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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
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Expense Ratio

PSFF has a high expense ratio of 0.93%, indicating higher-than-average management fees.


Expense ratio chart for PSFF: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: PSFF vs. SPY, PSFF vs. CALF, PSFF vs. CBALX, PSFF vs. SSO, PSFF vs. TMSRX, PSFF vs. VTI, PSFF vs. VFIAX, PSFF vs. PTLC, PSFF vs. VBIAX, PSFF vs. AOM

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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.25%
12.76%
PSFF (Pacer Swan SOS Fund of Funds ETF)
Benchmark (^GSPC)

Returns By Period

Pacer Swan SOS Fund of Funds ETF had a return of 13.14% year-to-date (YTD) and 17.31% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date13.14%25.48%
1 month1.17%2.14%
6 months7.25%12.76%
1 year17.31%33.14%
5 years (annualized)N/A13.96%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of PSFF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.04%2.14%1.12%-1.26%2.74%1.42%0.47%1.83%1.09%-0.24%13.14%
20233.72%-1.02%2.39%1.14%0.34%4.33%1.19%0.12%-1.91%-1.74%6.40%2.37%18.40%
2022-1.74%-1.16%2.35%-5.30%0.23%-2.46%4.01%-1.70%-3.92%4.95%2.73%-1.62%-4.11%
2021-0.68%1.65%2.84%1.96%0.74%1.10%0.44%0.99%-1.39%2.40%0.10%1.14%11.81%
20200.37%0.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of PSFF is 93, placing it in the top 7% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PSFF is 9393
Combined Rank
The Sharpe Ratio Rank of PSFF is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of PSFF is 9292Sortino Ratio Rank
The Omega Ratio Rank of PSFF is 9393Omega Ratio Rank
The Calmar Ratio Rank of PSFF is 9292Calmar Ratio Rank
The Martin Ratio Rank of PSFF is 9494Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Pacer Swan SOS Fund of Funds ETF (PSFF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PSFF
Sharpe ratio
The chart of Sharpe ratio for PSFF, currently valued at 3.21, compared to the broader market-2.000.002.004.006.003.21
Sortino ratio
The chart of Sortino ratio for PSFF, currently valued at 4.58, compared to the broader market-2.000.002.004.006.008.0010.0012.004.58
Omega ratio
The chart of Omega ratio for PSFF, currently valued at 1.67, compared to the broader market1.001.502.002.503.001.67
Calmar ratio
The chart of Calmar ratio for PSFF, currently valued at 5.04, compared to the broader market0.005.0010.0015.005.04
Martin ratio
The chart of Martin ratio for PSFF, currently valued at 25.75, compared to the broader market0.0020.0040.0060.0080.00100.00120.0025.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

The current Pacer Swan SOS Fund of Funds ETF Sharpe ratio is 3.21. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Pacer Swan SOS Fund of Funds ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.21
2.91
PSFF (Pacer Swan SOS Fund of Funds ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Pacer Swan SOS Fund of Funds ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%$0.00$0.00$0.00$0.00$0.00$0.0020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$0.00$0.00$0.00

Dividend yield

0.00%0.00%0.00%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$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$0.00
2022$0.00$0.00

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.03%
-0.27%
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.

The current Pacer Swan SOS Fund of Funds ETF drawdown is 0.03%.


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
-3.72%Jul 17, 202416Aug 7, 20248Aug 19, 202424
-3.44%Feb 3, 202325Mar 10, 202315Mar 31, 202340
-2.15%Apr 2, 202414Apr 19, 202411May 6, 202425

Volatility

Volatility Chart

The current Pacer Swan SOS Fund of Funds ETF volatility is 1.85%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
1.85%
3.75%
PSFF (Pacer Swan SOS Fund of Funds ETF)
Benchmark (^GSPC)