PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Pacer Swan SOS Fund of Funds ETF (PSFF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerPacer Advisors
Inception DateDec 29, 2020
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Expense Ratio

The Pacer Swan SOS Fund of Funds ETF has a high expense ratio of 0.93%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.93%

Share Price Chart


Loading data...

Compare to other instruments

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

Pacer Swan SOS Fund of Funds ETF

Popular comparisons: PSFF vs. SPY, PSFF vs. SSO, PSFF vs. CALF, PSFF vs. VTI, PSFF vs. VFIAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Pacer Swan SOS Fund of Funds ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%OctoberNovemberDecember2024FebruaryMarch
32.97%
40.79%
PSFF (Pacer Swan SOS Fund of Funds ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Pacer Swan SOS Fund of Funds ETF had a return of 4.37% year-to-date (YTD) and 18.80% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.37%10.16%
1 month1.47%3.47%
6 months11.89%22.20%
1 year18.80%30.45%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.04%2.14%
20230.12%-1.91%-1.74%6.40%2.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Pacer Swan SOS Fund of Funds ETF (PSFF) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PSFF
Pacer Swan SOS Fund of Funds ETF
2.70
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Pacer Swan SOS Fund of Funds ETF Sharpe ratio is 2.70. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.70
2.79
PSFF (Pacer Swan SOS Fund of Funds ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Pacer Swan SOS Fund of Funds ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022
Dividend$0.00$0.00$0.00

Dividend yield

0.00%0.00%0.01%

Monthly Dividends

The table displays the monthly dividend distributions for Pacer Swan SOS Fund of Funds ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
PSFF (Pacer Swan SOS Fund of Funds ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Pacer Swan SOS Fund of Funds 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 Pacer Swan SOS Fund of Funds ETF was 10.62%, occurring on Jun 16, 2022. Recovery took 158 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.62%Dec 30, 2021117Jun 16, 2022158Feb 2, 2023275
-4.78%Aug 2, 202362Oct 27, 202310Nov 10, 202372
-3.44%Feb 3, 202325Mar 10, 202315Mar 31, 202340
-2.05%Feb 25, 20216Mar 4, 20215Mar 11, 202111
-2.03%May 10, 20213May 12, 202111May 27, 202114

Volatility

Volatility Chart

The current Pacer Swan SOS Fund of Funds ETF volatility is 1.16%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.16%
2.80%
PSFF (Pacer Swan SOS Fund of Funds ETF)
Benchmark (^GSPC)