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Issuer
Pacer
Inception Date
Dec 22, 2020
Region
North America (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$93M

Share Price Chart


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Performance

PSMD Performance Chart

Pacer Swan SOS Moderate (December) ETF (PSMD) is up 5.5% since the beginning of the year. PSMD is currently trading at $34 per share. Investors who bought $1,000 worth of PSMD shares 5 years ago would now be looking at an investment worth $1,549.


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S&P 500 Index

Returns By Period

Pacer Swan SOS Moderate (December) ETF (PSMD) has returned 5.45% so far this year and 14.96% over the past 12 months.


Pacer Swan SOS Moderate (December) ETF

1D
-0.02%
1M
0.42%
YTD
5.45%
6M
5.58%
1Y
14.96%
3Y*
12.35%
5Y*
9.14%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSMD Monthly Returns History

Based on dividend-adjusted daily data since Dec 23, 2020, PSMD's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2023 with a return of +6.6%, while the worst month was Apr 2022 at -5.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PSMD closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.7%, while the worst single day was Apr 4, 2025 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.66%-0.01%-2.40%5.19%2.17%-0.11%5.45%
20251.70%-0.43%-2.78%-0.25%3.16%3.10%1.22%1.35%1.37%0.96%0.78%0.85%11.45%
20240.93%2.59%1.27%-1.30%2.62%1.46%0.67%1.16%0.75%0.41%1.56%0.03%12.78%
20234.32%-1.13%2.13%1.26%0.66%3.56%1.28%0.16%-2.08%-1.59%6.62%1.36%17.46%
2022-2.50%-1.65%2.18%-5.13%0.57%-3.83%4.80%-1.46%-4.38%5.09%3.16%-0.74%-4.47%
2021-0.85%1.64%2.79%1.79%0.73%0.91%0.34%0.83%-0.73%1.57%0.26%1.49%11.23%

Benchmark Metrics

Pacer Swan SOS Moderate (December) ETF has an annualized alpha of 2.97%, beta of 0.47, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 23, 2020.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (46.55%) than losses (41.43%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.97% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.47 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.97%
Beta
0.47
0.86
Upside Capture
46.55%
Downside Capture
41.43%

Expense Ratio

PSMD has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PSMD ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PSMD Risk / Return Rank: 8484
Overall Rank
PSMD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PSMD Sortino Ratio Rank: 8989
Sortino Ratio Rank
PSMD Omega Ratio Rank: 9090
Omega Ratio Rank
PSMD Calmar Ratio Rank: 7070
Calmar Ratio Rank
PSMD Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Pacer Swan SOS Moderate (December) ETF (PSMD) 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.


PSMDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.55

1.37

+0.18

Calmar ratioReturn relative to maximum drawdown

3.40

2.78

+0.61

Martin ratioReturn relative to average drawdown

17.75

12.44

+5.31

Dividends

Dividend History

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


0.00%0.10%0.20%0.30%0.40%0.50%$0.00$0.02$0.04$0.06$0.08$0.1020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.00$0.00$0.00$0.00$0.00$0.11

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.47%

Monthly Dividends

The table displays the monthly dividend distributions for Pacer Swan SOS Moderate (December) ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$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
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$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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.11$0.11

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 Pacer Swan SOS Moderate (December) 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 Moderate (December) ETF was 11.96%, occurring on Jun 16, 2022. Recovery took 157 trading sessions.

The current Pacer Swan SOS Moderate (December) ETF drawdown is 0.21%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-11.96%Jun 2022
5mo 12d7mo 20d
1y 27dJan 2022 - Feb 2023
2025 selloff2025
-10.70%Apr 2025
1mo 18d2mo 3d
3mo 21dFeb 2025 - Jun 2025
2023 pullback2023
-5.52%Oct 2023
1mo 12d14d
1mo 26dSep 2023 - Nov 2023
2026 pullback2026
-4.42%Mar 2026
29d17d
1mo 16dFeb 2026 - Apr 2026
2023 pullback2023
-3.82%Mar 2023
1mo 5d1mo 2d
2mo 7dFeb 2023 - Apr 2023

Drawdown Indicators


PSMDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-11.96%

-56.78%

+44.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.42%

-9.10%

+4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-10.70%

-18.90%

+8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

-25.43%

+13.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.21%

-1.80%

+1.59%

Average Drawdown

Average peak-to-trough decline

-1.65%

-10.71%

+9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

2.03%

-1.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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