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Overlay Shares Foreign Equity ETF (OVF)

ETF · Currency in USD
Issuer
Liquid Strategies
Inception Date
Sep 30, 2019
Region
Developed Markets (Broad)
Category
Foreign Large Cap Equities
Expense Ratio
0.95%
Index Tracked
ACTIVE - No Index
ETF Home Page
www.overlayshares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

OVFPrice Chart


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OVFPerformance

The chart shows the growth of $10,000 invested in Overlay Shares Foreign Equity ETF on Oct 2, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,115 for a total return of roughly 11.15%. All prices are adjusted for splits and dividends.


OVF (Overlay Shares Foreign Equity ETF)
Benchmark (S&P 500)

OVFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-4.83%-7.73%
1M-5.34%-5.40%
6M-5.02%0.70%
1Y0.47%14.18%
5Y4.68%19.05%
10Y4.68%19.05%

OVFMonthly Returns Heatmap


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OVFSharpe 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 Overlay Shares Foreign Equity ETF Sharpe ratio is 0.26. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


OVF (Overlay Shares Foreign Equity ETF)
Benchmark (S&P 500)

OVFDividends

Overlay Shares Foreign Equity ETF granted a 4.58% dividend yield in the last twelve months, as of Jan 22, 2022. The annual payout for that period amounted to $1.17 per share.


PeriodTTM202120202019
Dividend$1.17$1.17$0.66$0.55

Dividend yield

4.58%4.36%2.63%2.25%

OVFDrawdowns Chart

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


OVF (Overlay Shares Foreign Equity ETF)
Benchmark (S&P 500)

OVFWorst Drawdowns

The table below shows the maximum drawdowns of the Overlay Shares Foreign Equity 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 Overlay Shares Foreign Equity ETF is 29.60%, recorded on Mar 23, 2020. It took 195 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.6%Jan 21, 202044Mar 23, 2020195Dec 29, 2020239
-8.9%Sep 7, 202196Jan 21, 2022
-5.43%Feb 17, 202112Mar 4, 202129Apr 15, 202141
-3.14%Jan 27, 20213Jan 29, 20217Feb 9, 202110
-3.09%May 10, 20213May 12, 20218May 24, 202111
-2.41%Jul 15, 20213Jul 19, 20218Jul 29, 202111
-2.16%Jun 16, 20213Jun 18, 202115Jul 12, 202118
-1.6%Dec 2, 20192Dec 3, 20197Dec 12, 20199
-1.58%Apr 26, 20217May 4, 20212May 6, 20219
-1.52%Aug 16, 20214Aug 19, 20212Aug 23, 20216

OVFVolatility Chart

Current Overlay Shares Foreign Equity ETF volatility is 12.63%. 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.


OVF (Overlay Shares Foreign Equity ETF)
Benchmark (S&P 500)

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