullback2025
-0.04%Nov 2025
2d3d
5dNov 2025 - Dec 2025

Drawdown Indicators


CLOCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.54%

-56.78%

+56.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-2.49%

+2.49%

Average Drawdown

Average peak-to-trough decline

-0.06%

-10.72%

+10.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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